SIAM Journal on Scientific Computing


SIAM J. Sci. Comput., 24(2), 645–651. (7 pages)

Fast Computation of Multidimensional Fourier Integrals

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Article Data

History

Published online: 25 July 2006

AMS Subject Headings

65T99, 65T50, 65D30, 65D32, 65Y20

Publication Data

ISSN (print): 1064-8275
ISSN (online): 1095-7197
Publisher: Society for Industrial and Applied Mathematics
CODEN: sjoce3
G. W. Inverarity
https://doi.org/10.1137/S106482750138647X

Bailey and Swarztrauber [SIAM J. Sci. Comput., 15 (1994), pp. 1105--1110] have developed an algorithm that uses fast Fourier transforms to numerically evaluate one-dimensional Fourier integrals whose integration ranges are finite and symmetric, returning a symmetric range of values in transform variable space. Their algorithm is here extended to evaluate multidimensional Fourier integrals possessing asymmetric integration and transform variable ranges, using a second-order open quadrature rule to admit integrands with endpoint singularities.

Copyright © 2002 Society for Industrial and Applied Mathematics
Permalink: https://doi.org/10.1137/S106482750138647X

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