The Numerical Evaluation of Very Oscillatory Infinite Integrals by Extrapolation

Recently the author has given two modifications of a nonlinear extrapolation method due to Levin and Sidi, which enable one to accurately and economically compute certain infinite integrals whose integrands have a simple oscillatory behavior at infinity. In this work these modifications are extended to cover the case of very oscillatory infinite integrals whose integrands have a complicated and increasingly rapid oscillatory behavior at infinity. The new method is applied to a number of complicated integrals, among them the solution to a problem in viscoelasticity. Some convergence results for this method are presented.