Suitable Gauss and Filon type quadrature methods for some highly oscillatory integrals
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Abstract (EN)
By the traditional quadrature rules/methods such as Newton-Cotes, Gauss-Legendre, or Clenshaw-Curtis, with the use of an acceptable number of quadrature nodes, it is not possible to obtain accurate approximations to integrals of the form(A)$ \int_0^1{f(x) sin{(\omega g(x))}dx}$ or $\int_0^1{f(x) cos{(\omega g(x))}dx}$in general, where $\omega$ and $r$ are given positive numbers, $g(x)=1/{x^r}$ and $f$ is a sufficiently smooth function on the interval $[0,1]$.In this work, the efficient quadrature methods (Filon, Levin, Asymptotic ) to compute highly oscillatory integrals are investigated and the Gauss quadrature rules developed at previous studies, which give very accurate results for (A), are generalized to compute the integrals (A) with $g(x)=\frac{1}{(x-x_1)^{r1}(x-x_2)^{r2}}$ accurately. In addition, appropriate Filon-type methods are presented for the computation of integrals obtained by the change of variable $x=1/t$ in (A).Key words: Gauss quadrature methods, Highly oscillatory integrals, Filon-type methods, Levin-type methods, Asymptotic methods.
Author
Leyla Kaya
Institution
How to Cite
Leyla Kaya (Master Thesis). Suitable Gauss and Filon type quadrature methods for some highly oscillatory integrals, 2009, Gaziantep University, Matematik Bölümü.
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