A new class of quadrature formulae for the computation of integrals over unbounded intervals with oscillating integrand is illustrated. Such formulae are a generalization of the gaussian quadrature formulae by exploiting the Exponential Fitting theory. The coefficients depend on the frequency of oscillation, in order to improve the accuracy of the solution. The construction of the methods with 1, 2 and 3 nodes is described, together with the comparison of the order of accuracy with respect to classical formulae.
An exponentially fitted quadrature rule over unbounded intervals
CONTE, Dajana;PATERNOSTER, Beatrice;
2012-01-01
Abstract
A new class of quadrature formulae for the computation of integrals over unbounded intervals with oscillating integrand is illustrated. Such formulae are a generalization of the gaussian quadrature formulae by exploiting the Exponential Fitting theory. The coefficients depend on the frequency of oscillation, in order to improve the accuracy of the solution. The construction of the methods with 1, 2 and 3 nodes is described, together with the comparison of the order of accuracy with respect to classical formulae.File in questo prodotto:
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