The Mathematical Institute, University of Oxford, Eprints Archive

Preconditioned GMRES for oscillatory integrals

Olver, Sheehan (2008) Preconditioned GMRES for oscillatory integrals. Technical Report. Numerische Mathematik (Springer). (Submitted)

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None of the existing methods for computing the oscillatory integral $\int_{a}^{b} f(x)e^{i\omega g(x)}dx$ 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.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:872
Deposited By: Lotti Ekert
Deposited On:17 Dec 2009 08:05
Last Modified:29 May 2015 18:33

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