An Extended Technique for Computation of Laplace Transformed Dynamic Fundamental Solutions for 3D Anisotropic Elastic Solids

This paper presents an extended procedure for computation of integral representations of regular parts of Laplace domain three-dimensional dynamic anisotropic elastic full space displacement fundamental solutions and their spatial derivatives. The problem is that under specific conditions these integrals become highly oscillatory. For the modified integral expressions, we present a technique that utilizes specialized quadrature rule which in turn is a variation of well-known Levin's method for solving highly oscillatory integrals. Results of numerical investigations suggest improved performance (regarding number of integration points) compared to using the Gauss-Legendre quadrature

A semi-analytical scheme for highly oscillatory integrals over tetrahedra

This is the peer reviewed version of the following article: [Hospital-Bravo, R., Sarrate, J., and Díez, P. (2017) A semi-analytical scheme for highly oscillatory integrals over tetrahedra. Int. J. Numer. Meth. Engng, 111: 703–723. doi: 10.1002/nme.5474], which has been published in final form at http://onlinelibrary.wiley.com/doi/10.1002/nme.5474/full. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.This paper details a semi-analytical procedure to efficiently integrate the product of a smooth function and a complex exponential over tetrahedral elements. These highly oscillatory integrals appear at the core of different numerical techniques. Here, the Partition of Unity Method (PUM) enriched with plane waves is used as motivation. The high computational cost or the lack of accuracy in computing these integrals is a bottleneck for their application to engineering problems of industrial interest. In this integration rule, the non-oscillatory function is expanded into a set of Lagrange polynomials. In addition, Lagrange polynomials are expressed as a linear combination of the appropriate set of monomials, whose product with the complex exponentials is analytically integrated, leading to 16 specific cases that are developed in detail. Finally, we present several numerical examples to assess the accuracy and the computational efficiency of the proposed method, compared to standard Gauss-Legendre quadratures.Peer ReviewedPostprint (author's final draft

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

On the computation of confluent hypergeometric functions for large imaginary part of parameters b and z

The final publication is available at http://link.springer.com/chapter/10.1007%2F978-3-319-42432-3_30We present an efficient algorithm for the confluent hypergeometric functions when the imaginary part of b and z is large. The algorithm is based on the steepest descent method, applied to a suitable representation of the confluent hypergeometric functions as a highly oscillatory integral, which is then integrated by using various quadrature methods. The performance of the algorithm is compared with open-source and commercial software solutions with arbitrary precision, and for many cases the algorithm achieves high accuracy in both the real and imaginary parts. Our motivation comes from the need for accurate computation of the characteristic function of the Arcsine distribution or the Beta distribution; the latter being required in several financial applications, for example, modeling the loss given default in the context of portfolio credit risk.Peer ReviewedPostprint (author's final draft

Primordial non-Gaussianity and the CMB bispectrum

We present a new formalism, together with efficient numerical methods, to directly calculate the CMB bispectrum today from a given primordial bispectrum using the full linear radiation transfer functions. Unlike previous analyses which have assumed simple separable ansatze for the bispectrum, this work applies to a primordial bispectrum of almost arbitrary functional form, for which there may have been both horizon-crossing and superhorizon contributions. We employ adaptive methods on a hierarchical triangular grid and we establish their accuracy by direct comparison with an exact analytic solution, valid on large angular scales. We demonstrate that we can calculate the full CMB bispectrum to greater than 1% precision out to multipoles l<1800 on reasonable computational timescales. We plot the bispectrum for both the superhorizon ('local') and horizon-crossing ('equilateral') asymptotic limits, illustrating its oscillatory nature which is analogous to the CMB power spectrum