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In this paper we propose methods for computing Fresnel integrals based on truncated trapezium rule approximations to integrals on the real line, these trapezium rules modified to take into account poles of the integrand near the real axis. Our starting point is a method for computation of the error function of complex argument due to Matta and Reichel ({em J. Math. Phys.} {bf 34} (1956), 298--307) and Hunter and Regan ({em Math. Comp.} {bf 26} (1972), 539--541). We construct approximations which we prove are exponentially convergent as a function of $N$, the number of quadrature points, obtaining explicit error bounds which show that accuracies of $10^{-15}$ uniformly on the real line are achieved with N=12, this confirmed by computations. The approximations we obtain are attractive, additionally, in that they maintain small relative errors for small and large argument, are analytic on the real axis (echoing the analyticity of the Fresnel integrals), and are straightforward to implement.
We develop two classes of composite moment-free numerical quadratures for computing highly oscillatory integrals having integrable singularities and stationary points. The first class of the quadrature rules has a polynomial order of convergence and
In this paper we propose a method for computing the Faddeeva function $w(z) := e^{-z^2}mathrm{erfc}(-i z)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta and Reichel
We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to the integra
We introduce new complex analytic integral transforms, the Lisbon Integrals, which naturally arise in the study of the affine space $mathbb{C}^k$ of unitary polynomials $P_s(z)$ where $sinmathbb{C}^k$ and $zin mathbb{C}$, $s_i$ identified to the $i-$
The Evans function has been used extensively to study spectral stability of travelling-wave solutions in spatially extended partial differential equations. To compute Evans functions numerically, several shooting methods have been developed. In this