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Mathematics of Computation

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A user-friendly extrapolation method for oscillatory infinite integrals

Author: Avram Sidi
Journal: Math. Comp. 51 (1988), 249-266
MSC: Primary 65D30; Secondary 41A55, 65B05
MathSciNet review: 942153
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Abstract: In a recent publication [4] the author developed an extrapolation method, the W-transformation, for the accurate computation of convergent oscillatory infinite integrals. In yet another publication [6] this method was shown to be applicable to divergent oscillatory infinite integrals that are defined in the sense of summability. The application of the W-transformation involves some asymptotic analysis of the integrand as the variable of integration tends to infinity. In the present work the W-transformation is modified so as to keep this asymptotic analysis to a minimum, involving only the phase of oscillations. This modified version, which turns out to be as efficient as the original W-transformation, can also be applied to convergent or divergent oscillatory infinite integrals other than those dealt with in [4] and [6]. The convergence properties of the modified transformation are analyzed in detail for the integrals of [4] and [6], and numerical examples are provided.

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Article copyright: © Copyright 1988 American Mathematical Society