On the Filon and Levin methods for highly oscillatory integral ∫ab f(x)eiωg(x) dx

被引:24
作者
Xiang, Shuhuang [1 ]
机构
[1] Cent S Univ, Dept Math, Changsha 410083, Peoples R China
基金
日本学术振兴会;
关键词
oscillatory integral; filon method; Levin method;
D O I
10.1016/j.cam.2006.10.006
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper shows that for any suitably smooth function f(x) and arbitrarily selected interpolation nodes c(1), c(2),..., c(v), in [a, b], the Filon method and the Levin method for integral(b)(a) f(x)e(i omega g(x)) dx with the polynomial interpolation approach are identical when g(x) is a linear function. Based on this result, a new efficient Levin quadrature for integral(a)(b) f(x)e(i omega g(x)) dx is presented. (C) 2006 Published by Elsevier B.V.
引用
收藏
页码:434 / 439
页数:6
相关论文
共 15 条
[1]  
Courant R., 1996, WHAT MATH ELEMENTARY
[2]  
Filon L., 1928, Proc. R. Soc. Edinb, V49, P38, DOI [10.1017/S0370164600026262, DOI 10.1017/S0370164600026262]
[3]   Efficient quadrature of highly oscillatory integrals using derivatives [J].
Iserles, A ;
Norsett, SP .
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2005, 461 (2057) :1383-1399
[4]   On quadrature methods for highly oscillatory integrals and their implementation [J].
Iserles, A ;
Norsett, S .
BIT NUMERICAL MATHEMATICS, 2004, 44 (04) :755-772
[5]   On the numerical quadrature of highly-oscillating integrals II: Irregular oscillators [J].
Iserles, A .
IMA JOURNAL OF NUMERICAL ANALYSIS, 2005, 25 (01) :25-44
[6]   On the numerical quadrature of highly-oscillating integrals I: Fourier transforms [J].
Iserles, A .
IMA JOURNAL OF NUMERICAL ANALYSIS, 2004, 24 (03) :365-391
[7]  
Kress R, 1998, NUMERICAL ANAL
[8]   Analysis of a collocation method for integrating rapidly oscillatory functions [J].
Levin, D .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1997, 78 (01) :131-138
[9]  
LEVIN D, 1982, MATH COMPUT, V38, P531, DOI 10.1090/S0025-5718-1982-0645668-7
[10]   Fast integration of rapidly oscillatory functions [J].
Levin, D .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1996, 67 (01) :95-101