performance comparison of numerical inversion methods for laplace and hankel integral transforms in engineering problems abstract different methods for the numerical evaluations of the inverse laplace and inverse of joint laplace hankel integral transforms are applied to solve a wide range of initial boundary value problems often arising in engineering and applied mathematics the aim of the paper is to present a performance comparison among different numerical methods when they are applied to transformed functions related to actual engineering problems found in the literature most of our selected test functions have been found in the solution of boundary value problems of applied mechanics such as those related to transient responses of isotropic and transversely isotropic half space to concentrated impulse or those related to viscoelastic wave motion in layered media these classes of test functions are frequently encountered in similar problems such as those in boundary element or boundary integral equations theoretical seismology soil structure interaction in time domain and so on therefore their behavior with different numerical inversion algorithms could make a useful guide to a precise choice of more suitable inversion method to be used in similar problems some different methods are also investigated in detail and compared for the inversion of the joint hankel laplace transforms where more sophisticated integrand functions are encountered it is shown that durbin crump d amore fixed talbot gaver whyn rho gwr and direct integration methods have excellent performance and produce good results when applied to the same problems on the contrary gaver stehfest and piessens methods furnish results not very reliable for almost all classes of transformed functions and they seem good only for simple transformed functions particularly the performance of gwr algorithm is very good even for transformed functions with infinite number of singularities where the other methods fail in addition in case of double integral transforms only the fixed talbot durbin and weeks methods are recommended

a parameter method for computing highly oscillatory integrals this paper presents a new efficient parameter method for integration of the highly oscillatory integral 0 1f x e i w g x dx with an irregular oscillator the effectiveness and accuracy are tested by means of numerical examples for the case where g x has stationary points

generalized factorial schur functions biorthogonal rational functions and the rii chain generalized factorial schur functions are introduced through a newton type interpolation they are applied to construct a class of biorthogonal rational functions and a special solution to its spectral transformation chain the rii chain a two parameter deformation of the schur type functions is also discussed

on the implementation of discontinuous galerkin methods for volterra integral equations with highly oscillatory bessel kernels in this paper we consider implementation of discontinuous galerkin methods for weakly singular volterra integral equations of first and second kinds with highly oscillatory bessel kernels which cost the same operations independent of large values of frequencies preliminary numerical results show that the proposed method is efficient for verifying accuracy of approximate solutions

determinant structure of non autonomous toda type integrable systems the integrable chain of rii type by spiridonov zhedanov is studied by using the bilinear method bilinear equations of the system are derived by applying appropriate dependent variable transformations a particular solution on a semi infinite lattice is explicitly given in terms of the casorati type determinants it is shown that the rii chain and the toda type integrable systems are connected by backlund transformations

parareal multiscale methods for highly oscillatory dynamical systems we introduce a new strategy for coupling the parallel in time parareal iterative methodology with multiscale integrators following the parareal framework the algorithm computes a low cost approximation of all slow variables in the system using an appropriate multiscale integrator which is refined using parallel fine scale integrations convergence is obtained using an alignment algorithm for fast phase like variables the method may be used either to enhance the accuracy and range of applicability of the multiscale method in approximating only the slow variables or to resolve all the state variables the numerical scheme does not require that the system is split into slow and fast coordinates moreover the dynamics may involve hidden slow variables for example due to resonances we propose an alignment algorithm for almost periodic solutions in which case convergence of the parareal iterations is proved the applicability of the method is demonstrated in numerical examples

galerkinlevin method for highly oscillatory integrals in this paper a new method namely galerkinlevin method is proposed to investigate the highly oscillatory integrals indeed we construct an algorithm based on the levin and galerkin methods using the levin method the given integral is transformed into a certain ordinary differential equation then a galerkin method is applied for solving the obtained ode the efficiency of the approach will be shown by applying the procedure on some prototype examples a new algorithm for solving the highly oscillatory integrals is proposed using the levin method a given integral is transformed into a certain ode error and convergence analysis of the proposed algorithm is performed

