Fast, numerically stable computation of oscillatory integrals with stationary points

We present a numerically stable way to compute oscillatory integrals of the form $\int{-1}^{1} f(x)e^{i\omega g(x)}dx$. 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

Some Results on the Complexity of Numerical Integration

This is a survey (21 pages, 124 references) written for the MCQMC 2014 conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov (1959) and end with new results on the curse of dimension and on the complexity of oscillatory integrals. Some small errors of earlier versions are corrected

Quantum calcium-ion interactions with EEG

Previous papers have developed a statistical mechanics of neocortical interactions (SMNI) fit to short-term memory and EEG data. Adaptive Simulated Annealing (ASA) has been developed to perform fits to such nonlinear stochastic systems. An N-dimensional path-integral algorithm for quantum systems, qPATHINT, has been developed from classical PATHINT. Both fold short-time propagators (distributions or wave functions) over long times. Previous papers applied qPATHINT to two systems, in neocortical interactions and financial options. \textbf{Objective}: In this paper the quantum path-integral for Calcium ions is used to derive a closed-form analytic solution at arbitrary time that is used to calculate interactions with classical-physics SMNI interactions among scales. Using fits of this SMNI model to EEG data, including these effects, will help determine if this is a reasonable approach. \textbf{Method}: Methods of mathematical-physics for optimization and for path integrals in classical and quantum spaces are used for this project. Studies using supercomputer resources tested various dimensions for their scaling limits. In this paper the quantum path-integral is used to derive a closed-form analytic solution at arbitrary time that is used to calculate interactions with classical-physics SMNI interactions among scales. \textbf{Results}: The mathematical-physics and computer parts of the study are successful, in that there is modest improvement of cost/objective functions used to fit EEG data using these models. \textbf{Conclusion}: This project points to directions for more detailed calculations using more EEG data and qPATHINT at each time slice to propagate quantum calcium waves, synchronized with PATHINT propagation of classical SMNI.Comment: published in Sc

Efficient computation of high index Sturm-Liouville eigenvalues for problems in physics

Finding the eigenvalues of a Sturm-Liouville problem can be a computationally challenging task, especially when a large set of eigenvalues is computed, or just when particularly large eigenvalues are sought. This is a consequence of the highly oscillatory behaviour of the solutions corresponding to high eigenvalues, which forces a naive integrator to take increasingly smaller steps. We will discuss some techniques that yield uniform approximation over the whole eigenvalue spectrum and can take large steps even for high eigenvalues. In particular, we will focus on methods based on coefficient approximation which replace the coefficient functions of the Sturm-Liouville problem by simpler approximations and then solve the approximating problem. The use of (modified) Magnus or Neumann integrators allows to extend the coefficient approximation idea to higher order methods

Differential equations with general highly oscillatory forcing terms

The concern of this paper is in expanding and computing initial-value problems of the form y' = f(y) + hw(t) where the function hw oscillates rapidly for w >> 1. Asymptotic expansions for such equations are well understood in the case of modulated Fourier oscillators hw(t) = Σm am(t)eim!t and they can be used as an organising principle for very accurate and aordable numerical solvers. However, there is no similar theory for more general oscillators and there are sound reasons to believe that approximations of this kind are unsuitable in that setting. We follow in this paper an alternative route, demonstrating that, for a much more general family of oscillators, e.g. linear combinations of functions of the form ei!gk(t), it is possible to expand y(t) in a different manner. Each rth term in the expansion is for some & > 0 and it can be represented as an r-dimensional highly oscillatory integral. Since computation of multivariate highly oscillatory integrals is fairly well understood, this provides a powerful method for an effective discretisation of a numerical solution for a large family of highly oscillatory ordinary differential equations