Two robust methods for irregular oscillatory integrals over a finite range

DOI10.1016/0168-9274(94)00003-4MaRDI QIDQ1330475zbMATH OpenOpenAlexFDO

Authors Gwynne Evans

Publication date 16 March 1995

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0168-9274(94)00003-4

zbMATH Keywords

error boundsFourier-type integralsintegration rulesnumerical examplesoscillatory integralstrapezoidal and Simpson rules

Mathematics Subject Classification ID

Approximate quadratures (41A55) 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)

Review text

The author derives two new methods for oscillatory integrals over a finite interval \([a,b]\). What is most novel about the paper is that the integrands considered take the form \(f(x) \sin (\omega q(x))\) or \(f(x) \cos (\omega q(x))\), instead of simply \(f(x) \sin (\omega x)\) or \(f(x)\cos (\omega x)\). The approach taken is to subdivide \([a,b]\) into \(n\) equal-width subintervals and replace both \(f\) and \(q\) by polynomial approximations in each subinterval. If exact values for the integrals of the approximated integrand can be computed in each subinterval, then the sum of these values provides an approximation to the initial integral. The author derives formulas for the subinterval integrals when both \(f\) and \(q\) are replaced by either linear or quadratic approximations. The resulting formulas lead to integration rules that are generalizations of the trapezoidal and Simpson rules, respectively. The author also derives error bounds for the new rules and provides some test results.

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Cites work

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Cited in

(13)

• Computation of irregularly oscillating integrals
• Using B-spline frames to represent solutions of acoustics scattering problems
• Exponentially fitted quadrature rules of Gauss type for oscillatory integrands
• A comparison of some methods for the evaluation of highly oscillatory integrals
• On the evaluation of highly oscillatory integrals with high frequency
• An expansion method for irregular oscillatory integrals
• Numerical integration of highly oscillating functions
• Approximation of multiple integrals by simple integrals involving periodic functions
• A note on a recent study of oscillatory integration rules
• A high order, progressive method for the evaluation of irregular oscillatory integrals
• Optimal quadrature formulas for approximate calculation of rapidly oscillating integrals
• Linear barycentric rational Hermite quadrature and its application to Volterra integral equations
• Efficient Filon method for oscillatory integrals

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