a method for computing bessel function integrals abstract a method for numerical calculation of integrals containing bessel functions of integer or integer plus one half order is described the calculation involves first a one dimensional fourier sine or cosine transform followed by evaluation of the coefficient of the chebyshev series of the fourier transformed function in the case of the bessel function and evaluation of the legendre expansion coefficient in the case of the spherical bessel function a generalization of the method for the computation of an integral involving the bessel function of arbitrary real order v is presented as well

an efficient method for evaluating the integral of a class of highly oscillatory functions highly oscillatory integrals require special techniques for their effective evaluation various studies have been conducted to find computational methods for evaluating such integrals in this paper we present an efficient numerical method to evaluate a class of generalised fourier integrals on a line or a square with integrands of the form f x e i k g x under the assumption that in the domain of integration both f and g are sufficiently smooth and that g does not have any stationary critical points numerical analysis and results are given to illustrate the effectiveness of our method for computing generalised fourier integrals

procedures for computing one and two dimensional integrals of functions with rapid irregular oscillations a collocation procedure for efficient integration of rapidly oscillatory functions is presented the integration problem is transformed into a certain o d e problem and this is solved by a collocation technique the method is also extended to two dimensional integration and some numerical results are appended showing the efficiency of the method in handling difficult cases of rapid irregular oscillations 1 the procedure for one dimensional integrals we consider integrals of the form a 1 1 1 f x e iq x dx where f is smooth and nonoscillatory and iq x i b a 1 two practical methods for evaluating rapidly oscillatory integrals are described in 1 the use of approximation as in filon s method 3 4 and the speedup method of longman 5 formally both methods are applicable to any integral of the form 1 1 but their best performance is for the case of a constant frequency q w in this note we present an efficient method which is applicable for cases of varying frequency q using only a small number of values of f and q in a b and the values q a and q b the proposed method follows the spirit of filon s method it is based upon the fact that if f were of the form 1 2 f x iq x p x p x l l1p x a x b then the integral could be evaluated directly as 1 3 j b iq x p x pt x eiq x dx f d p x eiq x dx b e qbp a eiqa equation 1 2 can be considered as a differential equation for p x and any solution of this equation can be used in 1 3 for evaluating i the general solution of this equation is 1 4 p x e iq x f t eiq t dt cj received march 24 1981 revised july 29 1981 1980 mathematics subject classification primary 65d30 secondary 65d32 1982 american mathematical society 0025 5718 8 1 ooo 0 1 23 03 25 531 this content downloaded from 157 55 39 104 on sun 19 jun 2016 06 36 01 utc all use subject to http about jstor org terms

fast computation of a class of highly oscillatory integrals in this paper the problem of numerical evaluation of a class of highly oscillatory integrals a b f x x a b x k 1 n x k k e i x dx where 1 k 1 a k b and 1 has been discussed based on analytic continuation the integrals are transformed into the problems of integrating the forms on 0 with the integrand does not oscillate and decays exponentially fast which can be efficiently computed by using general gauss laguerre quadrature rule theoretical results and numerical experiments perform that the method is very efficient in obtaining very high precision approximations if is sufficiently large

fast integration of rapidly oscillatory functions a collocation method for approximating integrals of rapidly oscillatory functions is presented the method is efficient for integrals involving bessel functions jv rx with large oscillation parameter r as well as for many other one and multi dimensional integrals of functions with rapid irregular oscillations

on the evaluation of bessel transformations with the oscillators via asymptotic series of whittaker functions in this paper we are concerned with numerical evaluation of bessel transformations with the oscillators first we rewrite the integrals by whittaker functions then based on the asymptotic series of whittaker functions the integrals are transformed into the problems involving the complex exponential functions which can be efficiently computed by using the complex integration method at the same time we obtain the entirely different asymptotic expansions from the references in particular the asymptotic expansions can be denoted by the incomplete gamma function the error analysis shows that the decay of the error drastically improves as the frequency grows the effectiveness and accuracy of the methods are tested for large arguments of bessel functions

asymptotic expansions of bessel anger and weber transformations in this paper we explore higher order numerical quadrature for the integrations of systems containing bessel anger and weber functions the method is constructed by finding the approximate solution of the differential equation and truncating the asymptotic series numerical examples based on theoretical results are presented to demonstrate the efficiency of the method

