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DQAINF: an algorithm for automatic integration of infinite oscillating tails
Authors:T O Espelid  K J Overholt
Institution:(1) Department of Informatics, University of Bergen, Norway
Abstract:We describe an automatic quadrature routine which is specifically designed for real functions having a certain type of infinite oscillating tails. The algorithm is designed to integrate a vector function over an infinite interval. A FORTRAN implementation of the algorithm is included.The algorithm combines an adaptive subdivision strategy with extrapolation and requires that the decay of all the functions in the vector is the same. The algorithm is based on the assumption that the oscillating behavior is due to a periodic function with the property that it changes sign when evaluated at points of distance half a period. We assume that this period is known. The algorithm offers a choice of three different quasi-linear extrapolation procedures, namely the Euler transformation and two modifications of this transformation.This work was supported by The Norwegian Research Council for Science and the Humanities.
Keywords:Quadrature  automatic  adaptive  numerical integration  extrapolation  oscillatory integrals
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