Open Access
August, 2018 On the Numerical Quadrature of Weakly Singular Oscillatory Integral and its Fast Implementation
Zhenhua Xu
Taiwanese J. Math. 22(4): 979-1000 (August, 2018). DOI: 10.11650/tjm/170904
Abstract

In this paper, we present a Clenshaw-Curtis-Filon-type method for the weakly singular oscillatory integral with Fourier and Hankel kernels. By interpolating the non-oscillatory and nonsingular part of the integrand at $(N+1)$ Clenshaw-Curtis points, the method can be implemented in $O(N \log N)$ operations, which requires the accurate computation of modified moments. We first give a method for the derivation of recurrence relation for the modified moments, which can be applied to the derivation of recurrence relation for the modified moments corresponding to other type oscillatory integrals. By using the recurrence relation, special functions and classic quadrature methods, the modified moments can be computed accurately and efficiently. Then, we present the corresponding error bound in inverse powers of frequencies $k$ and $\omega$ for the proposed method. Numerical examples are provided to support the theoretical results and show the efficiency and accuracy of the method.

References

1.

M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards Applied Mathematics Series 55, Washington, D.C., 1964.  0171.38503 M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards Applied Mathematics Series 55, Washington, D.C., 1964.  0171.38503

2.

S. Arden, S. N. Chandler-Wilde and S. Langdon, A collocation method for high-frequency scattering by convex polygons, J. Comput. Appl. Math. 204 (2007), no. 2, 334–343.  1350.76040 10.1016/j.cam.2006.03.028 MR2324461 S. Arden, S. N. Chandler-Wilde and S. Langdon, A collocation method for high-frequency scattering by convex polygons, J. Comput. Appl. Math. 204 (2007), no. 2, 334–343.  1350.76040 10.1016/j.cam.2006.03.028 MR2324461

3.

G. Arfken, Mathematical Methods for Physicists, Third edition, Academic Press, Orlando, Fl, 1985.  0135.42304 G. Arfken, Mathematical Methods for Physicists, Third edition, Academic Press, Orlando, Fl, 1985.  0135.42304

4.

G. Bao and W. Sun, A fast algorithm for the electromagnetic scattering from a large cavity, SIAM J. Sci. Comput. 27 (2005), no. 2, 553–574.  1089.78024 10.1137/S1064827503428539 G. Bao and W. Sun, A fast algorithm for the electromagnetic scattering from a large cavity, SIAM J. Sci. Comput. 27 (2005), no. 2, 553–574.  1089.78024 10.1137/S1064827503428539

5.

H. Bateman and A. Erdélyi, Higher Transcendental Functions I, McGraw-Hill, New York, 1953. H. Bateman and A. Erdélyi, Higher Transcendental Functions I, McGraw-Hill, New York, 1953.

6.

N. Bleistein and R. A. Handelsman, A generalization of the method of steepest descent, J. Inst. Math. Appl. 10 (1972), 211–230.  0247.41021 10.1093/imamat/10.2.211 N. Bleistein and R. A. Handelsman, A generalization of the method of steepest descent, J. Inst. Math. Appl. 10 (1972), 211–230.  0247.41021 10.1093/imamat/10.2.211

7.

R. Chen, Numerical approximations to integrals with a highly oscillatory Bessel kernel, Appl. Numer. Math. 62 (2012), no. 5, 636–648.  1241.65116 10.1016/j.apnum.2012.01.009 MR2899268 R. Chen, Numerical approximations to integrals with a highly oscillatory Bessel kernel, Appl. Numer. Math. 62 (2012), no. 5, 636–648.  1241.65116 10.1016/j.apnum.2012.01.009 MR2899268

8.

––––, On the evaluation of Bessel transformations with the oscillators via asymptotic series of Whittaker functions, J. Comput. Appl. Math. 250 (2013), 107–121.  MR3044579 1285.65013 10.1016/j.cam.2013.02.025 ––––, On the evaluation of Bessel transformations with the oscillators via asymptotic series of Whittaker functions, J. Comput. Appl. Math. 250 (2013), 107–121.  MR3044579 1285.65013 10.1016/j.cam.2013.02.025

9.