asymptotic expansions and fast computation of oscillatory hilbert transforms in this paper we study the asymptotics and fast computation of the one sided oscillatory hilbert transforms of the form begin aligned h f t e i omega t x int nolimits 0 infty e i omega t frac f t t x dt quad omega 0 quad x ge 0 end aligned where the bar indicates the cauchy principal value and f is a real valued function with analytic continuation in the first quadrant except possibly a branch point of algebraic type at the origin when x 0 the integral is interpreted as a hadamard finite part integral provided it is divergent asymptotic expansions in inverse powers of omega are derived for each fixed x ge 0 which clarify the large omega behavior of this transform we then present efficient and affordable approaches for numerical evaluation of such oscillatory transforms depending on the position of x we classify our discussion into three regimes namely x mathcal o 1 or x gg 1 0 x ll 1 and x 0 numerical experiments show that the convergence of the proposed methods greatly improve when the frequency omega increases some extensions to oscillatory hilbert transforms with bessel oscillators are briefly discussed as well

method for numerical integration of rapidly oscillating functions in diffraction theory the quadrature of general highly oscillatory integrals is a relatively complicated computational problem that occurs in a wide range of practical applications e g in physics chemistry and image analysis it is often necessary to use a high number of nodal points with classical quadrature formulas in order to achieve a required accuracy of numerical integration of rapidly oscillating functions however an increase in integration points leads to a larger computational time our work describes and analyses a method for numerical integration of rapidly oscillating functions which enables to obtain the required accuracy with a smaller number of nodal points than classical integration rules and with a relatively simple integration formula the proposed method is generally suitable for integration of rapidly oscillating functions in various applications the method is demonstrated in examples of calculation of the diffraction integral in optics where the integrand is often a rapidly oscillatory function the results can be readily adapted to similar problems from other fields copyright 2009 john wiley sons ltd

global convergence properties of some iterative methods for linear complementarity problems the subject of this work is a class of iterative methods for solving the linear complementarily problem lcp these methods are based on a reformulation of the lcp consisting of a usually differentiable system of nonlinear equations to which newton s method is applied thus the algorithms are locally q quadratically convergent furthermore global convergence results for these methods are proved for lcps associated with r 0 nondegenerate and p matrices finally some promising numerical results are reported for both constructed and randomly generated problems

laplace transforms for approximation of highly oscillatory volterra integral equations of the first kind abstract this paper focuses on laplace and inverse laplace transforms for approximation of volterra integral equations of the first kind with highly oscillatory bessel kernels where the explicit formulae for the solution of the first kind integral equations are derived from which the integral equations can also be efficiently calculated by the clenshaw curtis filon type methods furthermore by applying the asymptotics of the solution some simpler formulas for approximating the solution for large values of the parameters are deduced preliminary numerical results are presented based on the approximate formulae and the explicit formulae which are compared with the convolution quadrature and numerical inverse laplace transform methods all these methods share that the costs the same independent of large values of frequencies

algorithm for the computation of bessel function integrals abstract a fortran subroutine is given for the computation of integrals of the form c 0 f x j v x d x where v 0 1 10

on van der corput type lemmas for bessel and airy transforms and applications abstract this paper presents van der corput type lemmas for bessel and airy transforms with shifted jacobi weight functions these results on the asymptotic orders of the highly oscillatory integrals on the frequency are optimal furthermore from these estimates the convergence rates on filon type methods are easily derived

computation of oscillatory integrals with an exponential kernel and jacobi type singularities abstract in this communication two rules are considered for computing oscillatory integrals with an exponential kernel and jacobi type singularities an asymptotic rule is presented with the aid of integration by parts an asymptotic filon type quadrature rule is constructed on the basis of a two point taylor interpolation polynomial error analysis on the proposed rules in inverse powers of large frequency is provided numerical examples are provided to illustrate that the two rules are very efficient in obtaining very high precision approximations if is sufficiently large

letter to the editor on the filon and levin methods for highly oscillatory integral this paper shows that for any suitably smooth function f x and arbitrarily selected interpolation nodes c1 c2 cv in a b the filon method and the levin method for with the polynomial interpolation approach are identical when g x is a linear function based on this result a new efficient levin quadrature for is presented

