A user-friendly extrapolation method for computing infinite range integrals of products of oscillatory functions (Q2882359)

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scientific article; zbMATH DE number 6030232
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    A user-friendly extrapolation method for computing infinite range integrals of products of oscillatory functions
    scientific article; zbMATH DE number 6030232

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      A user-friendly extrapolation method for computing infinite range integrals of products of oscillatory functions (English)
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      4 May 2012
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      extrapolation methods
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      \(mW\)-transformation
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      \(W\)-algorithm
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      infinite range oscillatory integrals
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      numerical integration
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      Bessel functions
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      asymptotic expansions
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      Applying the user-friendly extrapolation method of the \(mW^{(s)}\)-transformations (introduced by \textit{A. Sidi} in [Math. Comput. 51, No. 183, 249--266 (1988; Zbl 0694.40004)]) the author proves the convergence of this method in the computation of improper integrals of functions from the class \(\tilde{\mathbf B}^{(s)}\). The class \(\tilde{\mathbf B}^{(s)}\) contains products of \(s\) oscillatory functions defined on infinite subintervals of the positive real semiaxis. In this paper the author improves a recent result of \textit{D. H. Bailey} and \textit{J. M. Borwein} [``Hand-to-hand combat with thousand-digit integrals'', J. Comput. Sci. 3, No. 3, 77--86 (2012; \url{doi:10.1016/j.jocs.2010.12.004})] that mention a very good numerical behavior only for odd \(s\) when apply the \(mW\)-transformations in the numerical integration of improper integrals for the \(s\)-power of Bessel's functions. In the main result it is proved that with a simple modification of the \(mW^{(s)}\)-transformations, the convergence (of this extrapolation method) can be obtained in the case of even \(s\), too. Moreover, a rigorous explanation is offered for why the effectiveness of the \(mW\)-transformations was observed only for odd \(s\) when applied to the numerical integration of \(s\)-powers of Bessel's functions. The obtained results are illustrated on seven numerical examples.
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