Computing integrals involved the Gaussian function with a small standard deviation

DOI10.1007/S10915-018-0825-4zbMATH Open1415.65061arXiv1804.03801OpenAlexW2963860305MaRDI QIDQ1999883FDOQ1999883

Authors: Yunyun Ma, Yuesheng Xu 

Publication date: 27 June 2019

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to the integral normally lead to poor accuracy due to the rapid change in high order derivatives of its integrand when the standard deviation is small. The proposed quadrature schemes are based on graded meshes designed according to the standard deviation so that the quadrature errors on the resulting subintervals are approximately equal. The integral in each subinterval is then computed by considering the Gaussian function as a weight function and interpolating the smooth factor of the integrand at the Chebyshev points of the first kind. For a finite order differentiable factor, we design a quadrature scheme having accuracy of a polynomial order and for an infinitely differentiable factor of the integrand, we design a quadrature scheme having accuracy of an exponential order. Numerical results are presented to confirm the accuracy of these proposed quadrature schemes.

Full work available at URL: https://arxiv.org/abs/1804.03801

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zbMATH Keywords

graded meshesintegral involved the Gaussian functionsmall standard deviation

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

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Cited In (4)

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• An efficient spectral-Galerkin method for second kind weakly singular VIEs with highly oscillatory kernels
• Oscillation-preserving Legendre-Galerkin methods for second kind integral equations with highly oscillatory kernels
• Deep neural network solutions for oscillatory Fredholm integral equations

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