Computation of integrals with oscillatory and singular integrands

Abstract:

This paper is concerned with evaluation of integrals whose integrands are oscillatory and contain singularities at the endpoints of the interval of integration. A typical form is $G(\theta ) = \smallint _a^bw(x){e^{i\theta x}}f(x) dx$, where a and b can be finite or infinite, $\theta$ is a parameter which is usually large, $f(x)$ is analytic in the range of integration, and the singularities are encompassed in the weight function $w(x)$. We suppose that $f(x)$ can be expanded in series of polynomials which are orthogonal over the interval of integration with respect to $w(x)$. There are two such expansions for $f(x)$. One is an infinite series which follows from the usual orthogonality property. The other is a polynomial approximation plus a remainder. The relations between the coefficients in these representations are detailed and methods for the evaluation of these are analyzed. Error analyses are provided. A numerical example is given to illustrate the effectiveness of the schemes developed.