A New Quadrature Routine for Improper and Oscillatory Integrals
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Abstract
In MATLAB environment, a new quadrature routine based on Gaussian quadrature rule has been developed. Its performance is evaluated for improper integrals, rapidly oscillating functions and other types of functions requiring a. large number of evaluations. This performance is compared against the other quadrature routines written for MATLAB in terms of capability, accuracy and computation time. It is found that our routine rates quite favourably. (c) 2006 Elsevier Inc. All rights reserved.
Description
Keywords
Quadrature, Improper Integrals, Numerical Algorithms, Matlab, MATLAB, numerical examples, Gaussian quadrature, improper integrals, algorithms, Numerical quadrature and cubature formulas, Approximate quadratures
Fields of Science
0101 mathematics, 01 natural sciences
Citation
Sermutlu, E., Eyyuboğlu, H:T: (2007). A new quadrature routine for improper and oscillatory integrals. Applied Mathematics&Computation, 189(1), 452-461. http://dx.doi.org/10.1016/j.amc.2006.08.176
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OpenCitations Citation Count
3
Volume
189
Issue
1
Start Page
452
End Page
461
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