Preconditioned GMRES for oscillatory integrals
Sheehan Olver
Abstract
None of the existing methods for computing the oscillatory integral ∫ab f(x)eiωg(x) dx achieve all of the following properties: high asymptotic order, stability, avoiding the computation of the path of steepest descent and insensitivity to oscillations in f. We present a new method that satisfies these properties, based on applying the GMRES algorithm to a preconditioned differential operator.
Details
| Institution |
Oxford University Computing Laboratory |
| Month |
November |
| Number |
NA−08/19 |
| Year |
2008 |
Links
Related pages
|
People |