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arXiv 1507.00641math.NAcs.NA
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计算高振荡积分

Computing Highly Oscillatory Integrals

Guangdong Province Key Lab of Computational Science, School of Mathematics and Computational Science, Sun Yat-sen University(中山大学数学与计算科学学院);Department of Mathematics, Syracuse University(雪城大学数学系)

Yunyun Ma, Yuesheng Xu

AI总结:

本文提出两类复合无矩数值求积法,用于计算具有可积奇点和驻点的高振荡积分。第一类具有多项式收敛阶,第二类具有指数收敛阶。通过改进无矩Filon型方法加速收敛,并针对不同积分情况设计求积规则,实验显示方法精度和效率优于最新方法。

摘要:

我们开发了两类复合无矩数值求积法,用于计算具有可积奇点和驻点的高振荡积分。第一类求积规则具有多项式收敛阶,第二类具有指数收敛阶。我们首先改进无矩Filon型方法以加速收敛,然后考虑无奇点或驻点的振荡积分,再考虑具有奇点和驻点的积分。求积规则基于波数和被积函数奇点将积分域划分。子区间上的积分要么有弱奇点但无快速振荡,要么有振荡但无奇点。经典求积规则用于无快速振荡的弱奇异积分,修改后的无矩Filon型方法用于无奇点的振荡积分。与现有方法不同,所提方法无需计算振荡项的逆。数值实验展示了所提方法的近似精度和计算效率。数值结果表明,所提方法优于最新发表的方法。

英文摘要:

We develop two classes of composite moment-free numerical quadratures for computing highly oscillatory integrals having integrable singularities and stationary points. The first class of the quadrature rules has a polynomial order of convergence and the second class has an exponential order of convergence. We first modify the moment-free Filon-type method for the oscillatory integrals without a singularity or a stationary point to accelerate their convergence. We then consider the oscillatory integrals without a singularity or a stationary point and then those with singularities and stationary points. The composite quadrature rules are developed based on partitioning the integration domain according to the wave number and the singularity of the integrand. The integral defined on a subinterval has either a weak singularity without rapid oscillation or oscillation without a singularity. The classical quadrature rules for weakly singular integrals using graded points are employed for the singular integral without rapid oscillation and the modified moment-free Filon-type method is used for the oscillatory integrals without a singularity. Unlike the existing methods, the proposed methods do not have to compute the inverse of the oscillator. Numerical experiments are presented to demonstrate the approximation accuracy and the computational efficiency of the proposed methods. Numerical results show that the proposed methods outperform methods published most recently.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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