Indefinite integration of oscillatory functions
Keller, Paweł
Applicationes Mathematicae, Tome 25 (1998), p. 301-311 / Harvested from The Polish Digital Mathematics Library

A simple and fast algorithm is presented for evaluating the indefinite integral of an oscillatory function xyif(t)eiωtdt, -1 ≤ x < y ≤ 1, ω ≠ 0, where the Chebyshev series expansion of the function f is known. The final solution, expressed as a finite Chebyshev series, is obtained by solving a second-order linear difference equation. Because of the nature of the equation special algorithms have to be used to find a satisfactory approximation to the integral.

Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:219205
@article{bwmeta1.element.bwnjournal-article-zmv25i3p301bwm,
     author = {Pawe\l\ Keller},
     title = {Indefinite integration of oscillatory functions},
     journal = {Applicationes Mathematicae},
     volume = {25},
     year = {1998},
     pages = {301-311},
     zbl = {0998.65034},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv25i3p301bwm}
}
Keller, Paweł. Indefinite integration of oscillatory functions. Applicationes Mathematicae, Tome 25 (1998) pp. 301-311. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv25i3p301bwm/

[000] [1] W. Gautschi, Computational aspects of three-term recurrence relations, SIAM Rev. 9 (1967), 24-82. | Zbl 0168.15004

[001] [2] W. M. Gentleman, Implementing Clenshaw-Curtis quadrature. II. Computing the cosine transformation, Comm. ACM 15 (1972), 343-346. | Zbl 0234.65024

[002] [3] T. Hasegawa and T. Torii, Indefinite integration of oscillatory functions by the Chebyshev series expansion, J. Comput. Appl. Math. 17 (1987), 21-29. | Zbl 0613.65145

[003] [4] T. Hasegawa and T. Torii, Application of a modified FFT to product type integration, ibid. 38 (1991), 157-168. | Zbl 0754.65023

[004] [5] T. Hasegawa and T. Torii, An algorithm for nondominant solutions of linear second-order inhomogeneous difference equations, Math. Comp. 64 (1995), 1199-1204. | Zbl 0831.65140

[005] [6] T. Hasegawa, T. Torii and H. Sugiura, An algorithm based on the FFT for a generalized Chebyshev interpolation, ibid. 54 (1990), 195-210. | Zbl 0685.65003

[006] [7] F. W. J. Olver, Numerical solution of second-order linear difference equations, J. Res. Nat. Bur. Standards 71 (B) (1967), 111-129. | Zbl 0171.36601

[007] [8] S. Paszkowski, Numerical Applications of Chebyshev Polynomials and Chebyshev Series, PWN, Warszawa, 1975 (in Polish). | Zbl 0423.65012