[SciPy-User] integral of oscillatory functions

Juan Fiol fiolj at yahoo.com
Fri Jul 29 18:36:04 EDT 2011


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
Juan



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