Efficient computation of highly oscillatory integrals by using QTT tensor approximation

DOI10.1515/CMAM-2015-0033MaRDI QIDQ901421zbMATH OpenOpenAlexFDO

Authors Alexander Veit, Boris N. Khoromskij

Publication date 12 January 2016

Published in Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.5224

zbMATH Keywords

highly oscillatory integralsQTT tensor approximationquadraturetensor representation

Mathematics Subject Classification ID

Numerical integration (65D30) Computational methods for sparse matrices (65F50) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Abstract: We propose a new method for the efficient approximation of a class of highly oscillatory weighted integrals where the oscillatory function depends on the frequency parameter $omegageq0$, typically varying in a large interval. Our approach is based, for fixed but arbitrary oscillator, on the pre-computation and low-parametric approximation of certain $omega$-dependent prototype functions whose evaluation leads in a straightforward way to recover the target integral. The difficulty that arises is that these prototype functions consist of oscillatory integrals and are itself oscillatory which makes them both difficult to evaluate and to approximate. Here we use the quantized-tensor train (QTT) approximation method for functional $m$-vectors of logarithmic complexity in $m$ in combination with a cross-approximation scheme for TT tensors. This allows the accurate approximation and efficient storage of these functions in the wide range of grid and frequency parameters. Numerical examples illustrate the efficiency of the QTT-based numerical integration scheme on various examples in one and several spatial dimensions.

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(8)

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• Efficient representation and accurate evaluation of oscillatory integrals and functions
• Numerical tensor techniques for multidimensional convolution products
• Two-level QTT-Tucker format for optimized tensor calculus
• Tensor numerical methods for multidimensional PDEs: theoretical analysis and initial applications

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