ISSN:
1572-9265
Keywords:
Quadrature
;
automatic
;
adaptive
;
numerical integration
;
extrapolation
;
oscillatory integrals
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We describe an automatic quadrature routine which is specifically designed for real functions having a certain type of infinite oscillating tails. The algorithm is designed to integrate a vector function over an infinite interval. A FORTRAN implementation of the algorithm is included. The algorithm combines an adaptive subdivision strategy with extrapolation and requires that the decay of all the functions in the vector is the same. The algorithm is based on the assumption that the oscillating behavior is due to a periodic function with the property that it changes sign when evaluated at points of distance half a period. We assume that this period is known. The algorithm offers a choice of three different quasi-linear extrapolation procedures, namely the Euler transformation and two modifications of this transformation.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02145697
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