dsf chain for biorthogonal polynomials and its application to matrix eigenvalue problems abstract a discrete time integrable system called the dsf chain is derived from the compatibility condition of spectral equations for biorthogonal polynomials associated with the discrete schur flow the dsf algorithm for computing eigenvalues of a type of matrix eigenvalue problem is designed a discrete analogue of the miura transformation between the discrete schur flow and the qd algorithm is constructed two special solutions to the dsf chain related to q special functions are presented

on the quadrature of multivariate highly oscillatory integrals over non polytope domains in this paper we present a levin type method for approximating multivariate highly oscillatory integrals subject to a non resonance condition unlike existing methods we do not require the knowledge of moments which enables us to derive an approximation when the oscillator is complicated and when the domain is neither a simplex nor a polytope the accuracy of this method improves as the frequency of oscillations increases a special case of this method has the property that the asymptotic order increases with each additional sample point

a generalized eigenvalue algorithm for tridiagonal matrix pencils based on a nonautonomous discrete integrable system abstract a generalized eigenvalue algorithm for a certain class of tridiagonal matrix pencils is presented the algorithm appears as the time evolution equation of a nonautonomous discrete integrable system associated with a polynomial sequence which has some orthogonality on the support set of the zeros of the characteristic polynomial for a tridiagonal matrix pencil the convergence of the algorithm is discussed by using the solution to the initial value problem for the corresponding discrete integrable system

on the implementation of the asymptotic filon type method for infinite integrals with oscillatory bessel kernels in this paper we consider the implementation of the asymptotic filon type method for the semi infinite highly oscillatory bessel integrals of the form 1 f x c v wx dx where c v wx denotes bessel function j v wx of the first kind y v wx of the second kind h v 1 wx and h v 2 wx of the third kind and modified bessel function k v wx of the second kind respectively f is a smooth function on 1 lim x f k x 0 k 0 1 2 and w is large by approximating f by a linear combination of negative integer powers so that the moments can be expressed by some special functions we complete the implementation of the method furthermore we give the error analysis of the method for computing the integrals the method is very efficient in obtaining very high precision approximations if w is sufficiently large numerical examples are provided to confirm our analysis

convergence analysis of some algorithms for solving nonsmooth equations this paper presents convergence analysis of some algorithms for solving systems of nonlinear equations defined by locally lipschitzian functions for the directional derivative based and the generalized jacobian based newton methods both the iterates and the corresponding function values are locally superlinearly convergent globally a limiting point of the iterate sequence generated by the damped directional derivative based newton method is a zero of the system if and only if the iterate sequence converges to this point and the stepsize eventually becomes one provided that the system is strongly bd regular and semismooth at this point in this case the convergence is superlinear a general attraction theorem is presented which can be applied to two algorithms proposed by han pang and rangaraj a hybrid method which is both globally convergent in the sense of finding a stationary point of the norm function of the system and locally quadratically convergent is also presented

numerical solutions to volterra integral equations of the second kind with oscillatory trigonometric kernels this paper explores quadrature methods for weakly singular volterra integral equation of the second kind with highly oscillatory trigonometric kernels and presents piecewise constant and linear collocation methods for approximation of the solution the evaluation of the highly oscillatory kernels of integral equation will give rise to the computation of oscillatory integrals which can be done by using efficient filon type methods moreover by using asymptotic analysis of the solution the convergence rates for piecewise constant and linear collocation methods which show the higher the frequency the more accurate the numerical results the effectiveness and accuracy of the proposed method are tested by numerical examples

determinant structure of ri type discrete integrable system a determinant structure of the ri type discrete integrable system by vinet zhedanov on a semi infinite lattice is studied using the bilinear method bilinear equations of the ri type discrete integrable system are derived by applying appropriate dependent variable transformations it is shown that a particular solution for the bilinear equations on a semi infinite lattice is given in terms of casorati type determinants it is also discussed how the ri type discrete integrable system relates to the discrete relativistic toda lattice

analysis of a collocation method for integrating rapidly oscillatory functions a collocation method for approximating integrals of rapidly oscillatory functions is analyzed the method is efficient for integrals involving bessel functions j rx with a large oscillation frequency parameter r as well as for many other one and multi dimensional integrals of functions with rapid irregular oscillations the analysis provides a convergence rate and it shows that the relative error of the method is even decreasing as the frequency of the oscillations increases ko words oscillatory integrals collocation analysis

