Procedures for computing one- and two-dimensional integrals of functions with rapid irregular oscillations

Levin, David

doi:10.1090/S0025-5718-1982-0645668-7

Procedures for computing one- and two-dimensional integrals of functions with rapid irregular oscillations
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Math. Comp. 38 (1982), 531-538 Request permission

Abstract:

A collocation procedure for efficient integration of rapidly oscillatory functions is presented. The integration problem is transformed into a certain O.D.E. problem, and this is solved by a collocation technique. The method is also extended to two-dimensional integration, and some numerical results are appended showing the efficiency of the method in handling difficult cases of rapid irregular oscillations.

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