Fast Computation of Multidimensional Fourier Integrals
Gordon Inverarity · SIAM Journal on Scientific Computing · 2002
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.