11,614 research outputs found
A numerical method for oscillatory integrals with coalescing saddle points
The value of a highly oscillatory integral is typically determined
asymptotically by the behaviour of the integrand near a small number of
critical points. These include the endpoints of the integration domain and the
so-called stationary points or saddle points -- roots of the derivative of the
phase of the integrand -- where the integrand is locally non-oscillatory.
Modern methods for highly oscillatory quadrature exhibit numerical issues when
two such saddle points coalesce. On the other hand, integrals with coalescing
saddle points are a classical topic in asymptotic analysis, where they give
rise to uniform asymptotic expansions in terms of the Airy function. In this
paper we construct Gaussian quadrature rules that remain uniformly accurate
when two saddle points coalesce. These rules are based on orthogonal
polynomials in the complex plane. We analyze these polynomials, prove their
existence for even degrees, and describe an accurate and efficient numerical
scheme for the evaluation of oscillatory integrals with coalescing saddle
points
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 Computation of Fourier Integral Operators
We introduce a general purpose algorithm for rapidly computing certain types
of oscillatory integrals which frequently arise in problems connected to wave
propagation and general hyperbolic equations. The problem is to evaluate
numerically a so-called Fourier integral operator (FIO) of the form at points given on
a Cartesian grid. Here, is a frequency variable, is the
Fourier transform of the input , is an amplitude and
is a phase function, which is typically as large as ;
hence the integral is highly oscillatory at high frequencies. Because an FIO is
a dense matrix, a naive matrix vector product with an input given on a
Cartesian grid of size by would require operations.
This paper develops a new numerical algorithm which requires operations, and as low as in storage space. It operates by
localizing the integral over polar wedges with small angular aperture in the
frequency plane. On each wedge, the algorithm factorizes the kernel into two components: 1) a diffeomorphism which is
handled by means of a nonuniform FFT and 2) a residual factor which is handled
by numerical separation of the spatial and frequency variables. The key to the
complexity and accuracy estimates is that the separation rank of the residual
kernel is \emph{provably independent of the problem size}. Several numerical
examples demonstrate the efficiency and accuracy of the proposed methodology.
We also discuss the potential of our ideas for various applications such as
reflection seismology.Comment: 31 pages, 3 figure
Evaluation of Tweedie exponential dispersion model densities by Fourier inversion
The Tweedie family of distributions is a family of exponential dispersion models with power variance functions V (Ī¼) = Ī¼^p for p not between (0, 1). These distributions do not generally have density functions that can be written in closed form. However, they have simple moment generating functions, so the densities can be evaluated numerically by Fourier inversion of the characteristic functions. This paper develops numerical methods to make this inversion fast and accurate. Acceleration techniques are used to handle oscillating integrands. A range of analytic results are used to ensure convergent computations and to reduce the complexity of the parameter space. The Fourier inversion method is compared to a series evaluation method and the two methods are found to be complementary in that they perform well in different regions of the parameter
space
Newton polyhedra and weighted oscillatory integrals with smooth phases
In his seminal paper, A. N. Varchenko precisely investigates the leading term
of the asymptotic expansion of an oscillatory integral with real analytic
phase. He expresses the order of this term by means of the geometry of the
Newton polyhedron of the phase. The purpose of this paper is to generalize and
improve his result. We are especially interested in the cases that the phase is
smooth and that the amplitude has a zero at a critical point of the phase. In
order to exactly treat the latter case, a weight function is introduced in the
amplitude. Our results show that the optimal rates of decay for weighted
oscillatory integrals, whose phases and weights are contained in a certain
class of smooth functions including the real analytic class, can be expressed
by the Newton distance and multiplicity defined in terms of geometrical
relationship of the Newton polyhedra of the phase and the weight. We also
compute explicit formulae of the coefficient of the leading term of the
asymptotic expansion in the weighted case. Our method is based on the
resolution of singularities constructed by using the theory of toric varieties,
which naturally extends the resolution of Varchenko. The properties of poles of
local zeta functions, which are closely related to the behavior of oscillatory
integrals, are also studied under the associated situation. The investigation
of this paper improves on the earlier joint work with K. Cho.Comment: 67pages. arXiv admin note: text overlap with arXiv:1208.392
Boundary integral methods in high frequency scattering
In this article we review recent progress on the design, analysis and implementation of numerical-asymptotic boundary integral methods for the computation of frequency-domain acoustic scattering in a homogeneous unbounded medium by a bounded obstacle. The main aim of the methods is to allow computation of scattering at arbitrarily high frequency with finite computational resources
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