[SciPy-User] integral of oscillatory functions

[Charles R Harris]

On Fri, Jul 29, 2011 at 4:36 PM, Juan Fiol <fiolj at yahoo.com> wrote:

> Hi, I have to integrate a *highly* oscilatory function. I've been looking
> in the literature and found that there some "asymptotic methods" (that work
> better when oscillations are stronger and cancel most of the integrand),
> some methods derived from filon's method and other called Levin method. I've
> had taken quick looks into several mathematical papers on the subject but It
> will probably take me more than one month (and may be much more) to
> understand the subject and put it into a routine. Does anybody know if there
> is anything of the sort implemented in scipy? Otherwise, I would appreciate
> if I get advice for a more "practical" place where to look.
> The integrand is not strictly of the form f(t) e^(iwt).
> Any help would be welcome. Thanks
>

How oscillatory is *highly* oscillatory? Does the function have any
particular form? Where does it come from?

Chuck
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