Seminar series
Date
Thu, 02 Nov 2006
Time
14:00 -
15:00
Location
Comlab
Speaker
Mr Sheehan Olver
Organisation
University of Cambridge
The aim of this talk is to describe several methods for numerically approximating
the integral of a multivariate highly oscillatory function. We begin with a review
of the asymptotic and Filon-type methods developed by Iserles and Nørsett. Using a
method developed by Levin as a point of departure we will construct a new method that
uses the same information as the Filon-type method, and obtains the same asymptotic
order, while not requiring moments. This allows us to integrate over nonsimplicial
domains, and with complicated oscillators.