Preconditioned GMRES for oscillatory integrals
None of the existing methods for computing the oscillatory integral ∫ab f(x)eiωg(x) dx achieve all of the following properties: high asymptotic order, stability, avoiding the computation of the path of steepest descent and insensitivity to oscillations in f. We present a new method that satisfies th...
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Oxford University Computing Laboratory
2008
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