––––, Numerical approximations for highly oscillatory Bessel transforms and applications, J. Math. Anal. Appl. 421 (2015), no. 2, 1635–1650.  1298.65193 10.1016/j.jmaa.2014.08.021 ––––, Numerical approximations for highly oscillatory Bessel transforms and applications, J. Math. Anal. Appl. 421 (2015), no. 2, 1635–1650.  1298.65193 10.1016/j.jmaa.2014.08.021

10.

R. Chen and C. An, On evaluation of Bessel transforms with oscillatory and algebraic singular integrands, J. Comput. Appl. Math. 264 (2014), 71–81.  1294.65030 10.1016/j.cam.2014.01.009 R. Chen and C. An, On evaluation of Bessel transforms with oscillatory and algebraic singular integrands, J. Comput. Appl. Math. 264 (2014), 71–81.  1294.65030 10.1016/j.cam.2014.01.009

11.

P. J. Davies and D. B. Duncan, Stability and convergence of collocation schemes for retarded potential integral equations, SIAM J. Numer. Anal. 42 (2004), no. 3, 1167–1188.  1079.65133 10.1137/S0036142901395321 MR2113681 P. J. Davies and D. B. Duncan, Stability and convergence of collocation schemes for retarded potential integral equations, SIAM J. Numer. Anal. 42 (2004), no. 3, 1167–1188.  1079.65133 10.1137/S0036142901395321 MR2113681

12.

V. Domínguez, I. G. Graham and T. Kim, Filon-Clenshaw-Curtis rules for highly oscillatory integrals with algebraic singularities and stationary points, SIAM J. Numer. Anal. 51 (2013), no. 3, 1542–1566.  1345.65012 10.1137/120884146 V. Domínguez, I. G. Graham and T. Kim, Filon-Clenshaw-Curtis rules for highly oscillatory integrals with algebraic singularities and stationary points, SIAM J. Numer. Anal. 51 (2013), no. 3, 1542–1566.  1345.65012 10.1137/120884146

13.

V. Domínguez, I. G. Graham and V. P. Smyshlyaev, Stability and error estimates for Filon-Clenshaw-Curtis rules for highly oscillatory integrals, IMA J. Numer. Anal. 31 (2011), no. 4, 1253–1280.  1231.65060 10.1093/imanum/drq036 V. Domínguez, I. G. Graham and V. P. Smyshlyaev, Stability and error estimates for Filon-Clenshaw-Curtis rules for highly oscillatory integrals, IMA J. Numer. Anal. 31 (2011), no. 4, 1253–1280.  1231.65060 10.1093/imanum/drq036

14.

A. Erdélyi, Asymptotic representations of Fourier integrals and the method of stationary phase, J. Soc. Indust. Appl. Math. 3 (1955), 17–27. A. Erdélyi, Asymptotic representations of Fourier integrals and the method of stationary phase, J. Soc. Indust. Appl. Math. 3 (1955), 17–27.

15.

G. A. Evans and K. C. Chung, Some theoretical aspects of generalised quadrature methods, J. Complexity 19 (2003), no. 3, 272–285.  1035.65024 10.1016/S0885-064X(03)00004-9 G. A. Evans and K. C. Chung, Some theoretical aspects of generalised quadrature methods, J. Complexity 19 (2003), no. 3, 272–285.  1035.65024 10.1016/S0885-064X(03)00004-9

16.

G. A. Evans and J. R. Webster, A high order, progressive method for the evaluation of irregular oscillatory integrals, Appl. Numer. Math. 23 (1997), no. 2, 205–218.  0906.65024 10.1016/S0168-9274(96)00058-X G. A. Evans and J. R. Webster, A high order, progressive method for the evaluation of irregular oscillatory integrals, Appl. Numer. Math. 23 (1997), no. 2, 205–218.  0906.65024 10.1016/S0168-9274(96)00058-X

17.

L. N. G. Filon, On a quadrature formula for trigonometric integrals, Proc. Roy. Soc. Edinburgh. 49 (1930), 38–47.  55.0946.02 L. N. G. Filon, On a quadrature formula for trigonometric integrals, Proc. Roy. Soc. Edinburgh. 49 (1930), 38–47.  55.0946.02

18.

