Optimal quadrature and cubature formulas for computing Fourier transform of finite functions of one class. Case of strong oscillation (Q2480520)
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English | Optimal quadrature and cubature formulas for computing Fourier transform of finite functions of one class. Case of strong oscillation |
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Optimal quadrature and cubature formulas for computing Fourier transform of finite functions of one class. Case of strong oscillation (English)
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31 March 2008
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Fourier-type integrals of the form \(\int_0^1 f(x)\, \sin(\omega x) \,dx\) are computed by a quadrature formula \[ \sum_{j=0}^{N-1} f(x_j)\,\int_{x_j}^{x_{j+1}} \sin(\omega x)\, dx, \] where \(f\) is a piecewise continuously differentiable function and \(\omega \in {\mathbb R}\) with \(| \omega| \geq N\) is given. Optimal estimates for the numerical integration error are presented. Later, the results are extended to optimal cubature formulas for multidimensional Fourier-type integrals. Numerical results are not given.
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Fourier integral
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computing Fourier transform
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multidimensional Fourier integral
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optimal quadrature formula
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optimal cubature formula
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error estimate
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