A universal solution to one-dimensional oscillatory integrals

Abstract

How to calculate the highly oscillatory integrals is the bottleneck that restraints the research of light wave and electromagnetic wave’s propagation and scattering. Levin method is a classical quadrature method for this type of integrals. Unfortunately it is susceptible to the system of linear equations’ ill-conditioned behavior. We bring forward a universal quadrature method in this paper, which adopts Chebyshev differential matrix to solve the ordinary differential equation (ODE). This method can not only obtain the indefinite integral’ function values directly, but also make the system of linear equations well-conditioned for general oscillatory integrals. Furthermore, even if the system of linear equations in our method is ill-conditioned, TSVD method can be adopted to solve them properly and eventually obtain accurate integral results, thus making a breakthrough in Levin method’s susceptivity to the system of linear equations’ ill-conditioned behavior.