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     

Numerical calculation of singular integrals appearing in three-dimensional potential flow problems

Two approximate methods for calculating singular integrals appearing in the numerical solution of three-dimensional potential flow problems are presented. The first method is a self-adaptive, fully numerical method based on special copy formulas of Gaussian quadrature rules. The singularity is treated by refining the partitions of the copy formula in the vicinity of the singular point. The second method is a semianalytic method based on asymptotic considerations. Under the small curvature hypothesis, asymptotic expansions are derived for the integrals that are involved in the calculation of the scalar potential, the velocity as well as the deformation field induced from curved quadrilateral surface elements. Compared to other methods, the proposed integration schemes, when applied to practical flow field calculations, require less computational effort.     

Uniform asymptotic methods for integrals

We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson’s lemma, Laplace’s method, the saddle point method, and the method of stationary phase. Certain developments in the field of asymptotic analysis will be compared with De Bruijn’s book Asymptotic Methods in Analysis. The classical methods can be modified for obtaining expansions that hold uniformly with respect to additional parameters. We give an overview of examples in which special functions, such as the complementary error function, Airy functions, and Bessel functions, are used as approximations in uniform asymptotic expansions.     

The Surface Displacement of an Elastic Half-space Loaded in a Slender, Bounded, Curved Surface Region with Application to the Calculation of the Contact Pressure under a Roller

An asymptotic approximation of the displacement on the entiresurface of an elastic half-space loaded by normal and shearingtractions in a slender, bounded, curved surface region is foundby the method of matched asymptotic expansions. The solutiontakes the form of an integral representation consisting of twoone-dimensional integrals. The accuracy of the method is testedby comparing it with the displacement calculated directly fromthe two-dimensional Boussinesq-Cerrutti integrals. Finally,a numerical method for the calculation of the normal pressureunder not necessarily cylindrical rollers is briefly described,and results are given for a crowned cylindrical and a crownedconical roller.     

Uniform Asymptotic Expansions of Symmetric Elliptic Integrals

Symmetric standard elliptic integrals are considered when two or more parameters are larger than the others. The distributional approach is used to derive seven expansions of these integrals in inverse powers of the asymptotic parameters. Some of these expansions also involve logarithmic terms in the asymptotic variables. These expansions are uniformly convergent when the asymptotic parameters are greater than the remaining ones. The coefficients of six of these expansions involve hypergeometric functions with less parameters than the original integrals. The coefficients of the seventh expansion again involve elliptic integrals, but with less parameters than the original integrals. The convergence speed of any of these expansions increases for an increasing difference between the asymptotic variables and the remaining ones. All the expansions are accompanied by an error bound at any order of the approximation. January 31, 2000. Date revised: May 18, 2000. Date accepted: August 4, 2000.     

A systematization of the saddle point method. Application to the Airy and Hankel functions

The standard saddle point method of asymptotic expansions of integrals requires to show the existence of the steepest descent paths of the phase function and the computation of the coefficients of the expansion from a function implicitly defined by solving an inversion problem. This means that the method is not systematic because the steepest descent paths depend on the phase function on hand and there is not a general and explicit formula for the coefficients of the expansion (like in Watson's Lemma for example). We propose a more systematic variant of the method in which the computation of the steepest descent paths is trivial and almost universal: it only depends on the location and the order of the saddle points of the phase function. Moreover, this variant of the method generates an asymptotic expansion given in terms of a generalized (and universal) asymptotic sequence that avoids the computation of the standard coefficients, giving an explicit and systematic formula for the expansion that may be easily implemented on a symbolic manipulation program. As an illustrative example, the well-known asymptotic expansion of the Airy function is rederived almost trivially using this method. New asymptotic expansions of the Hankel function Hn(z) for large n and z are given as non-trivial examples.     

Oscillatory integrals and the method of stationary phase in infinitely many dimensions,with applications to the classical limit of quantum mechanics I

We give a theory of oscillatory integrals in infinitely many dimensions which extends, for a class of phase functions, the finite dimensional theory. In particular we extend the method of stationary phase, the theory of Lagrange immersions and the corresponding asymptotic expansions to the infinite dimensional case. A particular application of the theory to the Feyman path integrals defined in previous work by the authors yields asymptotic expansions to all orders of quantum mechanical quantities in powers of Planck's constant.Work supported by the Norwegian Research Council for Science and the Humanities     

Efficient integration for a class of highly oscillatory integrals

This paper presents some quadrature methods for a class of highly oscillatory integrals whose integrands may have singularities at the two endpoints of the interval. One is a Filon-type method based on the asymptotic expansion. The other is a Clenshaw-Curtis-Filon-type method which is based on a special Hermite interpolation polynomial and can be evaluated efficiently in O(N log N) operations, where N + 1 is the number of Clenshaw-Curtis points in the interval of integration. In addition, we derive the corresponding error bound in inverse powers of the frequency ω for the Clenshaw-Curtis-Filon-type method for the class of highly oscillatory integrals. The efficiency and the validity of these methods are testified by both the numerical experiments and the theoretical results.     

Some asymptotic formulas for the Bogoliubov gaussian measure

We consider problems of integrating over the Bogoliubov measure in the space of continuous functions and obtain asymptotic formulas for one class of Laplace-type functional integrals with respect to the Bogoliubov measure. We also prove related asymptotic results concerning large deviations for the Bogoliubov measure. For the basic functional, we take the Lp norm and establish that the Bogoliubov trajectories are Höldercontinuous of order γ < 1/2.     

