Numerical quadrature for integrals involving oscillating functions

Authors

  • Eleonora Denich University of Trieste
  • Paolo Novati

Keywords:

Gaussian quadrature, Fourier type integral, averaged Gaussian rule

Abstract

This paper deals with the construction of a coupled Gaussian rule for weight functions involving powers, exponentials and trigonometric functions. Starting from a three term recursion for the moments, nodes and weights are computed by using the Chebyshev algorithm together with the Golub and Welsch method. An a posteriori approximation of the quadrature error by means of the generalized averaged Gaussian rules is also considered. Several numerical examples are provided.

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Published

2024-07-23

How to Cite

Denich, E., & Novati, P. (2024). Numerical quadrature for integrals involving oscillating functions. Journal of Approximation Software, 1(1). Retrieved from https://ojs.unito.it/index.php/JAS/article/view/10097

Issue

Vol. 1 No. 1 (2024)

Section

Articles

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