In this thesis, we look at numerical methods for the integration of highly oscillatory functions of a specific type. We discuss two classes of methods in detail, asymptotic methods and Filon Methods. In both cases, we divide the integrand into a part, which causes high oscillation, and a part that does not oscillate or oscillates slowly. Asymptotic methods are particularly suitable for very high oscillations and differ according to properties of the part, which causes high oscillation. The idea of Filon methods is that we approximate the part that does not contribute to high oscillation with polynomials, and from the rest of the integrand we derive the so-called moments, which can be calculated analitically under certain conditions. We implement all the discussed methods and test them on several numerical cases, comparing the absolute error with respect to different oscillation speeds.
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