Title of article
An improved Levin quadrature method for highly oscillatory integrals
Author/Authors
Li، نويسنده , , Jianbing and Wang، نويسنده , , Xuesong and Wang، نويسنده , , Tao and Xiao، نويسنده , , Shunping، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
10
From page
833
To page
842
Abstract
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.
Keywords
Oscillatory integral , Levin method , Spectral Method , Ill-conditioned matrix , Chebyshev differentiation matrix , Truncated singular value decomposition , Ordinary differential equation
Journal title
Applied Numerical Mathematics
Serial Year
2010
Journal title
Applied Numerical Mathematics
Record number
1529496
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