Suitable Gauss and Filon-type methods for oscillatory integrals with an algebraic singularity
Highly-oscillating integrals with an integrand of the form such as \(A(t) \exp(i\omega \phi(t))\) are in the core of wide range of practical problems in many fields of fluid dynamics, quantum chemistry, and they have direct connection with Hilbert transform theory. It is to be noted that for large values of the frequency \(\omega\) traditional quadratures fails to approximate these integrals. In particular it appears to be a substantial issue to compute the integrals of the form \(\int\limits_0^1 t^{a} f(t) sin(\omega / t^r) dt.\) In this work, two types of methods are developed to accurately complete them: the modified Filon method and Gauss quadrature rules based on specially selected weight functions. It is proposed to compute the special coefficients of the polynomials orthogonal with respect to these weight functions based on a Chebyshev algorithm using arbitrary precision arithmetic. Numerical examples are generated to test these methods.
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- Efficient computation of highly oscillatory Fourier-type integrals with monomial phase functions and Jacobi-type singularities
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