A user-friendly extrapolation method for oscillatory infinite integrals

Author:

Sidi Avram

Abstract

In a recent publication [4] the author developed an extrapolation method, the W-transformation, for the accurate computation of convergent oscillatory infinite integrals. In yet another publication [6] this method was shown to be applicable to divergent oscillatory infinite integrals that are defined in the sense of summability. The application of the W-transformation involves some asymptotic analysis of the integrand as the variable of integration tends to infinity. In the present work the W-transformation is modified so as to keep this asymptotic analysis to a minimum, involving only the phase of oscillations. This modified version, which turns out to be as efficient as the original W-transformation, can also be applied to convergent or divergent oscillatory infinite integrals other than those dealt with in [4] and [6]. The convergence properties of the modified transformation are analyzed in detail for the integrals of [4] and [6], and numerical examples are provided.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference6 articles.

1. Note on a method for computing infinite integrals of oscillatory functions;Longman, I. M.;Proc. Cambridge Philos. Soc.,1956

2. R. E. Powell & S. M. Shah, Summability Theory and its Applications, Van Nostrand Reinhold, London, 1972.

3. Extrapolation methods for oscillatory infinite integrals;Sidi, A.;J. Inst. Math. Appl.,1980

4. The numerical evaluation of very oscillatory infinite integrals by extrapolation;Sidi, Avram;Math. Comp.,1982

5. An algorithm for a special case of generalization of the Richardson extrapolation process;Sidi, Avram;Numer. Math.,1981

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