• Ronny Ramlau, Lothar Reichel (Hg.)

ETNA - Electronic Transactions on Numerical Analysis

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Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.

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ETNA - Electronic Transactions on Numerical Analysis



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Verlag der Österreichischen Akademie der Wissenschaften
Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2,
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400
https://verlag.oeaw.ac.at, e-mail: bestellung.verlag@oeaw.ac.at
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Modified Filon-Clenshaw-Curtis rules for oscillatory integrals with a nonlinear oscillator

    Hassan Majidian

ETNA - Electronic Transactions on Numerical Analysis, pp. 276-295, 2021/04/06

doi: 10.1553/etna_vol54s276

doi: 10.1553/etna_vol54s276


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doi:10.1553/etna_vol54s276



doi:10.1553/etna_vol54s276

Abstract

Filon-Clenshaw-Curtis (FCC) rules rank among the rapid and accurate quadrature rules for computing oscillatory integrals. In the implementation of the FCC rules, when the oscillator of the integral is nonlinear, its inverse has to be evaluated at several points. In this paper we suggest an approach based on interpolation, which leads to a class of modifications of the original FCC rules in such a way that the modified rules do not involve the inverse of the oscillator function. In the absence of stationary points, two reliable and efficient algorithms based on the modified FCC (MFCC) rules are introduced. For each algorithm, an error estimate is verified theoretically and then illustrated by some numerical experiments. Also, some numerical experiments are carried out in order to compare the convergence speed of the two algorithms. In the presence of stationary points, an algorithm based on composite MFCC rules on graded meshes is developed. An error estimate is derived and illustrated by some numerical experiments.

Keywords: Filon-Clenshaw-Curtis rule, oscillatory integral, nonlinear oscillator, stationary point, graded mesh

Published Online: 2021/04/06 08:38:19

Object Identifier: 0xc1aa5572 0x003c5859

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