Computing oscillatory integrals by complex methods

2018-05-31T14:56:13Z (GMT) by Kwok-Chiu Chung
The research is concerned with the proposal and the development of a general method for computing rapidly oscillatory integrals with sine and cosine weight integrands of the form f(x) exp(iωq(x)). In this method the interval (finite or infinite) of integration is transformed to an equivalent contour in the complex plane and consequently the problem of evaluating the original oscillatory integral reduces to the evaluation of one or more contour integrals. Special contours, called the optimal contours, are devised and used so that the resulting real integrals are non-oscillatory and have rapidly decreasing integrands towards one end of the integration range. The resulting real integrals are then easily computed using any general-purpose quadrature rule. [Continues.]