OscillatoryIntegralsODE

This package computes highly oscillatory integrals by combining a Levin method (Levin 1994) with an ODE solver. It currently supports Bessel, spherical Bessel, and harmonic integrals.

Please read the documentation for details.

using OscillatoryIntegralsODE
f(x) = exp(-x^2/16)
bi = BesselJIntegral{Float64}(100., 100.)  # nu, r
levintegrate(bi, f, 1.0, 5.0; abstol=1e-6, reltol=1e-6)

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