Quadrature methods for multivariate highly oscillatory integrals using derivatives

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.