2020/01/06 by Amparo Gil, Javier Segura, Gil, Amparo +3
Computer Science · Mathematics · #65D30 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #G.1 #Numerical Analysis (math.NA) #acm:65D30 #cs.NA #math.CA #math.NA #msc:65D30
paper · pdf · doi:10.48550/arxiv.2001.02097
29 pages, 8 figures
arxiv created 2020/01/06 · arxiv updated 2020/01/08
We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class of special functions, can be transformed into Airy-type integrals and we use the trapezoidal rule to compute these integrals numerically. The quadrature method, which remains valid when two saddle points coalesce, is illustrated with numerical examples.