Exponentially fitted quadrature rules of Gauss type for oscillatory integrands

Authors:
M. Van Daele;G. Vanden Berghe;H. Vande Vyver
Affiliations:
Vakgroep Toegepaste Wiskunde en Informatica, Ghent University, Krijgslaan 281-S9, B-9000 Gent, Belgium;Vakgroep Toegepaste Wiskunde en Informatica, Ghent University, Krijgslaan 281-S9, B-9000 Gent, Belgium;Vakgroep Toegepaste Wiskunde en Informatica, Ghent University, Krijgslaan 281-S9, B-9000 Gent, Belgium
Venue:
Applied Numerical Mathematics
Year:
2005

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Abstract

We consider the construction of N-point exponential fitted quadrature rules. Whereas the classical quadrature rules are constructed upon only polynomial considerations, the newly constructed rules will take into account both polynomial and exponential aspects. This leads to a variety of rules with interesting features. In particular we will investigate the possible application of these rules to highly oscillatory integrands. This is illustrated for N=