Complex Gaussian quadrature for oscillatory integral transforms
نویسندگان
چکیده
منابع مشابه
Complex Gaussian quadrature for oscillatory integral transforms
The classical theory of Gaussian quadrature assumes a positive weight function. We will show that in some cases Gaussian rules can be constructed with respect to an oscillatory weight, yielding methods with complex quadrature nodes and positive weights. These rules are well suited for highly oscillatory integrals because they attain optimal asymptotic order. We show that for the Fourier oscilla...
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ژورنال
عنوان ژورنال: IMA Journal of Numerical Analysis
سال: 2013
ISSN: 0272-4979,1464-3642
DOI: 10.1093/imanum/drs060