Shifted GMRES for oscillatory integrals (Q2267767)

By applying the generalized minimal residual (GMRES) algorithm to a shifted linear differential operator, the author constructs a new method for approximating the oscillatory integral \(\int_a^b f(x)e^{i\omega g(x)}dx\). Unlike the existing methods, this one satisfies simultaneously the following properties: it has high asymptotic order and stability, it avoids the distortions in the complex plane and it remains accurate when the integrand has oscillations at multiple scales.