Reliable operations on oscillatory functions

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.Comment: 20 pages with 5 figures within, welcome any comments to [email protected]

Discrete spherical means of directional derivatives and Veronese maps

We describe and study geometric properties of discrete circular and spherical means of directional derivatives of functions, as well as discrete approximations of higher order differential operators. For an arbitrary dimension we present a general construction for obtaining discrete spherical means of directional derivatives. The construction is based on using the Minkowski's existence theorem and Veronese maps. Approximating the directional derivatives by appropriate finite differences allows one to obtain finite difference operators with good rotation invariance properties. In particular, we use discrete circular and spherical means to derive discrete approximations of various linear and nonlinear first- and second-order differential operators, including discrete Laplacians. A practical potential of our approach is demonstrated by considering applications to nonlinear filtering of digital images and surface curvature estimation

On the numerical calculation of the roots of special functions satisfying second order ordinary differential equations

We describe a method for calculating the roots of special functions satisfying second order linear ordinary differential equations. It exploits the recent observation that the solutions of a large class of such equations can be represented via nonoscillatory phase functions, even in the high-frequency regime. Our algorithm achieves near machine precision accuracy and the time required to compute one root of a solution is independent of the frequency of oscillations of that solution. Moreover, despite its great generality, our approach is competitive with specialized, state-of-the-art methods for the construction of Gaussian quadrature rules of large orders when it used in such a capacity. The performance of the scheme is illustrated with several numerical experiments and a Fortran implementation of our algorithm is available at the author's website