G. He, S. Xiang and E. Zhu, Efficient computation of highly oscillatory integrals with weak singularities by Gauss-type method, Int. J. Comput. Math. 93 (2016), no. 1, 83–107.  1362.65138 10.1080/00207160.2014.987761 MR3437044 G. He, S. Xiang and E. Zhu, Efficient computation of highly oscillatory integrals with weak singularities by Gauss-type method, Int. J. Comput. Math. 93 (2016), no. 1, 83–107.  1362.65138 10.1080/00207160.2014.987761 MR3437044

19.

D. Huybrechs and S. Vandewalle, On the evaluation of highly oscillatory integrals by analytic continuation, SIAM J. Numer. Anal. 44 (2006), no. 3, 1026–1048.  1123.65017 10.1137/050636814 D. Huybrechs and S. Vandewalle, On the evaluation of highly oscillatory integrals by analytic continuation, SIAM J. Numer. Anal. 44 (2006), no. 3, 1026–1048.  1123.65017 10.1137/050636814

20.

––––, A sparse discretization for integral equation formulations of high frequency scattering problems, SIAM J. Sci. Comput. 29 (2007), no. 6, 2305–2328.  1154.65376 10.1137/060651525 ––––, A sparse discretization for integral equation formulations of high frequency scattering problems, SIAM J. Sci. Comput. 29 (2007), no. 6, 2305–2328.  1154.65376 10.1137/060651525

21.

A. Iserles and S. P. Nørsett, Efficient quadrature of highly oscillatory integrals using derivatives, Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 461 (2005), no. 2057, 1383–1399.  MR2147752 1145.65309 10.1098/rspa.2004.1401 A. Iserles and S. P. Nørsett, Efficient quadrature of highly oscillatory integrals using derivatives, Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 461 (2005), no. 2057, 1383–1399.  MR2147752 1145.65309 10.1098/rspa.2004.1401

22.

H. Kang and C. Ling, Computation of integrals with oscillatory singular factors of algebraic and logarithmic type, J. Comput. Appl. Math. 285 (2015), 72–85.  1315.65025 10.1016/j.cam.2015.02.006 MR3325253 H. Kang and C. Ling, Computation of integrals with oscillatory singular factors of algebraic and logarithmic type, J. Comput. Appl. Math. 285 (2015), 72–85.  1315.65025 10.1016/j.cam.2015.02.006 MR3325253

23.

H. Kang and X. Shao, Fast computation of singular oscillatory Fourier transforms, Abstr. Appl. Anal. 2014 (2014), Art. ID 984834, 8 pp. H. Kang and X. Shao, Fast computation of singular oscillatory Fourier transforms, Abstr. Appl. Anal. 2014 (2014), Art. ID 984834, 8 pp.

24.

H. Kang and S. Xiang, Efficient quadrature of highly oscillatory integrals with algebraic singularities, J. Comput. Appl. Math. 237 (2013), no. 1, 576–588.  1256.65109 10.1016/j.cam.2012.06.030 H. Kang and S. Xiang, Efficient quadrature of highly oscillatory integrals with algebraic singularities, J. Comput. Appl. Math. 237 (2013), no. 1, 576–588.  1256.65109 10.1016/j.cam.2012.06.030

25.

H. Kang, S. Xiang and G. He, Computation of integrals with oscillatory and singular integrands using Chebyshev expansions, J. Comput. Appl. Math. 242 (2013), 141–156.  1255.65073 10.1016/j.cam.2012.10.016 H. Kang, S. Xiang and G. He, Computation of integrals with oscillatory and singular integrands using Chebyshev expansions, J. Comput. Appl. Math. 242 (2013), 141–156.  1255.65073 10.1016/j.cam.2012.10.016

26.

D. Levin, Fast integration of rapidly oscillatory functions, J. Comput. Appl. Math. 67 (1996), no. 1, 95–101.  0858.65017 10.1016/0377-0427(94)00118-9 MR1388139 D. Levin, Fast integration of rapidly oscillatory functions, J. Comput. Appl. Math. 67 (1996), no. 1, 95–101.  0858.65017 10.1016/0377-0427(94)00118-9 MR1388139

27.

