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. The method requires the accurate computation of modified moments. We first give a method for the derivation of the recurrence relation for the modified moments, which can be applied to the derivation of the recurrence relation for the modified moments corresponding to other type oscillatory integrals. By using 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 $ω$ for the proposed method. Numerical examples are provided to support the theoretical results and show the efficiency and accuracy of the method.
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）
The value of a highly oscillatory integral is typically determined asymptotically by the behaviour of the integrand near a small number of critical points. These include the endpoints of the integration domain and the so-called stationary points or saddle points -- roots of the derivative of the phase of the integrand -- where the integrand is locally non-oscillatory. Modern methods for highly oscillatory quadrature exhibit numerical issues when two such saddle points coalesce. On the other hand, integrals with coalescing saddle points are a classical topic in asymptotic analysis, where they g…
We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when the modified Hilbert transformation is used for the variational setting. This work provides the calculation of these matrices to machine precision for arbitrary polynomial degrees and non-uniform meshes. The proposed quadrature schemes are based on weakly singular integral representations of the modified Hilbert transformation. First, these weakly singular …
The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be readily obtained by applying the Laplace transform to a given equation. We seek to numerically approximate Caputo fractional integrals using a Taylor series expansion for convolution integrals. This naturally extends into being able to approximate convolution integrals for a wider class of convolution integral kernels $K(t-s)$. One of the main advantages un…
Adaptive Multi-Grade Deep Learning for Highly Oscillatory Fredholm Integral Equations of the Second Kind
School of Computer Science and Engineering, Sun Yat-sen University（中山大学计算机科学与工程学院）；Department of Mathematics and Statistics, Old Dominion University（老道明大学数学与统计系）
In this technical note, we explain how to construct Gaussian quadrature rules for efficiently and accurately computing integrals of S(x)f(x) where S(x) is the solar irradiance function tabulated in the ASTM standard and f(x) is an arbitary application-specific smooth function. This allows the integral to be computed accurately with a relatively small number of f(x) evaluations despite the fact that S(x) is non-smooth and wildly oscillatory. Julia software is provided to compute solar-weighted quadrature rules for an arbitrary bandwidth or number of points. We expect that this technique will be…
Filon-Clenshaw-Curtis rules are among rapid and accurate quadrature rules for computing highly oscillatory integrals. In the implementation of the Filon-Clenshaw-Curtis rules in the case when the oscillator function is not linear, its inverse should be evaluated at some points. In this paper, we solve this problem by introducing an approach based on the interpolation, which leads to a class of modifications of the original Filon-Clenshaw-Curtis rules. In the absence of stationary points, two kinds of modified Filon-Clenshaw-Curtis rules are introduced. For each kind, an error estimate is given…
In this paper we propose and analyze a general arbitrarily high-order modified trapezoidal rule for a class of weakly singular integrals of the forms $I = \int_{\mathbb{R}^n}ϕ(x)s(x)dx$ in $n$ dimensions, where $ϕ\in C_c^N(\mathbb{R}^n)$ for some sufficiently large $N$ and $s$ is the weakly singular kernel. The admissible class of weakly singular kernel requires $s$ satisfies dilation and symmetry properties and is large enough to contain functions of the form $\frac{P(x)}{|x|^r}$ where $r > 0$ and $P(x)$ is any monomials such that $\text{deg} P < r < \text{deg} P + n$. The modified trapezoida…
We present algorithms for computing weakly singular and near-singular integrals arising when solving the 3D Helmholtz equation with curved boundary elements. These are based on the computation of the preimage of the singularity in the reference element's space using Newton's method, singularity subtraction, the continuation approach, and transplanted Gauss quadrature. We demonstrate the accuracy of our method for quadratic basis functions and quadratic triangles with several numerical experiments, including the scattering by two half-spheres.
We study the efficient approximation of highly oscillatory integrals using Filon methods. A crucial step in the implementation of these methods is the accurate and fast computation of the Filon quadrature moments. In this work we demonstrate how recurrences can be constructed for a wide class of oscillatory kernel functions, based on the observation that many physically relevant kernel functions are in the null space of a linear differential operator whose action on the Filon interpolation basis is represented by a banded (infinite) matrix. We discuss in further detail the application to two c…
While fast multipole methods (FMMs) are in widespread use for the rapid evaluation of potential fields governed by the Laplace, Helmholtz, Maxwell or Stokes equations, their coupling to high-order quadratures for evaluating layer potentials is still an area of active research. In three dimensions, a number of issues need to be addressed, including the specification of the surface as the union of high-order patches, the incorporation of accurate quadrature rules for integrating singular or weakly singular Green's functions on such patches, and their coupling to the oct-tree data structures on w…
Singularity subtraction for linear weakly singular Fredholm integral equations of the second kind is generalized to nonlinear integral equations. Two approaches are presented: The Classical Approach discretizes the nonlinear problem, and uses some finite dimensional linearization process to solve numerically the discrete problem. Its convergence is proved under mild hypotheses on the nonlinearity and the quadrature rule of the singularity subtraction scheme. The New Approach is based on linearization of the problem in its infinite dimensional setting, and discretization of the sequence of line…
This paper considers efficient spectral solutions for weakly singular nonlocal diffusion equations with Dirichlet-type volume constraints. The equation we consider contains an integral operator that typically has a singularity at the midpoint of the integral domain, and the approximation of the integral operator is one of the essential difficulties in solving nonlocal equations. To overcome this problem, two-sided Jacobi spectral quadrature rules are proposed to develop a Jacobi spectral collocation method for nonlocal diffusion equations. A rigorous convergence analysis of the proposed method…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced computational complexity, we utilize the Fast Fourier Transform (FFT) on a uniform grid of size $N$ for approximating the convolution. To facilitate this and maintain the accuracy, we primarily rely on a periodic Fourier extension of the density with a suitably large period depending on the support of the density. The rate of convergence of the method increa…
The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels. The Gauss-type quadrature formula is used to approximate integrals during the discretisation of the proposed projection method. The estimate of accuracy of approximate solution is obtained. Stochastic arithmetics is also used based on the Contrôle et Estimation Stochastique des Arrondis de Calculs (CESTAC) method and the Control of Accuracy and Debugging for Numerical Applications (CADNA) library. Applying this approach it is possible to …
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis
School of Systems Information Science, Future University Hakodate（函馆未来大学系统信息科学学院）；Department of Economics, University of California San Diego（加州大学圣地亚哥分校经济学系）
