Stability and error estimates for Filon-Clenshaw-Curtis rules for highly oscillatory integrals
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Publication:3096352
DOI10.1093/IMANUM/DRQ036zbMATH Open1231.65060OpenAlexW2169806412MaRDI QIDQ3096352FDOQ3096352
Authors:
Publication date: 8 November 2011
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/54a53e5157aeca06bb0d1f30fc61ff43c6eca719
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stabilityalgorithmnumerical experimentserror estimatesFourier coefficientshighly oscillatory integralsClenshaw-Curtis quadratureFilon method
Numerical quadrature and cubature formulas (65D32) Numerical methods for trigonometric approximation and interpolation (65T40) Approximate quadratures (41A55) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)
Cited In (68)
- Numerical method for hypersingular integrals of highly oscillatory functions on the positive semiaxis
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- On quadrature of highly oscillatory Bessel function via asymptotic analysis of simplex integrals
- On the stability of Filon-Clenshaw-Curtis rules
- Adaptive FCC+ rules for oscillatory integrals
- Asymptotics on the Fredholm integral equation with a highly oscillatory and weakly singular kernel
- On the convergence rate of collocation methods for Volterra integral equations with weakly singular oscillatory trigonometric kernels
- Efficient BBFM-collocation for weakly singular oscillatory Volterra integral equations of the second kind
- Spectral-Galerkin method for second kind VIEs with highly oscillatory kernels of the stationary point
- A bivariate Filon-Clenshaw-Curtis method of the highly oscillatory integrals on a square
- Asymptotic computation without derivatives for the multivariate highly oscillatory integral
- On the numerical approximation for Fourier-type highly oscillatory integrals with Gauss-type quadrature rules
- On Diagonal Form Fast Multipole Method for an Oscillatory Boundary Integral Equation
- On the numerical quadrature of weakly singular oscillatory integral and its fast implementation
- Stable application of Filon-Clenshaw-Curtis rules to singular oscillatory integrals by exponential transformations
- An adaptive Filon algorithm for highly oscillatory integrals
- Efficient Filon method for oscillatory integrals
- On the convergence of Filon quadrature
- Laplace transforms for evaluation of Volterra integral equation of the first kind with highly oscillatory kernel
- Filon-Clenshaw-Curtis formulas for highly oscillatory integrals in the presence of stationary points
- Stable reconstructions in Hilbert spaces and the resolution of the Gibbs phenomenon
- Modified filon-Clenshaw-Curtis rules for oscillatory integrals with a nonlinear oscillator
- Error analysis of the extended filon-type method for highly oscillatory integrals
- On the evaluation of highly oscillatory finite Hankel transform using special functions
- A boundary element approach to barrier option pricing in Black-Scholes framework
- Clenshaw-Curtis-type quadrature rule for hypersingular integrals with highly oscillatory kernels
- Efficient integration for a class of highly oscillatory integrals
- An adaptive Filon-type method for oscillatory integrals without stationary points
- An improved algorithm for the evaluation of Cauchy principal value integrals of oscillatory functions and its application
- A user-friendly method for computing indefinite integrals of oscillatory functions
- An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes
- Complexity of oscillatory integrals on the real line
- A new frequency-uniform coercive boundary integral equation for acoustic scattering
- A Chebyshev collocation method for a class of Fredholm integral equations with highly oscillatory kernels
- On efficient computation of highly oscillatory retarded potential integral equations
- Sobolev estimates for constructive uniform-grid FFT interpolatory approximations of spherical functions
- Interpolation and cubature approximations and analysis for a class of wideband integrals on the sphere
- An efficient quadrature rule for weakly and strongly singular integrals
- Fast and stable augmented Levin methods for highly oscillatory and singular integrals
- Fast computation of singular oscillatory Fourier transforms
- A Numerical Method for Oscillatory Integrals with Coalescing Saddle Points
- An efficient spectral-Galerkin method for second kind weakly singular VIEs with highly oscillatory kernels
- On Van der Corput-type lemmas for Bessel and Airy transforms and applications
- Generalized sampling and the stable and accurate reconstruction of piecewise analytic functions from their Fourier coefficients
- A remedy for the failure of the numerical steepest descent method on a class of oscillatory integrals
- Interpolatory quadrature rules for oscillatory integrals
- On uniform approximations to hypersingular finite-part integrals
- Automatic computing of oscillatory integrals
- Superinterpolation in highly oscillatory quadrature
- Complexity of oscillatory integration for univariate Sobolev spaces
- Oscillation-preserving Legendre-Galerkin methods for second kind integral equations with highly oscillatory kernels
- On error bounds of Filon-Clenshaw-Curtis quadrature for highly oscillatory integrals
- Efficient computation of oscillatory integrals by exponential transformations
- Uniform approximation to finite Hilbert transform of oscillatory functions and its algorithm
- Efficient computation of highly oscillatory integrals with weak singularities by Gauss-type method
- Filon-Clenshaw-Curtis rules for highly oscillatory integrals with algebraic singularities and stationary points
- Computation of integrals with oscillatory singular factors of algebraic and logarithmic type
- Efficient algorithms for integrals with highly oscillatory Hankel kernels
- A generalization of Filon-Clenshaw-Curtis quadrature for highly oscillatory integrals
- Computing highly oscillatory integrals
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method
- The oscillation of solutions of Volterra integral and integro-differential equations with highly oscillatory kernels
- Efficient construction of FCC+ rules
- On product integration rules for highly oscillatory integrals on a triangle
- A unified framework for asymptotic analysis and computation of finite Hankel transform
- Spectral Levin-type methods for calculation of generalized Fourier transforms
- Asymptotic expansions and fast computation of oscillatory Hilbert transforms
- Filon-Clenshaw-Curtis rules for a class of highly-oscillatory integrals with logarithmic singularities
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