Generalized Fresnel integrals

A general class of (finite dimensional) oscillatory integrals with polynomially growing phase functions is studied. A representation formula of the Parseval type is proven as well as a formula giving the integrals in terms of analytically continued absolutely convergent integrals. Their asymptotic expansion for “strong oscillations” is given. The expansion is in powers of ?1/2M, where ? is a small parameters and 2M is the order of growth of the phase function. Additional assumptions on the integrands are found which are sufficient to yield convergent, resp. Borel summable, expansions.     

On rates of acceleration of extrapolation methods for oscillatory infinite integrals

The purpose of this work is to complement and expand our knowledge of the convergence theory of some extrapolation methods for the accurate computation of oscillatory infinite integrals. Specifically, we analyze in detail the convergence properties of theW- and -transformations of the author as they are applied to three integrals, all with totally different behavior at infinity. The results of the analysis suggest different convergence and acceleration of convergence behavior for the above mentioned transformations on the different integrals, and they improve considerably those that can be obtained from the existing convergence theories.     

Feynman path integrals as infinite-dimensional oscillatory integrals: Some new developments

We discuss a basic mathematical approach to Feynman path integrals as infinite-dimensional oscillatory integrals. We present new results on asymptotics of such integrals which exploit recently developed approximation techniques via finite dimensional oscillatory integrals. Applications are also given, namely to the study of the trace of the time evolution operator in quantum mechanics and to the interpretation of Gutzwiller's trace formula as a leading term in an asymptotic expansion around classical periodic orbits.The second named author is an Alexander von Humboldt Stiftung fellow.     

Phase space Feynman path integrals with smooth functional derivatives by time slicing approximation

We give two general classes of functionals for which the phase space Feynman path integrals have a mathematically rigorous meaning. More precisely, for any functional belonging to each class, the time slicing approximation of the phase space path integral converges uniformly on compact subsets with respect to the starting point of momentum paths and the endpoint of position paths. Each class is closed under addition, multiplication, translation, real linear transformation and functional differentiation. Therefore, we can produce many functionals which are phase space path integrable. Furthermore, though we need to pay attention for use, the interchange of the order with the integrals with respect to time, the interchange of the order with some limits, the semiclassical approximation of Hamiltonian type, the natural property under translation, the integration by parts with respect to functional differentiation, and the natural property under orthogonal transformation are valid in the phase space path integrals.     

On the evaluation of Cauchy principal value integrals of oscillatory functions

The problem of the numerical evaluation of Cauchy principal value integrals of oscillatory functions , where −1<τ<1, has been discussed. Based on analytic continuation, if f is analytic in a sufficiently large complex region G containing [−1, 1], the integrals can be transformed into the problems of integrating two integrals on [0,+∞) with the integrand that does not oscillate, and that decays exponentially fast, which can be efficiently computed by using the Gauss-Laguerre quadrature rule. The validity of the method has been demonstrated in the provision of two numerical experiments and their results.     

The Construction of cubature rules for multivariate highly oscillatory integrals

We present an efficient approach to evaluate multivariate highly oscillatory integrals on piecewise analytic integration domains. Cubature rules are developed that only require the evaluation of the integrand and its derivatives in a limited set of points. A general method is presented to identify these points and to compute the weights of the corresponding rule.

The accuracy of the constructed rules increases with increasing frequency of the integrand. For a fixed frequency, the accuracy can be improved by incorporating more derivatives of the integrand. The results are illustrated numerically for Fourier integrals on a circle and on the unit ball, and for more general oscillators on a rectangular domain.

     

Asymptotic expansions of Mellin convolution integrals: An oscillatory case

In a recent paper [J.L. López, Asymptotic expansions of Mellin convolution integrals, SIAM Rev. 50 (2) (2008) 275-293], we have presented a new, very general and simple method for deriving asymptotic expansions of for small x. It contains Watson’s Lemma and other classical methods, Mellin transform techniques, McClure and Wong’s distributional approach and the method of analytic continuation used in this approach as particular cases. In this paper we generalize that idea to the case of oscillatory kernels, that is, to integrals of the form , with c∈R, and we give a method as simple as the one given in the above cited reference for the case c=0. We show that McClure and Wong’s distributional approach for oscillatory kernels and the summability method for oscillatory integrals are particular cases of this method. Some examples are given as illustration.     

Phase space Feynman path integrals via piecewise bicharacteristic paths and their semiclassical approximations

We give a fairly general class of functionals for which the phase space Feynman path integrals have a mathematically rigorous meaning. More precisely, for any functional belonging to our class, the time slicing approximation of the phase space path integral converges uniformly on compact subsets of the phase space. Our class of functionals is rich because it is closed under addition and multiplication. The interchange of the order with the Riemann integrals, the interchange of the order with a limit and the perturbation expansion formula hold in the phase space path integrals. The use of piecewise bicharacteristic paths naturally leads us to the semiclassical approximation on the phase space.     

Estimation of the effect of numerical integration in finite element eigenvalue approximation

Summary Finite element approximations of the eigenpairs of differential operators are computed as eigenpairs of matrices whose elements involve integrals which must be evaluated by numerical integration. The effect of this numerical integration on the eigenvalue and eigenfunction error is estimated. Specifically, for 2nd order selfadjoint eigenvalue problems we show that finite element approximations with quadrature satisfy the well-known estimates for approximations without quadrature, provided the quadrature rules have appropriate degrees of precision.The work of this author was partially supported by the National Science Foundation under Grant DMS-84-10324     

Note on the homotopy perturbation method for multivariate vector-value oscillatory integrals

This paper considers a homotopy perturbation method for approximating multivariate vector-value highly oscillatory integrals. The asymptotic formulae of the integrals and the asymptotic order of the asymptotic method are presented. Numerical examples show the efficiency of the approximation method.     

Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space

We approximate weighted integrals over Euclidean space by using shifted rank-1 lattice rules with good bounds on the “generalised weighted star discrepancy”. This version of the discrepancy corresponds to the classic L_∞ weighted star discrepancy via a mapping to the unit cube. The weights here are general weights rather than the product weights considered in earlier works on integrals over R^d. Known methods based on an averaging argument are used to show the existence of these lattice rules, while the component-by-component technique is used to construct the generating vector of these shifted lattice rules. We prove that the bound on the weighted star discrepancy considered here is of order O(n^−1+δ) for any δ>0 and with the constant involved independent of the dimension. This convergence rate is better than the O(n^−1/2) achieved so far for both Monte Carlo and quasi-Monte Carlo methods.     

Stationary phase method in infinite dimensions by finite dimensional approximations: Applications to the Schrödinger equation

We develop an approach by finite dimensional approximations for the study of infinite dimensional oscillatory integrals and the relative method of stationary phase. We provide detailed asymptotic expansions in the nondegenerate as well as in the degenerate case. We also give applications to the derivation of detailed asymptotic expansions in Planck's constant for the Schrödinger equation.     

Numerical integration with Taylor truncations for the quadrilateral and hexahedral finite elements

For general quadrilateral or hexahedral meshes, the finite-element methods require evaluation of integrals of rational functions, instead of traditional polynomials. It remains as a challenge in mathematics to show the traditional Gauss quadratures would ensure the correct order of approximation for the numerical integration in general. However, in the case of nested refinement, the refined quadrilaterals and hexahedra converge to parallelograms and parallelepipeds, respectively. Based on this observation, the rational functions of inverse Jacobians can be approximated by the Taylor expansion with truncation. Then the Gauss quadrature of exact order can be adopted for the resulting integrals of polynomials, retaining the optimal order approximation of the finite-element methods. A theoretic justification and some numerical verification are provided in the paper.     

Duality theory and propagation rules for higher order nets

Higher order nets and sequences are used in quasi-Monte Carlo rules for the approximation of high dimensional integrals over the unit cube. Hence one wants to have higher order nets and sequences of high quality.In this paper we introduce a duality theory for higher order nets whose construction is not necessarily based on linear algebra over finite fields. We use this duality theory to prove propagation rules for such nets. This way we can obtain new higher order nets (sometimes with improved quality) from existing ones. We also extend our approach to the construction of higher order sequences.     

Oscillatory integrals for phase functions having certain degenerate critical points

The paper is concerned with oscillatory integrals for phase functions having certain de- generate critical points. Under a finite type condition of phase functions we show the estimate of oscillatory integrals of the first kind. The decay of the oscillatory integral depends on indices of the finite type, the spatial dimension and the symbol.     

次线性算子在一类广义Morrey空间上的有界性及其应用

证明了一组次线性算子及其交换子,如具有粗糙核的Calderón-Zygmund算子、Ricci-Stein振荡奇异积分、Marcinkiewicz积分、分数次积分和振荡分数次积分及其交换子,在一类广义Morrey空间上的有界性.作为应用得到了非散度型椭圆方程在上述Morrey空间的内部正则性.     

Fast,numerically stable computation of oscillatory integrals with stationary points

We present a numerically stable way to compute oscillatory integrals. For each additional frequency, only a small, well-conditioned linear system with a Hessenberg matrix must be solved, and the amount of work needed decreases as the frequency increases. Moreover, we can modify the method for computing oscillatory integrals with stationary points. This is the first stable algorithm for oscillatory integrals with stationary points which does not lose accuracy as the frequency increases and does not require deformation into the complex plane.     

Numerical approximation of vector-valued highly oscillatory integrals

We present a method for the efficient approximation of integrals with highly oscillatory vector-valued kernels, such as integrals involving Airy functions or Bessel functions. We construct a vector-valued version of the asymptotic expansion, which allows us to determine the asymptotic order of a Levin-type method. Levin-type methods are constructed using collocation, and choosing a basis based on the asymptotic expansion results in an approximation with significantly higher asymptotic order. AMS subject classification (2000)  65D30     

On Quadrature Methods for Highly Oscillatory Integrals and Their Implementation

The main theme of this paper is the construction of efficient, reliable and affordable error bounds for two families of quadrature methods for highly oscillatory integrals. We demonstrate, using asymptotic expansions, that the error can be bounded very precisely indeed at the cost of few extra derivative evaluations. Moreover, in place of derivatives it is possible to use finite difference approximations, with spacing inversely proportional to frequency. This renders the computation of error bounds even cheaper and, more importantly, leads to a new family of quadrature methods for highly oscillatory integrals that can attain arbitrarily high asymptotic order without computation of derivatives. AMS subject classification (2000) Primary 65D30, secondary 34E05.Received June 2004. Accepted October 2004. Communicated by Lothar Reichel.     

Superconvergence and ultraconvergence of Newton-Cotes rules for supersingular integrals

In this article, the general (composite) Newton-Cotes rules for evaluating Hadamard finite-part integrals with third-order singularity (which is also called “supersingular integrals”) are investigated and the emphasis is placed on their pointwise superconvergence and ultraconvergence. The main error of the general Newton-Cotes rules is derived, which is shown to be determined by a certain function . Based on the error expansion, the corresponding modified quadrature rules are also proposed. At last, some numerical experiments are carried out to validate the theoretical analysis.