Efficient Numerical Quadrature for Highly Oscillatory Integrals with Bessel Function Kernels

Authors

Type: Article
Publication Date: 2025-05-03
Citations: 0
DOI: https://doi.org/10.3390/math13091508

Abstract

In this paper, we investigate efficient numerical methods for highly oscillatory integrals with Bessel function kernels over finite and infinite domains. Initially, we decompose the two types of integrals into the sum of two integrals. For one of these integrals, we reformulate the Bessel function Jν(z) as a linear combination of the modified Bessel function of the second kind Kν(z), subsequently transforming it into a line integral over an infinite interval on the complex plane. This transformation allows for efficient approximation using the Cauchy residue theorem and appropriate Gaussian quadrature rules. For the other integral, we achieve efficient computation by integrating special functions with Gaussian quadrature rules. Furthermore, we conduct an error analysis of the proposed methods and validate their effectiveness through numerical experiments. The proposed methods are applicable for any real number ν and require only the first ⌊ν⌋ derivatives of f at 0, rendering them more efficient than existing methods that typically necessitate higher-order derivatives.

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This study focuses on the efficient and precise computation of Bessel transforms, defined as ∫abf(x)Jν(ωx)dx. Exploiting the integral representation of Jν(ωx), these Bessel transformations are reformulated into the oscillatory integrals … This study focuses on the efficient and precise computation of Bessel transforms, defined as ∫abf(x)Jν(ωx)dx. Exploiting the integral representation of Jν(ωx), these Bessel transformations are reformulated into the oscillatory integrals of Fourier-type. When a>0, these Fourier-type integrals are transformed through distinct complex integration paths for cases with b<+∞ and b=+∞. Subsequently, we approximate these integrals using the generalized Gauss–Laguerre rule and provide error estimates. This approach is further extended to situations where a=0 by partitioning the integral's interval into two separate subintervals. Several numerical experiments are provided to demonstrate the efficiency and accuracy of the proposed algorithms.
In this paper, we present an efficient numerical algorithm for approximating integrals involving highly oscillatory Bessel functions with Cauchy-type singularities. By employing the technique of complex line integration, the highly … In this paper, we present an efficient numerical algorithm for approximating integrals involving highly oscillatory Bessel functions with Cauchy-type singularities. By employing the technique of complex line integration, the highly oscillatory Bessel integrals are transformed into oscillatory integrals with a Fourier kernel. When the integration interval does not contain zeros, we use Cauchy's theorem to transform the integration path to the complex plane and then use the Gaussian–Laguerre formula to compute the integral. For cases in which the integration interval contains zeros, we decompose the integral into two parts: the ordinary and the singular integral. We give a stable recursive formula based on Chebyshev polynomials and Bessel functions for ordinary integrals. For singular integrals, we utilize the MeijerG function for efficient computation. Numerical examples verify the effectiveness of the new algorithm and the fast convergence.
In this work, our primary focus is on the numerical computation of highly oscillatory integrals involving the Airy function. Specifically, we address integrals of the form ∫0bxαf(x)Ai(−ωx)dx over a finite … In this work, our primary focus is on the numerical computation of highly oscillatory integrals involving the Airy function. Specifically, we address integrals of the form ∫0bxαf(x)Ai(−ωx)dx over a finite or semi-infinite interval, where the integrand exhibits rapid oscillations when ω≫1. The inherent high oscillation and algebraic singularity of the integrand make traditional quadrature rules impractical. In view of this, we strategically partition the interval into two segments: [0,1] and [1,b]. For integrals over the interval [0,1], we introduce a Filon-type method based on a two-point Taylor expansion. In contrast, for integrals over [1,b], we transform the Airy function into the first kind of Bessel function. By applying Cauchy’s integration theorem, the integral is then reformulated into several non-oscillatory and exponentially decaying integrals over [0,+∞), which can be accurately approximated by the generalized Gaussian quadrature rule. The proposed methods are accompanied by rigorous error analyses to establish their reliability. Finally, we present a series of numerical examples that not only validate the theoretical results but also showcase the accuracy and efficacy of the proposed method.
