Analysis of a collocation method for integrating rapidly oscillatory functions (Q676001)

The author analyses a collocation method for approximating integrals of rapidly oscillatory functions. The studied method is efficient for integrals involving Bessel functions \(J_\nu (rx)\) with a large oscillating frequency parameter \(r\), as well as for many other one- and multidimensional integrals of functions with rapid irregular oscillations. The analysis provides a convergence rate and it shows that the relative error of the method is even decreasing as the frequency of the oscillations increases.