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.     

On the computation of highly oscillatory multivariate integrals with stationary points

We consider two types of highly oscillatory bivariate integrals with a nondegenerate stationary point. In each case we produce an asymptotic expansion and two kinds of quadrature algorithms: an asymptotic method and a Filon-type method. Our results emphasize the crucial role played by the behaviour at the stationary point and by the geometry of the boundary of the underlying domain. In memory of Germund Dahlquist (1925–2005). AMS subject classification (2000) Primary 65D32     

Efficient quadrature for highly oscillatory integrals involving critical points

This paper based on the Levin collocation method and Levin-type method together with composite two-point Gauss–Legendre quadrature presents efficient quadrature for integral transformations of highly oscillatory functions with critical points. The effectiveness and accuracy of the quadrature are tested.     

Shifted GMRES for oscillatory integrals

None of the existing methods for computing the oscillatory integral ò_a^b f(x)e^iwg(x)dx{\int_a^b f(x){\rm e}^{{\rm i}\omega g(x)}{\rm d}x} achieve all of the following properties: high asymptotic order, stability, avoiding deformation into the complex plane and insensitivity to oscillations in f. We present a new method that satisfies these properties, based on applying the gmres algorithm to a shifted linear differential operator.     

Damping oscillatory integrals

Research supported by the Australian Research Council and the Italian Ministero della Pubblica Istruzione     

A quadrature method for a class of strongly oscillatory infinite integrals

A constructive process is presented which leads to a class of quadrature formulas with any preassigned compound precision for the numerical integration of rapidly oscillating functions on (0, ) of the forme ^–x F(x, x), where is a large parameter andF(·,y) is periodic of period unity iny.1980 Mathematics Subject Classification, Primary 41A55, Scondary 41A60     

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.     

An automatic integration procedure for infinite range integrals involving oscillatory kernels

Let the real functionsK(x) andL(x) be such thatM(x)=K(x)+iL(x)=e^ix g(x), whereg(x) is infinitely differentiable for all largex and is non-oscillatory at infinity. We develop an efficient automatic quadrature procedure for numerically computing the integrals _a K(t)f(t) and _a L(t)f(t)dt, where the functionf(t) is smooth and nonoscillatory at infinity. One such example for which we also provide numerical results is that for whichK(x)=J (x) andL(x)=Y (x), whereJ (x) andY (x) are the Bessel functions of order . The procedure involves the use of an automatic scheme for Fourier integrals and the modified W-transformation which is used for computing oscillatory infinite integrals.     

A method for efficient computation of integrals with oscillatory and singular integrand

Numerical Algorithms - A method based on modification of numerical steepest descent method to efficiently compute highly oscillatory integrals having endpoint singularities of algebraic and...     

On a stopping process for oscillatory integrals

In this paper we introduce a stopping process to analyze oscillatory integral operators with degenerate phases. The resulting bounds give smoothing properties for averages along variable families of curves inR ⁿ with two-sided torsion. Supported in part by the National Science Foundation under Grants DMS-92-04196 and DMS-91-04455.A01.     

Weighted estimates for rough oscillatory singular integrals

Weighted L^p estimates (1<p<∞) are shown for oscillatory singular integral operators with polynomial phase and a rough kernel of the form e^iP(x,y)Ω(x−y)h(|x−y|)|x−y|⁻ⁿ. We assume that Ω∈L logL(Sⁿ⁻¹) is homogeneous of degree zero and ∫_Sn-1Ω=0. The radial factor h has bounded variation. The necessary condition on the weight is similar to the A_p condition but involves rectangles (instead of cubes) arising from a covering of a star-shaped set related to Ω.     

Non-standard commutators for rough oscillatory singular integrals

In this paper, the author studies a class of non-standard commutators with higher order remainders for oscillatory singular integral operators with phases more general than polynomials. For 1 < p < ∞, the L ^p -boundedness of such operators are obtained provided that their kernels belong to the spaces L ^q (S ⁿ⁻¹) for some q > 1.     

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.     

Decay estimates for oscillatory integrals with polynomial phase

We obtain estimates for certain oscillatory integrals with polynomial phase. These estimates are stated in terms of roots of various derivatives of the phase polynomial.     

Asymptotic expansions for oscillatory integrals using inverse functions

We treat finite oscillatory integrals of the form ∫ _a ^b F(x)e ^ikG(x) dx in which both F and G are real on the real line, are analytic over the open integration interval, and may have algebraic singularities at either or both interval end points. For many of these, we establish asymptotic expansions in inverse powers of k. No appeal to the theories of stationary phase or steepest descent is involved. We simply apply theory involving inverse functions and expansions for a Fourier coefficient ∫ _a ^b φ(t)e ^ikt dt. To this end, we have assembled several results involving inverse functions. Moreover, we have derived a new asymptotic expansion for this integral, valid when , −1<σ ₁<σ ₂<⋅⋅⋅. The authors were supported by the Office of Advanced Scientific Computing Research, Office of Science, US Department of Energy, under Contract DE-AC02-06CH11357.     

Levin methods for highly oscillatory integrals with singularities

In this paper,new Levin methods are presented for calculating oscillatory integrals with algebraic and/or logarithmic singularities.To avoid singularities,the technique of singularity separation is applied and then the singular ODE occurring in classic Levin methods is converted into two kinds of non-singular ODEs.The solutions of one can be obtained explicitly,while the other kind of ODEs can be solved efficiently by collocation methods.The proposed methods can attain arbitrarily high asymptotic orders and also enjoy superalgebraic convergence with respect to the number of collocation points.Several numerical experiments are presented to validate the efficiency of the proposed methods.