Efficient integration for a class of highly oscillatory integrals (Q426386)

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Efficient integration for a class of highly oscillatory integrals
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    Efficient integration for a class of highly oscillatory integrals (English)
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    11 June 2012
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    The paper is devoted to the construction and error analysis of methods for the numerical computation of oscillatory integrals with Jacobi weight functions. The first method is based on developing an asymptotic expansion of the integral with respect to the oscillation frequency and to combine this with a Filon-type method. The second method is a variation of a Clenshaw-Curtis rule based on an appropriately chosen weight function that takes into account both the original Jacobi weight and the oscillatory behaviour of the integrand. However, instead of the commonly used simple nodes at the end points of the interval of integration, the authors allow multiple weights.
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    oscillatory integrals
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    Filon-type method
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    Clenshaw-Curtis method
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    Hermite interpolation
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    error bound
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    fast Fourier transform
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    Jacobi weight functions
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    asymptotic expansion
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