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