Highly oscillatory quadrature: The story so far

The last few years have witnessed substantive developments in the computation of highly oscillatory integrals in one or more dimensions. The availability of new asymptotic expansions and a Stokes-type theorem allow for a comprehensive analysis of a number of old (although enhanced) and new quadratur...

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Main Authors: Iserles, A, Norsett, S, Olver, S
Format: Conference item
Published: 2006
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author Iserles, A
Norsett, S
Olver, S
author_facet Iserles, A
Norsett, S
Olver, S
author_sort Iserles, A
collection OXFORD
description The last few years have witnessed substantive developments in the computation of highly oscillatory integrals in one or more dimensions. The availability of new asymptotic expansions and a Stokes-type theorem allow for a comprehensive analysis of a number of old (although enhanced) and new quadrature techniques: the asymptotic, Filon-type and Levin-type methods. All these methods share the surprising property that their accuracy increases with growing oscillation. These developments are described in a unified fashion, taking the multivariate integral f(Omega) f (chi)e(iwg(chi))dV as our point of departure.
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spelling oxford-uuid:fd67bd7f-573e-4958-acfe-e3c77d5b52b12022-03-27T13:28:34ZHighly oscillatory quadrature: The story so farConference itemhttp://purl.org/coar/resource_type/c_5794uuid:fd67bd7f-573e-4958-acfe-e3c77d5b52b1Symplectic Elements at Oxford2006Iserles, ANorsett, SOlver, SThe last few years have witnessed substantive developments in the computation of highly oscillatory integrals in one or more dimensions. The availability of new asymptotic expansions and a Stokes-type theorem allow for a comprehensive analysis of a number of old (although enhanced) and new quadrature techniques: the asymptotic, Filon-type and Levin-type methods. All these methods share the surprising property that their accuracy increases with growing oscillation. These developments are described in a unified fashion, taking the multivariate integral f(Omega) f (chi)e(iwg(chi))dV as our point of departure.
spellingShingle Iserles, A
Norsett, S
Olver, S
Highly oscillatory quadrature: The story so far
title Highly oscillatory quadrature: The story so far
title_full Highly oscillatory quadrature: The story so far
title_fullStr Highly oscillatory quadrature: The story so far
title_full_unstemmed Highly oscillatory quadrature: The story so far
title_short Highly oscillatory quadrature: The story so far
title_sort highly oscillatory quadrature the story so far
work_keys_str_mv AT iserlesa highlyoscillatoryquadraturethestorysofar
AT norsetts highlyoscillatoryquadraturethestorysofar
AT olvers highlyoscillatoryquadraturethestorysofar