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Remarks on Computation and Error Analysis of Filon Quadrature

Kôki ABE

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Summary :

A method of applying the fast Fourier transform (FFT) algorithm to Filon quadrature is presented. The quadrature formula can be reduced to a linear combination of two vectors to each of which the ordinary FFT algorithm is ready to be applied. An expression for the truncation error of Filon quadrature is then derived to examine the numerical errors of the formula. The experimental results showed that error terms of up to O(h7), where h is the length of subintervals for Filon numerical integration, are required to explain the numerical errors observed in the spectral analysis of the response of a single-pole system to a periodic rectangular wave.

Publication
IEICE TRANSACTIONS on transactions Vol.E72-E No.7 pp.813-818
Publication Date
1989/07/25
Publicized
Online ISSN
DOI
Type of Manuscript
PAPER
Category
Numerical Calculation and Mathematical Programming

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