pyfilon 1.2.0

Filon quadrature for highly oscillatory integrals

filon

Implementation of Filon quadrature in Rust (as filon) and Python (as pyfilon)

The Filon quadrature is a quadrature for highly oscillatory integrals, such as $\int_a^b f(x) sin(mx)$ or $\int_a^b f(x) cos(mx)$.

This package implements the Filon quadrature algorithm in Rust as well as Python via PyO3 and maturin.

Supports: In Rust: quadrature for discretised functions with $sin(mx)$ and $cos(mx)$ In Python: quadrature for discretised and non-discretised functions with $sin(mx)$, $cos(mx)$ and $exp(imx)$.

This code ports John Burkardt's implementation of Filon quadrature, based on Chase and Fosdick's algorithm in the ACM, available on Netlib as TOMS 353.