Optimal quadrature and cubature formulas for computing Fourier transform of finite functions of one class. Case of strong oscillation (Q2480520)

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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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