Fast, numerically stable computation of oscillatory integrals with stationary points
We present a numerically stable way to compute oscillatory integrals of the form $\int{-1}^{1} f(x)e^{i\omega g(x)}dx$. For each additional frequency, only a small, well-conditioned linear system with a Hessenberg matrix must be solved, and the amount of work needed decreases as the frequency increa...
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| 格式: | Report |
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Unspecified
2009
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