Asymptotic Analysis of Numerical Steepest Descent with Path Approximations

We propose a variant of the numerical method of steepest descent for oscillatory integrals by using a low-cost explicit polynomial approximation of the paths of steepest descent. A loss of asymptotic order is observed, but in the most relevant cases the overall asymptotic order remains higher than a truncated asymptotic expansion at similar computational effort. Theoretical results based on number theory underpinning the mechanisms behind this effect are presented.     

An Explicit Formula for the Coefficients in Laplace’s Method

Laplace’s method is one of the fundamental techniques in the asymptotic approximation of integrals. The coefficients appearing in the resulting asymptotic expansion arise as the coefficients of a convergent or asymptotic series of a function defined in an implicit form. Due to the tedious computation of these coefficients, most standard textbooks on asymptotic approximations of integrals do not give explicit formulas for them. Nevertheless, we can find some more or less explicit representations for the coefficients in the literature: Perron’s formula gives them in terms of derivatives of an explicit function; Campbell, Fröman and Walles simplified Perron’s method by computing these derivatives using an explicit recurrence relation. The most recent contribution is due to Wojdylo, who rediscovered the Campbell, Fröman and Walles formula and rewrote it in terms of partial ordinary Bell polynomials. In this paper, we provide an alternative representation for the coefficients that contains ordinary potential polynomials. The proof is based on Perron’s formula and a theorem of Comtet. The asymptotic expansions of the gamma function and the incomplete gamma function are given as illustrations.     

QUADRATURE METHODS FOR HIGHLY OSCILLATORY SINGULAR INTEGRALS

We address the evaluation of highly oscillatory integrals,with power-law and logarithmic singularities.Such problems arise in numerical methods in engineering.Notably,the evaluation of oscillatory integrals dominates the run-time for wave-enriched boundary integral formulations for wave scattering,and many of these exhibit singularities.We show that the asymptotic behaviour of the integral depends on the integrand and its derivatives at the singular point of the integrand,the stationary points and the endpoints of the integral.A truncated asymptotic expansion achieves an error that decays faster for increasing frequency.Based on the asymptotic analysis,a Filon-type method is constructed to approximate the integral.Unlike an asymptotic expansion,the Filon method achieves high accuracy for both small and large frequency.Complex-valued quadrature involves interpolation at the zeros of polynomials orthogonal to a complex weight function.Numerical results indicate that the complex-valued Gaussian quadrature achieves the highest accuracy when the three methods are compared.However,while it achieves higher accuracy for the same number of function evaluations,it requires signi cant additional cost of computation of orthogonal polynomials and their zeros.     

积分第二中值定理的中间点ξ的渐近性质

讨论积分第一和第二中值定理的中间点ξ的渐近性质的一般结果,主要证明积分第二中值定理的中间点在弱条件下的渐近性质.     

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.     

A note on an extension of extrapolative techniques for a class of infinite oscillatory integrals

Recent work on extrapolative processes for a class of infinite oscillatory integrals is extended by a procedure which involves the unknown abscissae at which the remainder integral vanishes identically. The asymptotic proximity of these abscissae to a known set is used as a basis for further extrapolation.Results show that the method can be useful for the very slowly converging integrals whose amplitudes decay only algebraically.     

On the computational methods in axisymmetric electrodynamics problems

The integral currents method is actively used at present to solve problems of electrical sounding. Its application requires calculation of the integrals of the kernel of an integrated equation and the function of conversion. In this work, the computational aspects of calculating such integrals for an axisymmetric case are considered, and a method that allows such calculations to be performed up to the asymptotic zone is proposed. The asymptotics of the conversion function are also studied.     

A simplification of Laplace’s method: Applications to the Gamma function and Gauss hypergeometric function

The main difficulties in the Laplace’s method of asymptotic expansions of integrals are originated by a change of variables. We propose a variant of the method which avoids that change of variables and simplifies the computations. On the one hand, the calculation of the coefficients of the asymptotic expansion is remarkably simpler. On the other hand, the asymptotic sequence is as simple as in the standard Laplace’s method: inverse powers of the asymptotic variable. New asymptotic expansions of the Gamma function Γ(z) for large z and the Gauss hypergeometric function ₂F₁(a,b,c;z) for large b and c are given as illustrations. An explicit formula for the coefficients of the classical Stirling expansion of Γ(z) is also given.     

Computing Special Functions by Using Quadrature Rules

The usual tools for computing special functions are power series, asymptotic expansions, continued fractions, differential equations, recursions, and so on. Rather seldom are methods based on quadrature of integrals. Selecting suitable integral representations of special functions, using principles from asymptotic analysis, we develop reliable algorithms which are valid for large domains of real or complex parameters. Our present investigations include Airy functions, Bessel functions and parabolic cylinder functions. In the case of Airy functions we have improvements in both accuracy and speed for some parts of Amos's code for Bessel functions.     

Method of asymptotic perturbation of fundamental solution and electromagnetic waves in layered media

The method of asymptotic perturbation of the fundamental solution of the wave equation is applied to compute the rapidly oscillating integrals that arise in wave fields in layered media. The principal part is separated for one of the integrals determining the electromagnetic waves in a layer medium. Translated from Chislennye Metody v Matematicheskoi Fizike, Moscow State University, pp. 53–66, 1998.     

The asymptotic form of the Hermite-Padé approximations for a system of mittag-leffler functions

We use the Laplace method for investigation of asymptotic properties of the Hermite integrals. In particular, we find asymptotic form for diagonal Hermite-Padé approximations for a system of exponents. Analogous results are obtained for a system of degenerate hypergeometric functions. These theorems supplement the well-known results of F. Wielinnsky, A. I. Aptekarev and others.