efficient evaluation of oscillatory bessel hilbert transforms in this paper we study the asymptotics and evaluation of the oscillatory bessel hilbert transform 0 f x email protected n wx dx with 0 t the singularity of the hilbert transform is transferred to an individual oscillatory integral independent of f x for this singular integral we present two methods one is the combination of a filon type method and a complex integration method the other is the combination of a filon type method and an adaptive clenshaw curtis quadrature the remaining integral which is nonsingular can be well calculated with a combination of a filon type method and a gauss laguerre quadrature the efficiency and accuracy of the proposed methods are illustrated by numerical examples

the linear kdv equation with an interface the interface problem for the linear korteweg de vries kdv equation in one dimensional piecewise homogeneous domains is examined by constructing an explicit solution in each domain the location of the interface is known and a number of compatibility conditions at the boundary are imposed we provide an explicit characterization of sufficient interface conditions for the construction of a solution using fokas s unified transform method the problem and the method considered here extend that of earlier papers to problems with more than two spatial derivatives

a sparse discretization for integral equation formulations of high frequency scattering problems we consider two dimensional scattering problems formulated as an integral equation defined on the boundary of the scattering obstacle the oscillatory nature of high frequency scattering problems necessitates a large number of unknowns in classical boundary element methods in addition the corresponding discretization matrix of the integral equation is dense we formulate a boundary element method with basis functions that incorporate the asymptotic behavior of the solution at high frequencies the method exhibits the effectiveness of asymptotic methods at high frequencies with only few unknowns but retains accuracy for lower frequencies new in our approach is that we combine this hybrid method with very effective quadrature rules for oscillatory integrals as a result we obtain a sparse discretization matrix for the oscillatory problem moreover numerical experiments indicate that the accuracy of the solution actually increases with increasing frequency the sparse discretization applies to problems where the phase of the solution can be predicted a priori for example in the case of smooth and convex scatterers

spectral transformation chains and some new biorthogonal rational functions a discrete time chain associated with the generalized eigenvalue problem for two jacobi matrices is derived various discrete and continuous symmetries of this integrable equation are revealed a class of its rational elementary and elliptic functions solutions appearing from a similarity reduction are constructed the latter lead to large families of biorthogonal rational functions based upon the very well poised balanced hypergeometric series of three types the standard hypergeometric series 9 f 8 basic series 10 9 and its elliptic analogue 10 e 9 for an important subclass of the elliptic biorthogonal rational functions the weight function and normalization constants are determined explicitly

casorati determinant solution for the relativistic toda lattice equation the relativistic toda lattice equation is decomposed into three toda systems the toda lattice itself backlund transformation of toda lattice and discrete time toda lattice it is shown that the solutions of the equation are given in terms of the casorati determinant by using the casoratian technique the bilinear equations of toda systems are reduced to the laplace expansion form for determinants the n soliton solution is explicitly constructed in the form of the casorati determinant

a τ function on the inhomogeneous lattice and the classical isotropic heisenberg spin chain a function on the inhomogeneous lattice is introduced by a deformation of that of the toda lattice hierarchy an associated discrete time integrable system is constructed in sato and lax formalisms it is shown that a one dimensional reduction of the system gives a backlund transformation of the classical isotropic heisenberg spin chain which is equivalent to the rii chain proposed by spiridonov and zhedanov

a discrete time relativistic toda lattice for each of the two simplest hamiltonian flows from the relativistic toda hierarchy we introduce two integrable symplectic discretizations all four discrete time systems are demonstrated to belong to the same hierarchy and to exemplify the general scheme for symplectic maps on groups equipped with quadratic poisson brackets the initial value problem for the difference equations is solved in terms of a factorization problem in a group interpolating hamiltonian flows are found for all maps

numerical approximations for highly oscillatory bessel transforms and applications abstract this paper presents an efficient numerical method for approximating highly oscillatory bessel transforms based on analytic continuation we transform the integrals into the problems of integrating the forms on 0 with the integrand that does not oscillate and decays exponentially fast which can be efficiently computed by using gauss laguerre quadrature rule we then derive the error of the method depending on the frequency and the node number moreover we apply the scheme for studying the approximations of the solutions of two kinds of highly oscillatory integral equations preliminary numerical results show the efficiency and accuracy of numerical approximations

