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Computation of oscillating integrals |
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| Authors: | Robert Piessens Maria Branders |
| Abstract: | An adaptive quadrature method for the automatic computation of integrals with strongly oscillating integrand is presented. The integration method is based on a truncated Chebyshev series approximation. The algorithm uses a global subinterval division strategy. There is a protection against the influence of round-off errors. A Fortran implementation of the algorithm is given. |
| Keywords: | quadrature automatic integration Fourier coefficients oscillating integrals 5 16 |
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