––––, Analysis of a collocation method for integrating rapidly oscillatory functions, J. Comput. Appl. Math. 78 (1997), no. 1, 131–138.  0870.65019 10.1016/S0377-0427(96)00137-9 ––––, Analysis of a collocation method for integrating rapidly oscillatory functions, J. Comput. Appl. Math. 78 (1997), no. 1, 131–138.  0870.65019 10.1016/S0377-0427(96)00137-9

28.

D. W. Lozier, Numerical Solution of Linear Difference Equations, Thesis (Ph.D.)–University of Maryland, College Park, 1979. D. W. Lozier, Numerical Solution of Linear Difference Equations, Thesis (Ph.D.)–University of Maryland, College Park, 1979.

29.

Y. L. Luke, The Special Functions and Their Approximations, Vol. I., Academic Press, London, 1969.  0193.01701 Y. L. Luke, The Special Functions and Their Approximations, Vol. I., Academic Press, London, 1969.  0193.01701

30.

J. C. Mason and D. C. Handscomb, Chebyshev Polynomials, Chapman & Hall/CRC, Boca Raton, FL, 2003. J. C. Mason and D. C. Handscomb, Chebyshev Polynomials, Chapman & Hall/CRC, Boca Raton, FL, 2003.

31.

J. Oliver, The numerical solution of linear recurrence relations, Numer. Math. 11 (1968), no. 4, 349–360.  0164.45401 10.1007/BF02166688 J. Oliver, The numerical solution of linear recurrence relations, Numer. Math. 11 (1968), no. 4, 349–360.  0164.45401 10.1007/BF02166688

32.

S. Olver, Numerical approximation of vector-valued highly oscillatory integrals, BIT 47 (2007), no. 3, 637–655.  1131.65028 10.1007/s10543-007-0137-9 S. Olver, Numerical approximation of vector-valued highly oscillatory integrals, BIT 47 (2007), no. 3, 637–655.  1131.65028 10.1007/s10543-007-0137-9

33.

R. Piessens and M. Branders, On the computation of Fourier transforms of singular functions, J. Comput. Appl. Math. 43 (1992), no. 1-2, 159–169.  0762.65099 10.1016/0377-0427(92)90264-X R. Piessens and M. Branders, On the computation of Fourier transforms of singular functions, J. Comput. Appl. Math. 43 (1992), no. 1-2, 159–169.  0762.65099 10.1016/0377-0427(92)90264-X

34.

I. H. Sloan and W. E. Smith, Product-integration with the Clenshaw-Curtis and related points: convergence properties, Numer. Math. 30 (1978), no. 4, 415–428.  0367.41015 10.1007/BF01398509 MR0494863 I. H. Sloan and W. E. Smith, Product-integration with the Clenshaw-Curtis and related points: convergence properties, Numer. Math. 30 (1978), no. 4, 415–428.  0367.41015 10.1007/BF01398509 MR0494863

35.

––––, Product integration with the Clenshaw-Curtis points: implementation and error estimates, Numer. Math. 34 (1980), no. 4, 387–401.  MR577405 0416.65014 10.1007/BF01403676 ––––, Product integration with the Clenshaw-Curtis points: implementation and error estimates, Numer. Math. 34 (1980), no. 4, 387–401.  MR577405 0416.65014 10.1007/BF01403676

36.

S. Xiang, Efficient Filon-type methods for $\int_a^b f(x) \mathrm{e}^{\mathrm{i} \omega g(x)} \, \mathrm{d}x$, Numer. Math. 105 (2007), no. 4, 633–658.  1158.65020 10.1007/s00211-006-0051-0 S. Xiang, Efficient Filon-type methods for $\int_a^b f(x) \mathrm{e}^{\mathrm{i} \omega g(x)} \, \mathrm{d}x$, Numer. Math. 105 (2007), no. 4, 633–658.  1158.65020 10.1007/s00211-006-0051-0

37.

