- Conference date: 19–25 September 2012
- Location: Kos, Greece
A Gaussian quadrature rule for periodic integrand function is presented. The weights and nodes depend on the frequency of the problem and they are constructed by following the exponential fitting theory. The composite rule based on this formula is derived. The analysis of the error is carried out and it proves that the exponentially fitted Gaussian rule is more accurate than the classical Gauss-Legendre rule when oscillatory functions are treated. Some numerical tests are presented.
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