Fast computation of singular oscillatory Fourier transforms
Summary: We consider the problem of the numerical evaluation of singular oscillatory Fourier transforms \( \int_a^b \left(x - a\right)^\alpha \left(b - x\right)^\beta f(x) e^{i \omega x} d x\), where \(\alpha > - 1\) and \(\beta > - 1\). Based on substituting the original interval of integration by the paths of steepest descent, if \(f\) is analytic in the complex region \(G\) containing \([a,b]\), the computation of integrals can be transformed into the problems of integrating two integrals on \([0, \infty)\) with the integrand that does not oscillate and decays exponentially fast, which can be efficiently computed by using the generalized Gauss Laguerre quadrature rule. The efficiency and the validity of the method are demonstrated by both numerical experiments and theoretical results. More importantly, the presented method in this paper is also a great improvement of a Filon-type method and a Clenshaw-Curtis-Filon-type method shown in [the first author and \textit{S. Xiang}, Appl. Math. Comput. 218, No. 7, 3553--3564 (2011; Zbl 1246.65045)] and the Chebyshev expansions method proposed in [the first author et al., J. Comput. Appl. Math. 242, 141--156 (2013; Zbl 1255.65073)], for computing the above integrals.
- The numerical evaluation of a class of singular, oscillatory integrals
- Efficient methods for highly oscillatory integrals with weak and Cauchy singularities
- The steepest descent method for Fourier integrals involving algebraic and logarithmic singular factors
- Efficient quadrature of highly oscillatory integrals with algebraic singularities
- Computation of integrals with oscillatory singular factors of algebraic and logarithmic type
- A hybrid numerical-asymptotic boundary integral method for high-frequency acoustic scattering
- A method for numerical integration on an automatic computer
- A method to generate generalized quadrature rules for oscillatory integrals
- A Modification of Filon's Method of Numerical Integration
- Adjusted Forms of the Fourier Coefficient Asymptotic Expansion and Applications in Numerical Quadrature
- Analysis of a collocation method for integrating rapidly oscillatory functions
- Asymptotic approximations of integrals
- Asymptotic expansions for oscillatory integrals using inverse functions
- Asymptotic Representations of Fourier Integrals and the Method of Stationary Phase
- Clenshaw-Curtis-Filon-type methods for highly oscillatory Bessel transforms and applications
- Computation of integrals with oscillatory and singular integrands using Chebyshev expansions
- Efficient Filon-type methods for \(\int_a^b f(x)\,e^{i\omega g(x)}\, dx\)
- Efficient integration for a class of highly oscillatory integrals
- Efficient quadrature of highly oscillatory integrals using derivatives
- Error bounds for approximation in Chebyshev points
- Evaluating infinite range oscillatory integrals using generalised quadrature methods
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- Stability and error estimates for Filon-Clenshaw-Curtis rules for highly oscillatory integrals
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- Efficient calculation and asymptotic expansions of many different oscillatory infinite integrals
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- Fast computation of Bessel transform with highly oscillatory integrands
- Efficient computation of highly oscillatory Fourier-type integrals with monomial phase functions and Jacobi-type singularities
- Computation of integrals with oscillatory singular factors of algebraic and logarithmic type
- The modified composite Gauss type rules for singular integrals using Puiseux expansions
- On the evaluation of highly oscillatory finite Hankel transform using special functions
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- The steepest descent method for Fourier integrals involving algebraic and logarithmic singular factors
- Sinc Function Quadrature Rules for the Fourier Integral
- The numerical evaluation of a class of singular, oscillatory integrals
- Fast Gauss-related quadrature for highly oscillatory integrals with logarithm and Cauchy-logarithmic type singularities
- Numerical evaluation of oscillatory-singular integrals
- Application of the Cauchy integral approach to singular and highly oscillatory integrals
- On the computation of the Fourier transform under the presence of nearby polar singularities
- A Chebyshev collocation method for a class of Fredholm integral equations with highly oscillatory kernels
- Efficient method for the computation of oscillatory Bessel transform and Bessel Hilbert transform
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