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Numerical integration with highly oscillating weight functions

Jozef Mikloško — 1970

Aplikace matematiky

The paper describes a new numerical method for the computation of integrals with the weight function exp ( i k x ) , k integer, which can be used for improper and multiple integrals. The compound rules of this method use parameters, of weighted quadratures of Gauss type which are tabulated for various k . The using of the method especially for high k is demonstrated by numerical experiments.

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