A Gaussian quadrature rule for oscillatory integrals on a bounded interval

DOI10.3934/DCDS.2014.34.883zbMATH Open1278.65023arXiv1212.1293OpenAlexW2963155187WikidataQ117717429 ScholiaQ117717429MaRDI QIDQ379766FDOQ379766

Authors: Andreas Asheim, Alfredo Deaño, Daan Huybrechs, Haiyong Wang 

Publication date: 11 November 2013

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function $e^{iomegax}$ on the interval $[-1,1]$. We show that such a rule attains high asymptotic order, in the sense that the quadrature error quickly decreases as a function of the frequency $omega$. However, accuracy is maintained for all values of $omega$ and in particular the rule elegantly reduces to the classical Gauss-Legendre rule as $omegao0$. The construction of such rules is briefly discussed, and though not all orthogonal polynomials exist, it is demonstrated numerically that rules with an even number of points are always well defined. We show that these rules are optimal both in terms of asymptotic order as well as in terms of polynomial order.

Full work available at URL: https://arxiv.org/abs/1212.1293

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zbMATH Keywords

Gaussian quadraturenumerical examplesnumerical quadratureFourier coefficientorthogonal polynomialshighly oscillatory quadrature

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Numerical methods for trigonometric approximation and interpolation (65T40) Approximate quadratures (41A55) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)

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Cited In (24)

• A product integration rule on equispaced nodes for highly oscillating integrals
• Gaussian quadratures for oscillatory integrands
• Gaussian quadrature rules for composite highly oscillatory integrals
• Large degree asymptotics of orthogonal polynomials with respect to an oscillatory weight on a bounded interval
• An adaptive Filon-type method for oscillatory integrals without stationary points
• Optimal quadrature formulas for approximating strongly oscillating integrals in the Hilbert space \(\widetilde{W}_2^{(m, m - 1)}\) of periodic functions
• Complex Gaussian quadrature of oscillatory integrals
• A Gaussian quadrature rule for Fourier-type highly oscillatory integrals in the presence of stationary points
• A method to generate generalized quadrature rules for oscillatory integrals
• Efficient computation of highly oscillatory finite-part integrals
• Fast and stable augmented Levin methods for highly oscillatory and singular integrals
• Strong asymptotics of Jacobi-type kissing polynomials
• A Hermite collocation method for approximating a class of highly oscillatory integral equations using new Gaussian radial basis functions
• Numerical evaluation and error analysis of many different oscillatory Bessel transforms via confluent hypergeometric function
• Interpolatory quadrature rules for oscillatory integrals
• Modified Gauss-Laguerre exponential fitting based formulae
• On generalized quadrature rules for fast oscillatory integrals
• A Gauss quadrature rule for oscillatory integrands
• Orthogonal polynomials and Gaussian quadrature rules related to oscillatory weight functions
• Supercritical regime for the kissing polynomials
• Two-frequency-dependent Gauss quadrature rules
• On Kutt's Gaussian quadrature rule for finite-part integrals
• A unified framework for asymptotic analysis and computation of finite Hankel transform
• Numerical evaluation of oscillatory integrals via automated steepest descent contour deformation

Uses Software

• Digital Library of Mathematical Functions
• OPQ

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