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.     

Small into isomorphisms on uniformly smooth spaces

Let X be a uniformly smooth infinite dimensional Banach space, and (Ω,Σ,μ) be a σ-finite measure space. Suppose that T:X→L∞(Ω,Σ,μ) satisfies

(1−ε)‖x‖?‖Tx‖?‖x‖,∀x∈X,     

Efficient Filon-type methods for $$\int_a^bf(x)\,{\rm e}^{{\rm i}\omega g(x)}\,{\rm d}x$$

Based on the transformation y = g(x), some new efficient Filon-type methods for integration of highly oscillatory function ò_a^bf(x) e^iwg(x) dx\int_a^bf(x)\,{\rm e}^{{\rm i}\omega g(x)}\,{\rm d}x with an irregular oscillator are presented. One is a moment-free Filon-type method for the case that g(x) has no stationary points in [a,b]. The others are based on the Filon-type method or the asymptotic method together with Filon-type method for the case that g(x) has stationary points. The effectiveness and accuracy are tested by numerical examples.     

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.     

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.     

Computation of generalized differentials in nonlinear complementarity problems

Let f and g be continuously differentiable functions on R ⁿ . The nonlinear complementarity problem NCP(f,g), 0≤f(x)⊥g(x)≥0, arises in many applications including discrete Hamilton-Jacobi-Bellman equations and nonsmooth Dirichlet problems. A popular method to find a solution of the NCP(f,g) is the generalized Newton method which solves an equivalent system of nonsmooth equations F(x)=0 derived by an NCP function. In this paper, we present a sufficient and necessary condition for F to be Fréchet differentiable, when F is defined by the “min” NCP function, the Fischer-Burmeister NCP function or the penalized Fischer-Burmeister NCP function. Moreover, we give an explicit formula of an element in the Clarke generalized Jacobian of F defined by the “min” NCP function, and the B-differential of F defined by other two NCP functions. The explicit formulas for generalized differentials of F lead to sharper global error bounds for the NCP(f,g).     

Efficient methods for Volterra integral equations with highly oscillatory Bessel kernels

In this paper, we introduce efficient methods for the approximation of solutions to weakly singular Volterra integral equations of the second kind with highly oscillatory Bessel kernels. Based on the asymptotic analysis of the solution, we derive corresponding convergence rates in terms of the frequency for the Filon method, and for piecewise constant and linear collocation methods. We also present asymptotic schemes for large values of the frequency. These schemes possess the property that the numerical solutions become more accurate as the frequency increases.     

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.     

Uniform approximations to Cauchy principal value integrals of oscillatory functions

This paper presents an interpolatory type integration rule for the numerical evaluation of Cauchy principal value integrals of oscillatory integrands , where -1<τ<1, for a given smooth function f(x). The proposed method is constructed by interpolating f(x) at practical Chebyshev points and subtracting out the singularity. A numerically stable procedure is obtained and the corresponding algorithm can be implemented by fast Fourier transform. The validity of the method has been demonstrated by several numerical experiments.     

On the convergence rates of Filon methods for the solution of a Volterra integral equation with a highly oscillatory Bessel kernel

In this paper, based on the asymptotic property of the solution, we derive the corresponding convergence rates in terms of the frequency for the direct-Filon and linear continuous collocation methods, which solves an open problem in Brunner (2010) [1]. Numerical tests verify that the asymptotic orders obtained are optimal.