Fast Computation of Singular Oscillatory Fourier Transforms

We consider the problem of the numerical evaluation of singular oscillatory Fourier transforms  ∫ab‍x-aαb-xβf(x)eiωxdx, where α>-1  and  β>-1. Based on substituting the original interval of integration by the paths of steepest descent, if f is analytic in the complex region G containing [a, b]...

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Main Authors: Hongchao Kang, Xinping Shao
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/984834
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author Hongchao Kang
Xinping Shao
author_facet Hongchao Kang
Xinping Shao
author_sort Hongchao Kang
collection DOAJ
description We consider the problem of the numerical evaluation of singular oscillatory Fourier transforms  ∫ab‍x-aαb-xβf(x)eiωxdx, where α>-1  and  β>-1. Based on substituting the original interval of integration by the paths of steepest descent, if f is analytic in the complex region G containing [a, b], the computation of integrals can be transformed into the problems of integrating two integrals on [0, ∞) with the integrand that does not oscillate and decays exponentially fast, which can be efficiently computed by using the generalized Gauss Laguerre quadrature rule. The efficiency and the validity of the method are demonstrated by both numerical experiments and theoretical results. More importantly, the presented method in this paper is also a great improvement of a Filon-type method and a Clenshaw-Curtis-Filon-type method shown in Kang and Xiang (2011) and the Chebyshev expansions method proposed in Kang et al. (2013), for computing the above integrals.
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institution Kabale University
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spelling doaj-art-2536781bc92440aa92e8266b145fdf352025-02-03T05:57:39ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/984834984834Fast Computation of Singular Oscillatory Fourier TransformsHongchao Kang0Xinping Shao1Department of Mathematics, School of Science, Hangzhou Dianzi University, Hangzhou, Zhejiang 310018, ChinaDepartment of Mathematics, School of Science, Hangzhou Dianzi University, Hangzhou, Zhejiang 310018, ChinaWe consider the problem of the numerical evaluation of singular oscillatory Fourier transforms  ∫ab‍x-aαb-xβf(x)eiωxdx, where α>-1  and  β>-1. Based on substituting the original interval of integration by the paths of steepest descent, if f is analytic in the complex region G containing [a, b], the computation of integrals can be transformed into the problems of integrating two integrals on [0, ∞) with the integrand that does not oscillate and decays exponentially fast, which can be efficiently computed by using the generalized Gauss Laguerre quadrature rule. The efficiency and the validity of the method are demonstrated by both numerical experiments and theoretical results. More importantly, the presented method in this paper is also a great improvement of a Filon-type method and a Clenshaw-Curtis-Filon-type method shown in Kang and Xiang (2011) and the Chebyshev expansions method proposed in Kang et al. (2013), for computing the above integrals.http://dx.doi.org/10.1155/2014/984834
spellingShingle Hongchao Kang
Xinping Shao
Fast Computation of Singular Oscillatory Fourier Transforms
Abstract and Applied Analysis
title Fast Computation of Singular Oscillatory Fourier Transforms
title_full Fast Computation of Singular Oscillatory Fourier Transforms
title_fullStr Fast Computation of Singular Oscillatory Fourier Transforms
title_full_unstemmed Fast Computation of Singular Oscillatory Fourier Transforms
title_short Fast Computation of Singular Oscillatory Fourier Transforms
title_sort fast computation of singular oscillatory fourier transforms
url http://dx.doi.org/10.1155/2014/984834
work_keys_str_mv AT hongchaokang fastcomputationofsingularoscillatoryfouriertransforms
AT xinpingshao fastcomputationofsingularoscillatoryfouriertransforms