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A Survey Of Numerical Quadrature Methods For Highly Oscillatory Integrals

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Figure

Figure 1.2: Plots of the interpolated curves used for Gaussian quadrature. The red indicates thefunction while the blue indicates the interpolated curves used for Gaussian quadrature.
Figure 2.1: Left: Error plotted on a logarithmic scale of using the expression (2.17) toevaluate� 1−1 cos(x)eiωx dx
Figure 2.5: Absolute Error scaled by ω1/2.
Figure 2.7: Log plot of the absolute error for the asymptotic method applied to integral (2.40)with increasing number of terms used.
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