A three-point formula for numerical quadrature of oscillatory integrals with variable frequency
A simple three-point formula with step length dependent coefficients and easy to implement is proposed for evaluations of general oscillatory integrals. Its main application is to cases of variable frequency. An explicit closed form for the local truncation error is rigorously derived. Examples and comparisons with more sophisticated methods are given.
scientific article; zbMATH DE number 4028723
scientific article