Lubich’s convolution quadrature rule provides efficient approximations to integrals with special kernels. Particularly, when it is applied to computing highly oscillatory integrals, numerical tests show it does not suffer from … Lubich’s convolution quadrature rule provides efficient approximations to integrals with special kernels. Particularly, when it is applied to computing highly oscillatory integrals, numerical tests show it does not suffer from fast oscillation. This paper is devoted to studying the convergence property of the convolution quadrature rule for highly oscillatory problems. With the help of operational calculus, the convergence rate of the convolution quadrature rule with respect to the frequency is derived. Furthermore, its application to highly oscillatory integral equations is also investigated. Numerical results are presented to verify the effectiveness of the convolution quadrature rule in solving highly oscillatory problems. It is found from theoretical and numerical results that the convolution quadrature rule for solving highly oscillatory problems is efficient and high-potential.
The numerical evaluation of integrals of the form \begin{align*} \int_a^b f(x) e^{ikg(x)}\,dx \end{align*} is an important problem in scientific computing with significant applications in many branches of applied mathematics, science … The numerical evaluation of integrals of the form \begin{align*} \int_a^b f(x) e^{ikg(x)}\,dx \end{align*} is an important problem in scientific computing with significant applications in many branches of applied mathematics, science and engineering. The numerical approximation of such integrals using classical quadratures can be prohibitively expensive at high oscillation frequency ($k \gg 1$) as the number of quadrature points needed for achieving a reasonable accuracy must grow proportionally to $k$. To address this significant computational challenge, starting with Filon in 1930, several specialized quadratures have been developed to compute such oscillatory integrals efficiently. A crucial element in such Filon-type quadrature is the accurate evaluation of certain moments which poses a significant challenge when non-linear phase functions $g$ are involved. In this paper, we propose an equispaced-grid Filon-type quadrature for computing such highly oscillatory integrals that utilizes a Fourier extension of the slowly varying envelope $f$. This strategy is primarily aimed at significantly simplifying the moment calculations, even when the phase function has stationary points. Moreover, the proposed approach can also handle certain integrable singularities in the integrand. We analyze the scheme to theoretically establish high-order convergence rates. We also include a wide variety of numerical experiments, including oscillatory integrals with algebraic and logarithmic singularities, to demonstrate the performance of the quadrature.
In this paper, we study the numerical methods for the highly oscillatory integral of the type ∫abf(x)(x−a)α(b−x)βeiωg(x)dx, where α>−1,β>−1, f is analytic in a sufficiently large complex region containing [a,b]. … In this paper, we study the numerical methods for the highly oscillatory integral of the type ∫abf(x)(x−a)α(b−x)βeiωg(x)dx, where α>−1,β>−1, f is analytic in a sufficiently large complex region containing [a,b]. Based on substituting the original interval of integration by the paths of steepest descent, the integral can be rewritten as a sum of several line integrals, which can be efficiently computed by Gaussian quadrature rules with different weight functions. Also, we apply this method to the implementation of discontinuous Galerkin method for Volterra integral equation with the Fourier kernel. Numerical examples are used to illustrate the efficiency and accuracy of the proposed methods.
In this paper, we present two fast and accurate numerical schemes for the approximation of highly oscillatory integrals with weak and Cauchy singularities. For analytical kernel functions, by using the … In this paper, we present two fast and accurate numerical schemes for the approximation of highly oscillatory integrals with weak and Cauchy singularities. For analytical kernel functions, by using the Cauchy theorem in complex analysis, we transform the integral into two line integrals in complex plane, which can be calculated by some proper Gauss quadrature rules. For general kernel functions, the non-oscillatory and nonsingular part of the integrand is replaced by a polynomial interpolation in Chebyshev points, and the integral is then evaluated by using recurrence relations. Furthermore, several numerical experiments are shown to verify the validity of such methods.
A number of mathematical and physical problems occur in the areas of electromagnetics and acoustic scattering simulations, which are of important theoretical values and have wide applications. High oscillation plays … A number of mathematical and physical problems occur in the areas of electromagnetics and acoustic scattering simulations, which are of important theoretical values and have wide applications. High oscillation plays a crucial role and represents formidable mathematical and computational challenge. Highly oscillatory differential equations and integral equations are two fundamental models for these problems, whose computations are difficult and of many challenging problems. From the view of reformulation by means of integral equations, this paper gives a survey on the new developments on highly oscillatory problems, particularly, the details on generalized Fourier transforms, Bessel transforms and Volterra integral equations with highly oscillatory kernels. These methods share that the higher the frequency the more accurate of the numerical solution, which provides a new way of solving these kinds of equations.
