An automatic integration procedure for infinite range integrals involving oscillatory kernels (Q2564495): Difference between revisions

Let the real functions \(K(x)\) and \(L(x)\) be such that \(M(x)= K(x)+ iL(x)= e^{ix}g(x)\), where the function \(g(x)\) is infinitely differentiable for large \(x\) and is non-oscillatory at infinity. The authors present an automatic quadrature scheme for the numerical computation of infinite range integrals of the form \[ \int_a^\infty K(\omega t)f(t)dt \quad\text{ or }\quad \int_a^\infty L(\omega t)f(t)dt, \qquad a\geq 0,\quad \omega>0, \] where \(f(t)\) is a real function that is infinitely differentiable for all large \(t\) and non-oscillatory at infinity. For \(K(x)= J_\nu(x)\) and \(L(x)+ Y_\nu(x)\), where \(J_\nu(x)\) and \(Y_\nu(x)\) are the Bessel functions of order \(\nu\), numerical examples are given.