choice of specific interpolation points in quadrature formula for fast oscillating integrals integrals containing trigonometric functions with non linear argument having a large multiplier are treated with the help of a specific choice of interpolation points this allows excluding the contribution of internal points of interpolation and determining upper and low bounds of the considered integral

a derivative free method for solving box constrained underdetermined nonlinear systems of equations abstract a derivative free iterative method for solving bound constrained underdetermined nonlinear systems is presented the procedure consists of a quasi newton method that uses the broyden update formula and a globalized line search that combines the strategy of grippo lampariello and lucidi with the li and fukushima one global convergence results are proved and numerical experiments are presented

global parametric solutions of scalar transport passive scalar transport involves complex interactions between advection and diffusion where the global transport rate depends upon scalar diffusivity and the values of the possibly large set of parameters controlling the advective flow although computation of a single solution of the advection diffusion equation ade is simple in general it is prohibitively expensive to compute the parametric variation of solutions over the full parameter space q even though this is crucial for e g optimization parameter estimation and elucidating the global structure of transport by decomposing the flows within q so as to exploit symmetries we derive a spectral method that solves the ade over q three orders of magnitude faster than other methods of similar accuracy solutions are expressed in terms of the exponentially decaying natural periodic patterns of the ade sometimes called strange eigenmodes we apply the method to the experimentally realisable rotated arc mixer chaotic flow both to establish numerical properties and to calculate the fine scale structure of the global solution space for transport in this chaotic flow over 10 5 solutions within q are resolved and spatial pattern locking a symmetry breaking transition to disordered spatial patterns and fractally distributed optima in transport rate are observed the method exhibits exponential convergence and efficiency increases with resolution of q

on numerical computation of integrals with integrands of the form f x sin w xr on 0 1 with existing numerical integration methods and algorithms it is difficult in general to obtain accurate approximations to integrals of the form 0 1f x sin wx r dxor 0 1f x cos wx r dx r 0 where f is a sufficiently smooth function on 0 1 gautschi has developed software as scripts in matlab for computing these integrals for the special case r w 1 in this paper an algorithm as a mathematica program is developed for computing these integrals to arbitrary precision for any given values of the parameters in a certain range numerical examples are given of testing the performance of the algorithm program

efficient numerical methods for bessel type of oscillatory integrals in this paper new quadrature rules are proposed for numerical evaluation of highly oscillatory integrals containing first kind of bessel functions j x meshless procedure with uniform and scattered nodes is used to cope with frequent irregular oscillations caused by bessel and bessel trigonometric functions in addition multi resolution quadrature rules based on hybrid functions and haar wavelets are used as supporting tools to handle the case of singularity of the meshless collocation method error bounds of the proposed methods are calculated and numerically verified by solving some benchmark test problems

a chebyshev collocation method for a class of fredholm integral equations with highly oscillatory kernels based on the filon clenshaw curtis method for highly oscillatory integrals and together with the sommariva s result sommariva 2013 for clenshaw curtis quadrature rule we present a chebyshev collocation method for a class of fredholm integral equations with highly oscillatory kernels whose unknown function is assumed to be less oscillatory than the kernel in the proposed method the filon clenshaw curtis method is used to compute the involved oscillatory integrals which makes the proposed method very precise by solving only a small system of linear equations we can obtain a very satisfactory numerical solution the performance of the presented method is illustrated by several numerical examples compared with the method proposed by li et al 2012 this method enjoys a lower computational complexity furthermore numerical examples show that the presented method has a competitive advantage on the accuracy compared with the method in li et al 2012

on the evaluation of highly oscillatory integrals by analytic continuation we consider the integration of one dimensional highly oscillatory functions based on analytic continuation rapidly converging quadrature rules are derived for a general class of oscillatory integrals with an analytic integrand the accuracy of the quadrature increases both for the case of a fixed number of points and increasing frequency and for the case of an increasing number of points and fixed frequency these results are then used to obtain quadrature rules for more general oscillatory integrals i e for functions that exhibit some smoothness but that are not analytic the approach described in this paper is related to the steepest descent method but it does not employ asymptotic expansions it can be used for small or moderate frequencies as well as for very high frequencies the approach is compared with the oscillatory integration techniques recently developed by iserles and norsett

