Fresnel Integral Computation Techniques

11/22/2020

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by   Alexandru Ionut, et al.

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This work is an extension of previous work by Alazah et al. [M. Alazah, S. N. Chandler-Wilde, and S. La Porte, Numerische Mathematik, 128(4):635-661, 2014]. We split the computation of the Fresnel Integrals into 3 cases: a truncated Taylor series, modified trapezoid rule and an asymptotic expansion for small, medium and large arguments respectively. These special functions can be computed accurately and efficiently up to an arbitrary precision. Error estimates are provided and we give a systematic method in choosing the various parameters for a desired precision. We illustrate this method and verify numerically using double precision.