On an improved-Levin oscillatory quadrature method

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:380

Article

Li, Jianbing¹  Wang, Xuesong¹  Wang, Tao¹  Xiao, Shunping¹  Zhu, Ming² 

[1] Natl Univ Def Technol, Coll Elect Sci & Engn, Changsha 410073, Hunan, Peoples R China

[2] Natl Univ Def Technol, Coll Comp, Changsha 410073, Hunan, Peoples R China

关键词: Oscillatory integral;    Levin method;    Chebyshev differentiation matrix;    Ill-conditioned matrix;    LU factorization;    Truncated singular value decomposition;   

DOI  :  10.1016/j.jmaa.2011.03.055

来源: Elsevier

【 摘 要 】

Performance of an improved-Levin quadrature method for oscillatory integrals is studied. In the study, the behavior of the target system of linear equations is analyzed and an error reduction factor is proposed to measure the behavior's impact on the integral result. Numerical investigations show that the error reduction factor is extremely small for ill-conditioned case, and the ill-conditioning has. little impact on the final integral result. Therefore, the concerned quadrature method is numerically very stable and it has addressed the Levin method's problem of being susceptible to the ill-conditioning. (C) 2011 Elsevier Inc. All rights reserved.

【 授权许可】

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