Suitable Gauss and Filon-type methods for oscillatory integrals with an algebraic singularity

  • Authors:
  • A. Ihsan Hascelik

  • Affiliations:
  • Department of Mathematics, University of Gaziantep, Gaziantep 27310, Turkey

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2009

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Abstract

The standard classic integration rules give inaccurate results for@!01t^@af(t)sin(@w/t^r)dtand@!01f(t)t^@acos(@w/t^r)dt where @w,r0, @a+r-1 are real numbers and f is any sufficiently smooth function on [0,1]. These integrals have been investigated for the special case @a=0 in Hascelik [A.I. Hascelik, On numerical computation of integrals with integrands of the form f(x)sin(1/x^r) on [0,1] (2007), in press] and for the case (r=1, @a=0) in Gautschi [W. Gautschi, Computing polynomials orthogonal with respect to densely oscillating and exponentially decaying weight functions and related integrals, J. Comput. Appl. Math. 184 (2005) 493-504]. In this work we construct suitable Gauss quadrature rules for approximating these integrals in high accuracy. The required three-term recurrence coefficients are computed by the Chebyshev algorithm using arbitrary precision arithmetic. We also give appropriate Filon-type methods for these integrals, with related error bounds. Some numerical examples are given to test the new methods.