Article ID Journal Published Year Pages File Type
4645748 Applied Numerical Mathematics 2010 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics