New LevinIntegrate package for highly oscillatory integration
- To: mathgroup at smc.vnet.net
- Subject: [mg82055] New LevinIntegrate package for highly oscillatory integration
- From: "Andrew Moylan" <andrew.j.moylan at gmail.com>
- Date: Wed, 10 Oct 2007 04:34:16 -0400 (EDT)
Hi all, My LevinIntegrate package, for numerical integration of highly oscillatory functions, is now available at http://andrew.j.moylan.googlepages.com/levinintegrate. LevinIntegrate is an automatic integrator based on Levin's method for highly oscillatory integration. It outperforms NIntegrate (and other automatic integrators) for a variety of irregularly oscillatory functions: LevinIntegrate[Exp[I*Cosh[x]], {x, 0, 10}] // Timing >> {0.02, -0.138718 + 1.20194 * I} Compare with: NIntegrate[Exp[I*Cosh[x]], {x, 0, 10}, MaxRecursion -> 50] // Timing >> (warnings) >> {4.546, -0.138718 + 1.20194 * I} For more information or to download the package, see http://andrew.j.moylan.googlepages.com/levinintegrate. This is an early release of LevinIntegrate; it is still under development. If you have any comments, suggestions, or problems, please do let me know of them! Andrew Moylan