Efficient quadrature of highly oscillatory integrals using derivatives
Author:
Affiliation:
1. Department of Applied Mathematics and Theoretical Physics, Centre for Mathematical Sciences, Wilberforce Road, Cambridge CB3 0WA, UK
2. Department of Mathematical Sciences, Norwegian University of Science and Technology, 7491 Trondheim, Norway
Abstract
Publisher
The Royal Society
Subject
General Physics and Astronomy,General Engineering,General Mathematics
Link
https://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2004.1401
Reference12 articles.
1. Abramowitz M& Stegun I.A Handbook of mathematical functions. 1964 Washington DC:National Bureau of Standards.
2. Davis P.J& Rabinowitz P Methods of numerical integration. 2nd edn. 1980 Orlando FL:Academic Press.
3. Degani I. & Schiff J. 2003 RCMS: right correction Magnus series approach for integration of linear ordinary differential equations with highly oscillatory solution. Report Weizmann Institute of Science Israel.
4. III.—On a Quadrature Formula for Trigonometric Integrals
5. A Modification of Filon's Method of Numerical Integration
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