Computational mathematics relies heavily on numerical integration, which has many scientific and engineering-related applications. For functions with complicated derivatives in particular, traditional quadrature formulae, while effective, may need substantial processing … Computational mathematics relies heavily on numerical integration, which has many scientific and engineering-related applications. For functions with complicated derivatives in particular, traditional quadrature formulae, while effective, may need substantial processing resources. An innovative method for efficient quadrature formulae that use derivatives for better accuracy and less computing work is presented in this study. Rigid derivation guarantees mathematical correctness and practical usability of the presented approaches. To test how well these formulae hold up under different circumstances, we run them through a thorough error analysis. Research shows that new approaches are more efficient and accurate than traditional ones, making them a good fit for high-precision real-world applications. We go over some of the possible uses and constraints of these approaches, as well as some suggestions for where the field may go from here in terms of improving their use in various computational contexts.
We present an efficient numerical algorithm for approximating integrals with highly oscillatory Hankel kernels. First, using the integral expression of the Hankel function, the integral is transformed into the integral … We present an efficient numerical algorithm for approximating integrals with highly oscillatory Hankel kernels. First, using the integral expression of the Hankel function, the integral is transformed into the integral of the trigonometric kernel, and the singularities are separated. According to whether the integration interval contains zeros or not, the integrals are divided into two cases: singular highly oscillatory integrals and non-singular highly oscillatory integrals. For the non-singular case, the Clenshaw–Curtis–Filon rules (CCF) method is used for fast calculation. For the second case, by using the Cauchy integral theorem, the integral is transformed into an infinite integral, which can be calculated by generalized Gaussian–Laguerre rules. The efficiency and accuracy of the new method are verified by numerical examples.
In this paper, we introduce a new numerical scheme for approximation of highly oscillatory integrals having Bessel kernel. We transform the given integral to a special form having improper nonoscillatory … In this paper, we introduce a new numerical scheme for approximation of highly oscillatory integrals having Bessel kernel. We transform the given integral to a special form having improper nonoscillatory Laguerre type and proper oscillatory integrals with Fourier kernels. Integrals with Laguerre weights over [0, ∞) will be solved by Gauss-Laguerre quadrature and oscillatory integrals with Fourier kernel can be evaluated by meshless-Levin method. Some numerical examples are also discussed to check the efficiency of proposed method.
This study introduces a novel high-precision quadrature rule, achieved by using two lower-precision quadrature rules. The focus is on facilitating the approximate evaluation of integrals over line segments in the … This study introduces a novel high-precision quadrature rule, achieved by using two lower-precision quadrature rules. The focus is on facilitating the approximate evaluation of integrals over line segments in the complex plane, particularly for analytic functions. The versatility of the newly developed quadrature rule is demonstrated through its application to various mathematical scenarios. To assess the efficacy of the proposed quadrature rule, an asymptotic error estimate is provided. Numerical verification is then conducted to validate the accuracy and efficiency of the rule. The results from these numerical experiments highlight the superior precision of our quadrature rule when applied to the numerical integration of functions over complex line segments. This study significantly contributes to the advancement of numerical integration techniques, presenting a promising avenue for achieving heightened accuracy in the evaluation of integrals over complex domains, particularly in the context of analytic functions.
In this paper, we consider the Clenshaw-Curtis-Filon method for the highly oscillatory Bessel transform $\int_0^1x^\alpha (1-x)^\beta f(x) J_{\nu}(\omega x)dx$, where $f$ is a smooth function on $[0, 1]$, and $\nu\geq0.$ … In this paper, we consider the Clenshaw-Curtis-Filon method for the highly oscillatory Bessel transform $\int_0^1x^\alpha (1-x)^\beta f(x) J_{\nu}(\omega x)dx$, where $f$ is a smooth function on $[0, 1]$, and $\nu\geq0.$ The method is based on Fast Fourier Transform (FFT) and fast computation of the modified moments. We give a recurrence relation for the modified moments and present an efficient method for the evaluation of modified moments by using recurrence relation. Moreover, the corresponding error bound in inverse powers of $N$ for this method for the integral is presented. Numerical examples are provided to support our analysis and show the efficiency and accuracy of the method.