A generalization of Filon-Clenshaw-Curtis quadrature for highly oscillatory integrals

DOI10.1007/s10543-017-0682-9zbMath1380.65056OpenAlexW2755146023MaRDI QIDQ1689307

Arieh Iserles, Jing Gao

Publication date: 12 January 2018

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-017-0682-9

zbMATH Keywords

numerical experimentsasymptotic orderClenshaw-Curtis pointshighly oscillatory integralsdiscrete cosine transformationFilon-Clenshaw-Curtis quadrature

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (12)

Efficient computation of oscillatory integrals by exponential transformations ⋮ Numerical analysis of the spectrum for the highly oscillatory integral equation with weak singularity ⋮ Adaptive FCC+ rules for oscillatory integrals ⋮ On the stability of Filon-Clenshaw-Curtis rules ⋮ A bivariate Filon-Clenshaw-Curtis method of the highly oscillatory integrals on a square ⋮ Asymptotic computation without derivatives for the multivariate highly oscillatory integral ⋮ An Adaptive Filon Algorithm for Highly Oscillatory Integrals ⋮ Asymptotic expansion of the integral with two oscillations on an infinite interval ⋮ Efficient collocation methods for Volterra integral equations with highly oscillatory kernel ⋮ Efficient construction of FCC+ rules ⋮ On product integration rules for highly oscillatory integrals on a triangle ⋮ Levin methods for highly oscillatory integrals with singularities

Uses Software

• QUADPACK

Cites Work

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• On the Evaluation of Highly Oscillatory Integrals by Analytic Continuation
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• The kissing polynomials and their Hankel determinants
• Efficient quadrature of highly oscillatory integrals using derivatives
• Moment-free numerical integration of highly oscillatory functions
• A numerical method for the integration of oscillatory functions

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