The Construction of cubature rules for multivariate highly oscillatory integrals

Huybrechs, Daan; Vandewalle, Stefan

doi:10.1090/S0025-5718-07-01937-0

The Construction of cubature rules for multivariate highly oscillatory integrals
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Math. Comp. 76 (2007), 1955-1980 Request permission

Abstract:

We present an efficient approach to evaluate multivariate highly oscillatory integrals on piecewise analytic integration domains. Cubature rules are developed that only require the evaluation of the integrand and its derivatives in a limited set of points. A general method is presented to identify these points and to compute the weights of the corresponding rule. The accuracy of the constructed rules increases with increasing frequency of the integrand. For a fixed frequency, the accuracy can be improved by incorporating more derivatives of the integrand. The results are illustrated numerically for Fourier integrals on a circle and on the unit ball, and for more general oscillators on a rectangular domain.

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