S. Xiang, Y. J. Cho, H. Wang and H. Brunner, Clenshaw-Curtis-Filon-type methods for highly oscillatory Bessel transforms and applications, IMA J. Numer. Anal. 31 (2011), no. 4, 1281–1314.  1232.65047 10.1093/imanum/drq035 S. Xiang, Y. J. Cho, H. Wang and H. Brunner, Clenshaw-Curtis-Filon-type methods for highly oscillatory Bessel transforms and applications, IMA J. Numer. Anal. 31 (2011), no. 4, 1281–1314.  1232.65047 10.1093/imanum/drq035

38.

S. Xiang and H. Wang, Fast integration of highly oscillatory integrals with exotic oscillators, Math. Comp. 79 (2010), no. 270, 829–844.  1198.65052 S. Xiang and H. Wang, Fast integration of highly oscillatory integrals with exotic oscillators, Math. Comp. 79 (2010), no. 270, 829–844.  1198.65052

39.

Z. Xu, G. V. Milovanović and S. Xiang, Efficient computation of highly oscillatory integrals with Hankel kernel, Appl. Math. Comput. 261 (2015), 312–322.  06890748 10.1016/j.amc.2015.04.006 Z. Xu, G. V. Milovanović and S. Xiang, Efficient computation of highly oscillatory integrals with Hankel kernel, Appl. Math. Comput. 261 (2015), 312–322.  06890748 10.1016/j.amc.2015.04.006

40.

Z. Xu and S. Xiang, Numerical evaluation of a class of highly oscillatory integrals involving Airy functions, Appl. Math. Comput. 246 (2014), 54–63.  1338.65065 MR3265848 10.1016/j.amc.2014.08.022 Z. Xu and S. Xiang, Numerical evaluation of a class of highly oscillatory integrals involving Airy functions, Appl. Math. Comput. 246 (2014), 54–63.  1338.65065 MR3265848 10.1016/j.amc.2014.08.022

41.

––––, On the evaluation of highly oscillatory finite Hankel transform using special functions, Numer. Algorithms 72 (2016), no. 1, 37–56.  1341.65050 10.1007/s11075-015-0033-3 ––––, On the evaluation of highly oscillatory finite Hankel transform using special functions, Numer. Algorithms 72 (2016), no. 1, 37–56.  1341.65050 10.1007/s11075-015-0033-3

42.

http://functions.wolfram.com/HypergeometricFunctions/Hypergeometric0F1/ 26/02/13/0001/, last accessed on Oct. 24, 2015. http://functions.wolfram.com/HypergeometricFunctions/Hypergeometric0F1/ 26/02/13/0001/, last accessed on Oct. 24, 2015.

43.

http://functions.wolfram.com/HypergeometricFunctions/Hypergeometric0F1/ 26/02/15/0001/, last accessed on Oct. 24, 2015. http://functions.wolfram.com/HypergeometricFunctions/Hypergeometric0F1/ 26/02/15/0001/, last accessed on Oct. 24, 2015.

44.

http://functions.wolfram.com/HypergeometricFunctions/MeijerG/21/02/07/0001/, last accessed on Nov. 2, 2015. http://functions.wolfram.com/HypergeometricFunctions/MeijerG/21/02/07/0001/, last accessed on Nov. 2, 2015.

45.

B. Oreshkin, http://www.mathworks.com/matlabcentral/fileexchange/ 31490-meijerg/content/MeijerG/MeijerG.m, last accessed on Nov. 3, 2015. B. Oreshkin, http://www.mathworks.com/matlabcentral/fileexchange/ 31490-meijerg/content/MeijerG/MeijerG.m, last accessed on Nov. 3, 2015.
Copyright © 2018 The Mathematical Society of the Republic of China
Zhenhua Xu "On the Numerical Quadrature of Weakly Singular Oscillatory Integral and its Fast Implementation," Taiwanese Journal of Mathematics 22(4), 979-1000, (August, 2018). https://doi.org/10.11650/tjm/170904
Received: 10 April 2017; Accepted: 14 September 2017; Published: August, 2018
Vol.22 • No. 4 • August, 2018
Back to Top