Evaluating infinite range oscillatory integrals using generalised quadrature methods

Authors:
G. A. Evans;K. C. Chung
Affiliations:
De Montfort University, Leicester, UK;Hong Kong Polytechnic University, Hong Kong
Venue:
Applied Numerical Mathematics
Year:
2007

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Abstract

The problem of evaluating infinite range irregularly oscillatory integrals is considered using the generalised quadrature approach based on Lagrange's identity. Some modifications are required beyond the method as applied to finite range problems and a series of practical examples are given. These split into two categories: those with exponentially decreasing weight functions and those without.