Reliable operations on oscillatory functions

DOI10.1016/S0010-4655(99)00468-3MaRDI QIDQ1973552zbMATH OpenFDO

Authors Gh. Adam, Sanda Adam

Publication date 19 December 2001

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9905091

zbMATH Keywords

comparison of methodserror estimatesexponential fittingnumerical differentiationnumerical integrationoscillatory functionstrigonometric approximation

Mathematics Subject Classification ID

Trigonometric approximation (42A10) Numerical differentiation (65D25) Numerical integration (65D30) Numerical methods for trigonometric approximation and interpolation (65T40)

Abstract: Approximate $p$-point Leibniz derivation formulas as well as interpolatory Simpson quadrature sums adapted to oscillatory functions are discussed. Both theoretical considerations and numerical evidence concerning the dependence of the discretization errors on the frequency parameter of the oscillatory functions show that the accuracy gain of the present formulas over those based on the exponential fitting approach [L. Ixaru, "Computer Physics Communications", 105 (1997) 1--19] is overwhelming.

Review text

To differentiate or integrate a function of the form \(F(x)=f(x)w(\omega x+\delta)\) where \(w\) is \(sin\) or \(cos\) or \(sinh\) or \(cosh\), a method is proposed where only the \(f\)-part of \(F\) is approximated, while the \(w\)-factor is treated exactly. For the derivatives, the Leibniz formula is used to express \(F^{(n)}\) in terms of derivatives of \(f\) and the latter are approximated by classical finite differences. For the integrals, a second degree interpolating polynomial is used for the \(f\)-part and the resulting approximation is integrated exactly. These techniques give much better results than by the method of exponential fitting [cf. \textit{L. Ixaru}, Comput. Phys. Commun. 105, No. 1, 1-19 (1997; Zbl 0930.65150)]. Moreover the error estimates do not depend on \(\omega\).

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