An improved Levin quadrature method for highly oscillatory integrals

被引：41
|
作者：
Li, Jianbing [1 ]
Wang, Xuesong [1 ]
Wang, Tao [1 ]
Xiao, Shunping [1 ]
机构：
[1] Natl Univ Def Technol, Coll Elect Sci & Engn, Changsha 410073, Hunan, Peoples R China
来源：
APPLIED NUMERICAL MATHEMATICS | 2010年 / 60卷 / 08期
关键词：
Oscillatory integral; Levin method; Ordinary differential equation; Spectral method; Chebyshev differentiation matrix; III-conditioned matrix; Truncated singular value decomposition; STATIONARY-POINTS; DERIVATIVES; ORDER;
D O I：
10.1016/j.apnum.2010.04.009
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
How to calculate highly oscillatory integrals rapidly and accurately is one of the key problems in many fields. In this paper, an oscillatory quadrature algorithm based on Levin method is put forward. This method has a high computational speed and has addressed the problem that the Levin method is susceptible to the ill conditioning. Numerical experiments confirm the benefits of this method. (C) 2010 IMACS. Published by Elsevier B.V. All rights reserved.
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页码：833 / 842
页数：10
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