On the Filon and Levin methods for highly oscillatory integral \(\smallint^{b}_{a}f(x)e^{iwg(x)}\,dx\) (Q2381629): Difference between revisions

The paper is dealing with the quadrature of a highly oscillatory integral, an important branch of numerical analysis. The author considers the Filon quadrature form and a generalized Filon method applicable for highly oscillatory integrals. At the same time he pays more attention to a new Levin method for the quadrature of an oscillatory integral integrable by parts [cf. \textit{D. Levin}, Math. Comput. 38, 531--538 (1982; Zbl 0482.65013)]. It is found that both quadratures show the identical result by any selection of interpolation nodes when the phase of an oscillatory integral is a linear function. Based on the above ideas, the author represents a new efficient Levin quadrature for \(\int^h_af(x)\exp (i\omega g(x))\,dx\).