Efficient Filon method for oscillatory integrals

摘要

When ω is large, the integrand of ∫abf(x)eiωxdx is highly oscillatory and conventional quadrature programs are ineffective. The few items of software available for the task implement Filon methods. A new program of this kind is developed here that is efficient and very easy to use. It is based on mathematical results and algorithms that are especially well-suited to Matlab.