A numerical evaluation of very oscillatory infinite integrals by asymptotics

Approximate quadratures (41A55) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Numerical quadrature and cubature formulas (65D32) Numerical methods for trigonometric approximation and interpolation (65T40)

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Let f be a real smooth function integrable at infinity and satisfying a linear differential equation \(f(t)=p(t)f'(t)\). Assume that p has an asymptotic expansion p(t)\(\sim \sum^{r}_{-\infty}a_ kt^ k\) with \(r\leq 0\) and \(a_ r\neq 0\) and all derivatives of p have asymptotic expansions obtained by differentiating the expansion of p term by term. If p(t)f(t)\(\to 0\) as \(t\to \infty\) one obtains by integrating by parts n times a representation \(\int^{\infty}_{x}f(t)dt=(A_ 1(x)+...+A_ n(x))f(x)+R(x)\) where the \(A_ n\) are functions of p and its derivatives. The remainder R(x) is claimed to be \(o(x^{-n-r})\) in theorem 1 but the proof yields only \(o(x^{1-n-r})\). With some modifications this can also be applied to the case \(r=1\) and to the case where f satisfies a linear differential equation of the second order. This is applied to the evaluation of integrals of functions of the type \(f(t)=h(t)\exp (b(t)+ia(t))\) where a, b, h have suitable asymptotic expansions.

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