I would like to estimate
$\int_{-\pi}^{\pi} e^{i n y} e^{-b e^{c y^{2}}} dy$
to within a RELATIVE error of better than 1%, if possible. Here, $n$ is an integer and $b$ and $c$ are positive. The imaginary component is zero since $\sin ny$ is odd and the rest of the integrand is even.
It is important to note that $n$ can be up to several hundred, so
this integral is very highly oscillatory. I have tried (and am still trying) to estimate the superexponential part of the integrand as a piecewise polynomial, but this just gives a giant mess.
A final note: I am trying to obtain a mathematical expression in
terms of $n$, $b$, and $c$. There are several cases to consider (for example, $n=0$ and $n \neq 0$), but I haven't even been able to get the comparatively simple $n = 0$ case so far. Any help would be appreciated.
