Efficient quadrature of highly oscillatory integrals with algebraic singularities (Q455896)

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Efficient quadrature of highly oscillatory integrals with algebraic singularities
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    Efficient quadrature of highly oscillatory integrals with algebraic singularities (English)
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    22 October 2012
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    The authors transform the oscillatory integral \[ I[f] = \int_0^1x^{\alpha}f(x)e^{i\omega x^{-\beta}}\,dx, \quad \omega, \beta > 0, \;\alpha + \beta > -1, \] where \(f\) is a non-oscillatory, sufficiently smooth function on [0,1], into asymptotic series in inverse powers of the frequency \(\omega\). Then, the Filon-type and the Clenshaw-Curtis-Filon-type methods are available for the computation of \(I[f]\). For large \(\omega\), the efficiency and validity of these methods are shown by both some numerical experiments and theoretical results.
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    oscillatory integrals
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    asymptotic expansion
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    Filon-type method
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    Clenshaw-Curtis-Filon-type method
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    numerical experiments
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