efficient quadrature of highly oscillatory integrals with algebraic singularities in this paper we are concerned with the numerical evaluation of a class of highly oscillatory integrals containing algebraic singularities first we expand such integrals derived by two transformations t x b b 0 t 21 z email protected email protected 1 into asymptotic series in inverse powers of the frequency w then based the asymptotic series two methods are presented one is the filon type method the other is the clenshaw curtis filon type method which is based on a special hermite interpolation polynomial in the clenshaw curtis points and can be evaluated efficiently in o nlogn operations where n 1 is the number of clenshaw curtis points in the interval of integration some error and convergence analysis and robust numerical examples are used to demonstrate the accuracy and effectiveness of the proposed approaches for approximating the class of highly oscillatory singular integrals

on graded meshes for weakly singular volterra integral equations with oscillatory trigonometric kernels we compare the collocation methods on graded meshes with that on uniform meshes for the solution of the weakly singular volterra integral equation of the second kind with oscillatory trigonometric kernels due to in general unbounded derivatives at the left endpoint of the interval of integration we should approximate the solution of the integral equation by collocation methods on graded meshes however we show that this non smooth behavior of the solution has little effect on the approximate solution when the kernels of integral equation are highly oscillatory numerical examples are given to confirm the proposed results

efficient quadrature of highly oscillatory integrals using derivatives in this paper we explore quadrature methods for highly oscillatory integrals generalizing the method of stationary phase we expand such integrals into asymptotic series in inverse powers of the frequency the outcome is two families of methods one based on a truncation of the asymptotic series and the other extending an approach implicit in the work of filon filon 1928 proc r soc edinb 49 38 47 1 both kinds of methods approximate the integral as a linear combination of function values and derivatives with coefficients that may depend on frequency we determine asymptotic properties of these methods proving perhaps counterintuitively that their performance drastically improves as frequency grows the paper is accompanied by numerical results that demonstrate the potential of this set of ideas 1 ref 4

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 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

integrable discrete time chains for the frobenius stickelberger thiele polynomials the notion of frobenius stickelberger thiele fst polynomials is introduced spectral transformations for these polynomials analogous to the christoffel and geronimus transformations for orthogonal polynomials are constructed they yield an integrable discrete time chain the fst chain related to the generalized e algorithm relations of the fst polynomials to the pade interpolation problem and to general and symmetric biorthogonal rational functions are considered in detail

computation of integrals with oscillatory and singular integrands using chebyshev expansions we present a general method for computing oscillatory integrals of the form 1 1f x g x e i w xdx where f is sufficiently smooth on 1 1 w is a positive parameter and g is a product of singular factors of algebraic or logarithmic type based on a chebyshev expansion of f and the properties of chebyshev polynomials the proposed method for such integrals is constructed with the help of the expansion of the oscillatory factor e i w x furthermore due to numerically stable recurrence relations for the modified moments the devised scheme can be employed to compute oscillatory integrals with algebraic or logarithmic singularities at the end or interior points of the interval of integration numerical examples are provided to confirm our analysis

a globally and superlinearly convergent smoothing broyden like method for solving nonlinear complementarity problem abstract the nonlinear complementarity problem denoted by ncp f has attracted much attention due to its various applications in economics engineering and management science in this paper we propose a smoothing broyden like method for solving nonlinear complementarity problem the algorithm considered here is based on the smooth approximation fischer burmeister function and makes use of the derivative free line search rule of li in d h li m fukushima a derivative free line search and global convergence of broyden like method for nonlinear equations optim meth software 13 3 2000 181 201 we show that under suitable conditions the iterates generated by the proposed method converge to a solution of the nonlinear complementarity problem globally and superlinearly

a nonsmooth version of newton s method newton s method for solving a nonlinear equation of several variables is extended to a nonsmooth case by using the generalized jacobian instead of the derivative this extension includes the b derivative version of newton s method as a special case convergence theorems are proved under the condition of semismoothness it is shown that the gradient function of the augmented lagrangian forc2 nonlinear programming is semismooth thus the extended newton s method can be used in the augmented lagrangian method for solving nonlinear programs

