Numerical approximation of multivariate highly oscillatory integrals
33 mins 5 secs,
122.43 MB,
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About this item
| Description: |
Olver, S (Cambridge)
Wednesday 28 March 2007, 14:30-15:00 |
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| Created: | 2008-02-22 14:21 | ||
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| Collection: | Highly Oscillatory Problems: Computation, Theory and Application | ||
| Publisher: | Isaac Newton Institute | ||
| Copyright: | Olver, S | ||
| Language: | eng (English) | ||
| Credits: |
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| Abstract: | The aim of this talk is to describe several methods for numerically approximating the integral of a multivariate highly oscillatory function. We begin with a review of the asymptotic and Filon-type methods developed by Iserles and Nørsett. Using a method developed by Levin as a point of departure we will construct a new method that uses the same information as a Filon-type method, and obtains the same asymptotic order, while not requiring moments. This allows us to integrate over nonsimplicial domains, and with complicated oscillators. We also present a method for approximating oscillatory integrals with stationary points. |
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