The double exponential formula for oscillatory functions over the half infinite interval (Q1184133): Difference between revisions

The double exponential formula (DE-formula) is a variant of the IMT method for carrying out numerical quadrature by means of a nonlinear transformation. Critical to this procedure is choosing an appropriate transformation function. This depends on various factors, including the nature of the integrand function. The DE-formula transforms the original one-dimensional integral, whether over finite, semi-finite, or infinite interval, into a new integral over an infinite interval. (This strategy relies on rapid decay of the new integrand function to allow a reasonably early curtailment of the numerical process.) Like many general numerical quadratical procedures, this may be very inefficient when the integrand is oscillatory. But, as it is also in general, this method may be modified to accomodate such a function if its period is known numerically (like \(\sin x\)) or if its period approaches a known value asymptotically (like a Bessel function). This paper provides what appears to be an appropriate modification for a semi-finite integral whose asymptotic period is known. The approach is theoretically justified, and some numerical examples are included. These are unfortunate for two reasons. They treat only Fourier transforms (one at a time), and not Fourier Bessel transforms. They compare these results only with those obtained using other generally oriented programs (which cannot exploit the known period). Other powerful techniques, such as those due to the reviewer or to A. Sidi, are ignored.