Andrew Moylan
  • Member for 10 years, 1 month
  • Last seen more than 3 years ago
  • Berkeley, CA
Method for numerical integration of difficult oscillatory integral
11 votes

As Pedro points out, Levin-type methods are the best established methods for these kinds of problems. Do you have access to Mathematica? For this problem, Mathematica will detect and use them by ...

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What's the state-of-the-art in highly oscillatory integral computation?
11 votes

Besides "multidimensional vs. single-dimensional" and "finite range vs. infinite range", an important categorization for methods is "one specific type of oscillator (usually Fourier-type: $\sin(t)$, $\...

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Method for numerical integration of difficult oscillatory integral
5 votes

If you don't have access to Mathematica, you could write a Levin-type (or other specialized oscillatory) method in Matlab as Pedro suggests. Do you use the chebfun library for Matlab? I just learned ...

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