|
Quadrature methods for multivariate highly oscillatory integrals using derivatives
Author(s):
Arieh
Iserles;
Syvert
P.
Nørsett.
Journal:
Math. Comp.
75
(2006),
1233-1258.
MSC (2000):
Primary 65D32;
Secondary 41A60, 41A63
Posted:
March 8, 2006
Retrieve article in:
PDF
Abstract |
References |
Similar articles |
Additional information
Abstract:
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.
References:
-
- [DS03]
- I. Degani and J. Schiff, RCMS: Right correction Magnus series approach for integration of linear ordinary differential equations with highly oscillatory terms, Tech. report, Weizmann Institute of Science, 2003.
- [IN05a]
- A. Iserles and S. P. Nørsett, Efficient quadrature of highly oscillatory integrals using derivatives, Proc. Royal Soc. A 461 (2005), 1383-1399. MR 2147752
- [IN05b]
- -, On quadrature methods for highly oscillatory integrals and their implementation, BIT 44 (2005), 755-772.
- [Ise96]
- A. Iserles, A first course in the numerical analysis of differential equations, Cambridge University Press, Cambridge, 1996.MR 1384977 (97m:65003)
- [Ise02]
- -, Think globally, act locally: Solving highly-oscillatory ordinary differential equations, Appld Num. Anal. 43 (2002), 145-160.MR 1936107 (2003j:65066)
- [Ise04a]
- -, On the method of Neumann series for highly oscillatory equations, BIT 44 (2004), 473-488. MR 2106011 (2005g:65101)
- [Ise04b]
- -, On the numerical quadrature of highly-oscillating integrals I: Fourier transforms, IMA J. Num. Anal. 24 (2004), 365-391.MR 2068828 (2005d:65033)
- [Ise05]
- -, On the numerical quadrature of highly-oscillating integrals II: Irregular oscillators, IMA J. Num. Anal. 25 (2005), 25-44.MR 2110233 (2005i:65030)
- [Lev96]
- D. Levin, Fast integration of rapidly oscillatory functions, J. Comput. Appl. Maths 67 (1996), 95-101. MR 1388139 (97a:65029)
- [Mun91]
- J. R. Munkres, Analysis on Manifolds, Addison-Wesley, Reading, MA, 1991. MR 1079066 (92d:58001)
- [Olv74]
- F. W. J. Olver, Asymptotics and Special Functions, Academic Press, New York, 1974. MR 0435697 (55:8655)
- [Olv05]
- S. Olver, Moment-free numerical integration of highly oscillatory functions, Tech. Report NA2005/04, DAMTP, University of Cambridge, 2005.
- [Ste93]
- E. Stein, Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscillatory Integrals, Princeton University Press, Princeton, NJ, 1993. MR 1232192 (95c:42002)
- [STW90]
- A. H. Schatz, V. Thomee, and W. L. Wendland, Mathematical Theory of Finite and Boundary Elements Methods, Birkhauser, Boston, 1990.MR 1116555 (92f:65004)
Similar Articles:
Retrieve articles in Mathematics of Computation
with MSC
(2000):
65D32,
41A60, 41A63
Retrieve articles in all Journals with MSC
(2000):
65D32,
41A60, 41A63
Additional Information:
Arieh
Iserles
Affiliation:
Department of Applied Mathematics and Theoretical Physics, Centre for Mathematical Sciences, Wilberforce Road, Cambridge CB3 0WA, United Kingdom
Syvert
P.
Nørsett
Affiliation:
Department of Mathematical Sciences, Norwegian University of Science and Technology, N-7491 Trondheim, Norway
DOI:
10.1090/S0025-5718-06-01854-0
PII:
S 0025-5718(06)01854-0
Received by editor(s):
February 17, 2005
Received by editor(s) in revised form:
July 28, 2005
Posted:
March 8, 2006
Dedicated:
We dedicate this paper to the memory of Germund Dahlquist
Copyright of article:
Copyright
2006,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
|