Title
A well-conditioned Levin method for calculation of highly oscillatory integrals and its application.
Abstract
This paper is devoted to studying efficient calculation of generalized Fourier transform ∫−1xf(t)eiωg(t)dt. For the general phase function g(t), we develop a modified Levin method by the spectral coefficient approach. A sparse and well-conditioned linear system is constructed to help accelerate calculation of highly oscillatory integrals. Numerical examples are included to show the convergence properties of the new method with respect to both quantities of collocation points and the frequency ω. Furthermore, we apply this approach to solving oscillatory Volterra integral equations.
Year
DOI
Venue
2018
10.1016/j.cam.2018.03.044
Journal of Computational and Applied Mathematics
Keywords
Field
DocType
Spectral coefficient method,Highly oscillatory integral,Levin method,Numerical integration,Chebyshev polynomial
Convergence (routing),Linear system,Mathematical analysis,Generalized discrete fourier transform,Phase function,Mathematics,Collocation,Volterra integral equation
Journal
Volume
ISSN
Citations 
342
0377-0427
1
PageRank 
References 
Authors
0.36
8
2
Name
Order
Citations
PageRank
Junjie Ma131.43
Huilan Liu221.07