Filon-Clenshaw-Curtis rules for highly oscillatory integrals with algebraic singularities and stationary points

DOI10.1137/120884146MaRDI QIDQ2845602zbMATH OpenOpenAlexFDO

Authors V. Domínguez, I. G. Graham, T. Kim

Publication date 2 September 2013

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.2283

zbMATH Keywords

convergencealgorithmnumerical resulterror estimateHelmholtz equationoscillatory integralsboundary integral methodstationary pointsgraded meshesClenshaw-Curtis quadratureintegrable singularities

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary element methods for boundary value problems involving PDEs (65N38)

Abstract: In this paper we propose and analyse composite Filon-Clenshaw-Curtis quadrature rules for integrals of the form $I_k^{[a,b]}(f,g):=in{t}_a^{b}f(x)exp(mathrmikg(x))dx$, where $kgeq0$, $f$ may have integrable singularities and $g$ may have stationary points. Our composite rule is defined on a mesh with $M$ subintervals and requires $MN+1$ evaluations of $f$. It satisfies an error estimate of the form $C_N{k}^{-r}{M}^{-N-1+r}$, where $r$ is determined by the strength of any singularity in $f$ and the order of any stationary points in $g$ and $C_N$ is a constant which is independent of $k$ and $M$, but depends on $N$. The regularity requirements on $f$ and $g$ are explicit in the error estimates. For fixed $k$, the rate of convergence of the rule as $Mightarrowinfty$ is the same as would be obtained if $f$ was smooth. Moreover, the quadrature error decays at least as fast as $kightarrowinfty$ as does the original integral $I_k^{[a,b]}(f,g)$. For the case of nonlinear oscillators $g$, the algorithm requires the evaluation of $g^{-1}$ at non-stationary points. Numerical results demonstrate the sharpness of the theory. An application to the implementation of boundary integral methods for the high-frequency Helmholtz equation is given.

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