Efficient quadrature of highly oscillatory integrals using derivatives

DOI10.1098/rspa.2004.1401zbMath1145.65309OpenAlexW2081814612MaRDI QIDQ5422936

Arieh Iserles, Syvert P. Nørsett

Publication date: 30 October 2007

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2004.1401

zbMATH Keywords

asymptotic methodshigh oscillationNumerical quadrature

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical integration (65D30)

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Cites Work

• Fast integration of rapidly oscillatory functions
• On the numerical quadrature of highly-oscillating integrals II: Irregular oscillators
• On the numerical quadrature of highly-oscillating integrals I: Fourier transforms
• A Modification of Filon's Method of Numerical Integration
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