4,588 research outputs found
A Short Tale of Long Tail Integration
Integration of the form , where is either
or , is widely
encountered in many engineering and scientific applications, such as those
involving Fourier or Laplace transforms. Often such integrals are approximated
by a numerical integration over a finite domain , leaving a truncation
error equal to the tail integration in addition
to the discretization error. This paper describes a very simple, perhaps the
simplest, end-point correction to approximate the tail integration, which
significantly reduces the truncation error and thus increases the overall
accuracy of the numerical integration, with virtually no extra computational
effort. Higher order correction terms and error estimates for the end-point
correction formula are also derived. The effectiveness of this one-point
correction formula is demonstrated through several examples
High-frequency asymptotic compression of dense BEM matrices for general geometries without ray tracing
Wave propagation and scattering problems in acoustics are often solved with
boundary element methods. They lead to a discretization matrix that is
typically dense and large: its size and condition number grow with increasing
frequency. Yet, high frequency scattering problems are intrinsically local in
nature, which is well represented by highly localized rays bouncing around.
Asymptotic methods can be used to reduce the size of the linear system, even
making it frequency independent, by explicitly extracting the oscillatory
properties from the solution using ray tracing or analogous techniques.
However, ray tracing becomes expensive or even intractable in the presence of
(multiple) scattering obstacles with complicated geometries. In this paper, we
start from the same discretization that constructs the fully resolved large and
dense matrix, and achieve asymptotic compression by explicitly localizing the
Green's function instead. This results in a large but sparse matrix, with a
faster associated matrix-vector product and, as numerical experiments indicate,
a much improved condition number. Though an appropriate localisation of the
Green's function also depends on asymptotic information unavailable for general
geometries, we can construct it adaptively in a frequency sweep from small to
large frequencies in a way which automatically takes into account a general
incident wave. We show that the approach is robust with respect to non-convex,
multiple and even near-trapping domains, though the compression rate is clearly
lower in the latter case. Furthermore, in spite of its asymptotic nature, the
method is robust with respect to low-order discretizations such as piecewise
constants, linears or cubics, commonly used in applications. On the other hand,
we do not decrease the total number of degrees of freedom compared to a
conventional classical discretization. The combination of the ...Comment: 24 pages, 13 figure
Fast, numerically stable computation of oscillatory integrals with stationary points
We present a numerically stable way to compute oscillatory integrals of the form . For each additional frequency, only a small, well-conditioned linear system with a Hessenberg matrix must be solved, and the amount of work needed decreases as the frequency increases. Moreover, we can modify the method for computing oscillatory integrals with stationary points. This is the first stable algorithm for oscillatory integrals with stationary points which does not lose accuracy as the frequency increases and does not require deformation into the complex plane
Asymptotic expansions and fast computation of oscillatory Hilbert transforms
In this paper, we study the asymptotics and fast computation of the one-sided
oscillatory Hilbert transforms of the form where the bar indicates the Cauchy principal value and is a
real-valued function with analytic continuation in the first quadrant, except
possibly a branch point of algebraic type at the origin. When , the
integral is interpreted as a Hadamard finite-part integral, provided it is
divergent. Asymptotic expansions in inverse powers of are derived for
each fixed , which clarify the large behavior of this
transform. We then present efficient and affordable approaches for numerical
evaluation of such oscillatory transforms. Depending on the position of , we
classify our discussion into three regimes, namely, or
, and . Numerical experiments show that the convergence
of the proposed methods greatly improve when the frequency increases.
Some extensions to oscillatory Hilbert transforms with Bessel oscillators are
briefly discussed as well.Comment: 32 pages, 6 figures, 4 table
Modified Filon-Clenshaw-Curtis rules for oscillatory integrals with a nonlinear oscillator
Filon-Clenshaw-Curtis rules are among rapid and accurate quadrature rules for
computing highly oscillatory integrals. In the implementation of the
Filon-Clenshaw-Curtis rules in the case when the oscillator function is not
linear, its inverse should be evaluated at some points. In this paper, we solve
this problem by introducing an approach based on the interpolation, which leads
to a class of modifications of the original Filon-Clenshaw-Curtis rules. In the
absence of stationary points, two kinds of modified Filon-Clenshaw-Curtis rules
are introduced. For each kind, an error estimate is given theoretically, and
then illustrated by some numerical experiments. Also, some numerical
experiments are carried out for a comparison of the accuracy and the efficiency
of the two rules. In the presence of stationary points, the idea is applied to
the composite Filon-Clenshaw-Curtis rules on graded meshes. An error estimate
is given theoretically, and then illustrated by some numerical experiments
Fast computation of effective diffusivities using a semi-analytical solution of the homogenization boundary value problem for block locally-isotropic heterogeneous media
Direct numerical simulation of diffusion through heterogeneous media can be
difficult due to the computational cost of resolving fine-scale
heterogeneities. One method to overcome this difficulty is to homogenize the
model by replacing the spatially-varying fine-scale diffusivity with an
effective diffusivity calculated from the solution of an appropriate boundary
value problem. In this paper, we present a new semi-analytical method for
solving this boundary value problem and computing the effective diffusivity for
pixellated, locally-isotropic, heterogeneous media. We compare our new solution
method to a standard finite volume method and show that equivalent accuracy can
be achieved in less computational time for several standard test cases. We also
demonstrate how the new solution method can be applied to complex heterogeneous
geometries represented by a grid of blocks. These results indicate that our new
semi-analytical method has the potential to significantly speed up simulations
of diffusion in heterogeneous media.Comment: 29 pages, 4 figures, 5 table
Numerical Evaluation Of the Oscillatory Integral over exp(i*pi*x)*x^(1/x) between 1 and infinity
Real and imaginary part of the limit 2N->infinity of the integral
int_{x=1..2N} exp(i*pi*x)*x^(1/x) dx are evaluated to 20 digits with brute
force methods after multiple partial integration, or combining a standard
Simpson integration over the first halve wave with series acceleration
techniques for the alternating series co-phased to each of its points. The
integrand is of the logarithmic kind; its branch cut limits the performance of
integration techniques that rely on smooth higher order derivatives.Comment: Section 2.5 (approach of modified integration path in the complex
plane) adde
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