QUADRATURE METHODS FOR HIGHLY OSCILLATORY SINGULAR INTEGRALS

• 来源期刊: 计算数学（英文版）
• 年，卷（期）: 2021,（2）
• 页码范围: 227-260
• 页数: 34页
• 语种: 英文
• DOI: 10.4208/jcm.1911-m2019-0044

摘要

We address the evaluation of highly oscillatory integrals,with power-law and logarith-mic singularities.Such problems arise in numerical methods in engineering.Notably,the evaluation of oscillatory integrals dominates the run-time for wave-enriched boundary in-tegral formulations for wave scattering,and many of these exhibit singularities.We show that the asymptotic behaviour of the integral depends on the integrand and its deriva-tives at the singular point of the integrand,the stationary points and the endpoints of the integral.A truncated asymptotic expansion achieves an error that decays faster for in-creasing frequency.Based on the asymptotic analysis,a Filon-type method is constructed to approximate the integral.Unlike an asymptotic expansion,the Filon method achieves high accuracy for both small and large frequency.Complex-valued quadrature involves interpolation at the zeros of polynomials orthogonal to a complex weight function.Nu-merical results indicate that the complex-valued Gaussian quadrature achieves the highest accuracy when the three methods are compared.However,while it achieves higher accu-racy for the same number of function evaluations,it requires significant additional cost of computation of orthogonal polynomials and their zeros.