An Efficient Quadrature Rule for Highly Oscillatory Integrals with Airy Function

Liu, Guidong and Xu, Zhenhua and Li, Bin (2024) An Efficient Quadrature Rule for Highly Oscillatory Integrals with Airy Function. Mathematics, 12 (3). p. 377. ISSN 2227-7390

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Abstract

An Efficient Quadrature Rule for Highly Oscillatory Integrals with Airy Function Guidong Liu School of Mathematics, Nanjing Audit University, Nanjing 211815, China http://orcid.org/0000-0002-8137-6012 Zhenhua Xu College of Mathematics and Information Science, Zhengzhou University of Light Industry, Zhengzhou 450002, China Bin Li School of Mathematics and Big Data, Guizhou Education University, Guiyang 550018, China

In this work, our primary focus is on the numerical computation of highly oscillatory integrals involving the Airy function. Specifically, we address integrals of the form ∫0bxαf(x)Ai(−ωx)dx over a finite or semi-infinite interval, where the integrand exhibits rapid oscillations when ω≫1. The inherent high oscillation and algebraic singularity of the integrand make traditional quadrature rules impractical. In view of this, we strategically partition the interval into two segments: [0,1] and [1,b]. For integrals over the interval [0,1], we introduce a Filon-type method based on a two-point Taylor expansion. In contrast, for integrals over [1,b], we transform the Airy function into the first kind of Bessel function. By applying Cauchy’s integration theorem, the integral is then reformulated into several non-oscillatory and exponentially decaying integrals over [0,+∞), which can be accurately approximated by the generalized Gaussian quadrature rule. The proposed methods are accompanied by rigorous error analyses to establish their reliability. Finally, we present a series of numerical examples that not only validate the theoretical results but also showcase the accuracy and efficacy of the proposed method.
01 24 2024 377 math12030377 Natural Science Foundation of Henan http://dx.doi.org/10.13039/ 232300420118 Guizhou Province 2022 Philosophy and Social Science Planning Major Project http://dx.doi.org/10.13039/ 22GZZB09 Guizhou Provincial Science and Technology Plan Project http://dx.doi.org/10.13039/ QKHJC-ZK[2021]YB018 https://creativecommons.org/licenses/by/4.0/ 10.3390/math12030377 https://www.mdpi.com/2227-7390/12/3/377 https://www.mdpi.com/2227-7390/12/3/377/pdf 10.1017/CBO9781139108157 Cai, W. (2013). Computational Methods for Electromagnetic Phenomena: Electrostatics in Solvation, Scattering, and Electron Transport, Cambridge University Press. 10.1137/1.9781611973167 Colton, D., and Kress, R. (2013). Integral Equation Methods in Scattering Theory, SIAM. Iserles On the numerical quadrature of highly-oscillating integrals I: Fourier transforms IMA J. Numer. Anal. 2004 10.1093/imanum/24.3.365 24 365 Iserles On the numerical quadrature of highly-oscillating integrals II: Irregular oscillators IMA J. Numer. Anal. 2005 10.1093/imanum/drh022 25 25 Iserles Efficient quadrature of highly oscillatory integrals using derivatives Proc. R. Soc. A 2005 10.1098/rspa.2004.1401 461 1383 Patidar The application of asymptotic analysis for developing reliable numerical method for a model singular perturbation problem J. Numer. Anal. Ind. Appl. Math. 2007 2 193 Chung A method to generate generalized quadrature rules for oscillatory integrals Appl. Numer. Math. 2000 10.1016/S0168-9274(99)00033-1 34 85 10.1142/13314 Debnath, P., Srivastava, H., Chakraborty, K., and Kumam, P. (2023). Advances in Number Theory and Applied Analysis, World Scientific. 10.1017/CBO9781139107136 Engquist, B., Fokas, A., Hairer, E., and Iserles, A. (2009). Highly Oscillatory Problems, Cambridge University Press. 10.1201/9781003330868 Hazarika, B., Acharjee, S., and Srivastava, H. (2022). Advances in Mathematical Analysis and Its Applications, CRC Press. Kang Numerical integration of oscillatory Airy integrals with singularities on an infinite interval J. Comput. Appl. Math. 2018 10.1016/j.cam.2017.11.009 333 314 Olver Numerical approximation of vector-valued highly oscillatory integrals BIT Numer. Math. 2007 10.1007/s10543-007-0137-9 47 637 Olver, F., Lozier, D., Boisvert, R., and Clark, C. (2010). NIST Handbook of Mathematical Functions, Cambridge University Press. Xu Numerical evaluation of a class of highly oscillatory integrals involving Airy functions Appl. Math. Comput. 2014 246 54 Levin Fast integration of rapidly oscillatory functions J. Comput. Appl. Math. 1996 10.1016/0377-0427(94)00118-9 67 95 Xiang Fast integration of highly oscillatory integrals with exotic oscillators Math. Comp. 2010 10.1090/S0025-5718-09-02279-0 79 829 Kang Asymptotic analysis and numerical methods for oscillatory infinite generalized Bessel transforms with an irregular oscillator J. Sci. Comput. 2020 10.1007/s10915-020-01132-0 82 29 10.1007/s10543-007-0137-9 Olver, S. (2007). Numerical Approximation of Highly Oscillatory Integrals. [Ph.D. Thesis, University of Cambridge]. Filon On the quadrature formula for trigonometric integrals Proc. R. Soc. Edinb. 1928 10.1017/S0370164600026262 49 38 Wang A unified framework for asymptotic analysis and computation offinite Hankel transform J. Math. Anal. Appl. 2020 10.1016/j.jmaa.2019.123640 483 123640 Temme Two-point Taylor expansions of analytic functions Stud. Appl. Math. 2002 10.1111/1467-9590.00225 109 297 Oreshkin, B. (2023, December 19). MeijerG, MATLAB Central File Exchange. Available online: https://www.mathworks.com/matlabcentral/fileexchange/31490-meijerg. Gradshteyn, I., and Ryzhik, I. (2015). Table of Integrals, Series, and Products, Academic Press. [8th ed.]. 10.1007/978-1-4757-3083-8 Lang, S. (1999). Complex Analysis, Springer. [4th ed.]. Chen Numerical approximations to integrals with a highly oscillatory Bessel kernel Appl. Numer. Math. 2012 10.1016/j.apnum.2012.01.009 62 636 Zaman New algorithms for approximation of Bessel transforms with high frequency parameter J. Comput. Appl. Math. 2022 10.1016/j.cam.2021.113705 299 113705 Huybrechs On the evaluation of highly oscillatory integrals by analytic continuation SIAM J. Numer. Anal. 2006 10.1137/050636814 44 1026 Numerical calculation of integrals involving oscillatory and singular kernels and some applications of quadratures Comput. Math. Appl. 1998 10.1016/S0898-1221(98)00180-1 36 19 Glaser A fast algorithm for the calculation of the roots of special functions SIAM J. Sci. Comput. 2007 10.1137/06067016X 29 1420 Hale Chebfun and numerical quadrature Sci. China Math. 2012 10.1007/s11425-012-4474-z 55 1749 Evans Some theoretical aspects of generalised quadrature methods J. Complex. 2003 10.1016/S0885-064X(03)00004-9 19 272

Item Type: Article
Subjects: Eurolib Press > Multidisciplinary
Depositing User: Managing Editor
Date Deposited: 25 Jan 2024 05:33
Last Modified: 25 Jan 2024 05:33
URI: http://info.submit4journal.com/id/eprint/3399

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