Abstract
The integration of systems containing Bessel functions is a central point in many practical problems in physics, chemistry and engineering. This paper presents a new numerical analysis for the collocation method presented by Levin for \(\int_a^b f(x)S(rx)dx\) and gives more accurate error analysis about the integration of systems containing Bessel functions. The effectiveness and accuracy of the quadrature is tested for Bessel functions with large arguments.
Similar content being viewed by others
References
M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions: with Formulas, Graphs, and Mathematical Tables, Dover Publications, Inc., New York, 1965.
P. I. Davis and P. Rabinowitz, Methods of Numerical Integral Integration, 2nd edn., Academic Press, 1984.
L. N. G. Filon, On a quadrature formula for trigonometric integrals, Proc. R. Soc. Edinb., 49 (1928), pp. 38–47.
A. Iserles and S. P. Nørsett, Efficient quadrature of highly-oscillatory integrals using derivatives, Proc. R. Soc. A, 461 (2005), pp. 1383–1399.
A. Iserles and S. P. Nørsett, On quadrature methods for highly oscillatory integrals and their implementation, BIT, 44 (2004), pp. 755–772.
R. Kress, Numerical Analysis, Springer, New York, 1998.
D. Levin, Procedures for computing one-and-two dimensional integrals of functions with rapid irregular oscillations, Math. Comput., 38 (1982), pp. 531–538.
D. Levin, Fast integration of rapidly oscillatory functions, J. Comput. Appl. Math., 67 (1996), pp. 95–101.
D. Levin, Analysis of a collocation method for integrating rapidly oscillatory functions, J. Comput. Appl. Math., 78 (1997), pp. 131-138.
I. M. Longman, A method for numerical evaluation of finite integrals of oscillatory functions, Math. Comput., 14 (1960), pp. 53–59.
E. Stein, Harmonic Analysis: Real-variable methods, orthogonality, and oscillatory integrals, Princeton University, Princeton, NJ, 1993.
Author information
Authors and Affiliations
Corresponding author
Additional information
AMS subject classification (2000)
65D32, 65D30
Rights and permissions
About this article
Cite this article
Xiang, S. Numerical analysis of a fast integration method for highly oscillatory functions . Bit Numer Math 47, 469–482 (2007). https://doi.org/10.1007/s10543-007-0127-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10543-007-0127-y