a unified framework for asymptotic analysis and computation of finite hankel transform abstract in this paper we present a unified framework for asymptotic analysis of the finite hankel transform this framework enables us to derive asymptotic expansions of the transform including the cases where the oscillator has zeros and stationary points as a consequence two efficient and affordable methods for computing the transform numerically are discussed and a detailed analysis of their asymptotic error estimate is carried out numerical examples are provided to confirm our analysis

optimal by order quadrature formulae for fast oscillatory functions with inaccurately given a priori information abstract in this article the authors construct optimal by order quadrature formulae for integration of fast oscillatory functions in interpolational classes c 1 l n 1 and c 1 l n e 1 the construction of efficient formulae for numerical integration of fast oscillatory functions is based on the application of the residual method and the method of quasi solutions both cases weak and strong oscillations are considered results of numerical examples are presented

quadrature methods for multivariate highly oscillatory integrals using derivatives while there exist effective methods for univariate highly oscillatory quadrature this is not the case in a multivariate setting in this paper we embark on a project extending univariate theory to more variables inter alia we demonstrate that in the absence of critical points and subject to a nonresonance condition an integral over a simplex can be expanded asymptotically using only function values and derivatives at the vertices a direct counterpart of the univariate case this provides a convenient avenue towards the generalization of asymptotic and filon type methods as formerly introduced by the authors in a single dimension to simplices and more generally to polytopes the nonresonance condition is bound to be violated once the boundary of the domain of integration is smooth in effect its violation is equivalent to the presence of stationary points in a single dimension we further explore this issue and propose a technique that often can be used in this situation yet much remains to be done to understand more comprehensively the influence of resonance on the asymptotics of highly oscillatory integrals

relativistic toda systems we present and study poincare invariant generalizations of the galilei invariant toda systems the classical nonperiodic systems are solved by means of an explicit action angle transformation

fast computation of seabed spherical wave reflection coefficients in geoacoustic inversion this paper develops a fast numerical approach to computing spherical wave reflection coefficients swrcs for layered seabeds which provides substantial savings in computation time when used as the forward model for geoacoustic inversion of broadband seabed reflectivity data the approach exploits the sommerfeld integral representation of swrcs as the hankel transform of a function proportional to the plane wave reflection coefficient pwrc and applies levin integration to the rapidly oscillating integrand cast as the product of a pre computed media independent matrix and a vector involving pwrcs at a sparse sampling of integration angles compared to conventional simpson s rule integration for computation of the swrc the levin integration yields speed up factors of an order of magnitude or more further it results in reduced memory requirements for storage of pre computed quantities a desirable property when a graphics processing unit gpu is used for parallel computation of swrcs the paper applies trans dimensional bayesian inversion to investigate the impact of forward modeling in terms of pwrcs and swrcs on the estimation of geoacoustic parameters and uncertainties model comparisons are quantified in simulated and measured data inversions by comparing the estimated geoacoustic parameters to the true parameters or core measurements respectively and by calculating the deviance information criterion for model selection

approximation of highly oscillatory integrals containing special functions abstract a modified form of levin s method based on multi quadric radial basis function is presented for numerical evaluation of integrals having squared oscillatory bessel function of the first kind of order and oscillatory airy function the method converts the oscillatory integrals into a system of coupled ordinary differential equations odes and subsequently numerical solution of the coupled odes is obtained by meshless collocation procedure a multi resolution quadrature is used to tackle singularity of the proposed method theoretical error analysis of the proposed methods is performed in asymptotic sense numerical test problems are included to verify accuracy and efficiency of the new methods in the context of oscillatory airy and bessel integrals

on the numerical approximation for fourier type highly oscillatory integrals with gauss type quadrature rules in this paper we present an improved numerical steepest descent method for the approximation of fourier type highly oscillatory integrals based on the previous numerical steepest descent method the new method used the integrand information at endpoints and stationary points the asymptotic order is given that is improved both for the case of stationary points and stationary points free several numerical examples are presented which show the high efficiency of the proposed method numerical results support our theoretical analyses