A method of gaussian type for the numerical integration of oscillating functions

L. Buyst, L. Schotsmans

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Filon developed a method for evaluating intcgrals of the form
He uscs a second order curve fitted to the middlc and end points of a
panel. The formula rcduces to Simpson’s rulc whcn p approachcs zero.
In rcf. 1, Flinn describes a modification of Filon’s method. He fits a
fifth order curve to the values of the function and of its first derivative, at
the same abscissas as Filon. This formula rcduces to Simpson’s rule with
end correction when p approaches zero, and to Filon’s formula if the values
of the dcrivatives are expressed in terms of the function values.
Both formulas are rclatcd to the Newton-Cotes type formulas in the sense
that they are based on a Stirling approximation and require the function
values in cquidistant points.
In this sense, the proposed method is of the Gaussian type as it is based
on an expansion into orthogonal polynomials and demands function valucs
in abscissas which are not cqually spaced, while no values of the derivative
are needed.
Two sets of orthogonal polynomials were tried out: Chcbychev’s and
Legendre’s. As could be expected, the precision of the latter is slightly better.
Therefore constants will be given only for the Lcgendre formula.
Original languageEnglish
PublisherSCK CEN
Number of pages9
StatePublished - Oct 1964
Externally publishedYes

Publication series

NameSCK•CEN Reports
PublisherStudiecentrum voor Kernenergie

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