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 $$H^{+}(f(t)e^{i\omega t})(x)=-int_{0}^{\infty}e^{i\omega t}\frac{f(t)}{t-x}dt,\qquad \omega>0,\qquad x\geq 0,$$ where the bar indicates the Cauchy principal value and $f$ is a real-valued function with analytic continuation in the first quadrant, except possibly a branch point of algebraic type at the origin. When $x=0$, the integral is interpreted as a Hadamard finite-part integral, provided it is divergent. Asymptotic expansions in inverse powers of $\omega$ are derived for each fixed $x\geq 0$, which clarify the large $\omega$ behavior of this transform. We then present efficient and affordable approaches for numerical evaluation of such oscillatory transforms. Depending on the position of $x$, we classify our discussion into three regimes, namely, $x=\mathcal{O}(1)$ or $x\gg1$, $0<x\ll 1$ and $x=0$. Numerical experiments show that the convergence of the proposed methods greatly improve when the frequency $\omega$ increases. Some extensions to oscillatory Hilbert transforms with Bessel oscillators are briefly discussed as well.Comment: 32 pages, 6 figures, 4 table

Efficient computation of highly oscillatory integrals by using QTT tensor approximation

We propose a new method for the efficient approximation of a class of highly oscillatory weighted integrals where the oscillatory function depends on the frequency parameter $\omega \geq 0$, typically varying in a large interval. Our approach is based, for fixed but arbitrary oscillator, on the pre-computation and low-parametric approximation of certain $\omega$-dependent prototype functions whose evaluation leads in a straightforward way to recover the target integral. The difficulty that arises is that these prototype functions consist of oscillatory integrals and are itself oscillatory which makes them both difficult to evaluate and to approximate. Here we use the quantized-tensor train (QTT) approximation method for functional $m$-vectors of logarithmic complexity in $m$ in combination with a cross-approximation scheme for TT tensors. This allows the accurate approximation and efficient storage of these functions in the wide range of grid and frequency parameters. Numerical examples illustrate the efficiency of the QTT-based numerical integration scheme on various examples in one and several spatial dimensions.Comment: 20 page

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

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

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

New prospects for the numerical calculation of Mellin-Barnes integrals in Minkowskian kinematics

During the last several years remarkable progress has been made in numerical calculations of dimensionally regulated multi-loop Feynman diagrams using Mellin-Barnes (MB) representations. The bottlenecks were non-planar diagrams and Minkowskian kinematics. The method has been proved to work in highly non-trivial physical application (two-loop electroweak bosonic corrections to the $Z \to b \bar{{b}}$ decay), and cross-checked with the sector decomposition (SD) approach. In fact, both approaches have their pros and cons. In calculation of multidimensional integrals, depending on masses and scales involved, they are complementary. A powerful top-bottom approach to the numerical integration of multidimensional MB integrals is automatized in the MB-suite AMBRE/MB/ MBtools/MBnumerics/CUBA. Key elements are a dedicated use of the Cheng-Wu theorem for non-planar topologies and of shifts and deformations of the integration contours. An alternative bottom-up approach starting with complex 1-dimensional MB-integrals, based on the exploration of steepest descent integration contours in Minkowskian kinematics, is also discussed. Short and long term prospects of the MB-method for multi-loop applications to LHC- and LC-physics are discussed.Comment: Presented at the Epiphany Cracow conference 2017, refs adde

Universal correlations of trapped one-dimensional impenetrable bosons

We calculate the asymptotic behaviour of the one body density matrix of one-dimensional impenetrable bosons in finite size geometries. Our approach is based on a modification of the Replica Method from the theory of disordered systems. We obtain explicit expressions for oscillating terms, similar to fermionic Friedel oscillations. These terms are universal and originate from the strong short-range correlations between bosons in one dimension.Comment: 18 pages, 3 figures. Published versio

High-order integral equation methods for problems of scattering by bumps and cavities on half-planes

This paper presents high-order integral equation methods for evaluation of electromagnetic wave scattering by dielectric bumps and dielectric cavities on perfectly conducting or dielectric half-planes. In detail, the algorithms introduced in this paper apply to eight classical scattering problems, namely: scattering by a dielectric bump on a perfectly conducting or a dielectric half-plane, and scattering by a filled, overfilled or void dielectric cavity on a perfectly conducting or a dielectric half-plane. In all cases field representations based on single-layer potentials for appropriately chosen Green functions are used. The numerical far fields and near fields exhibit excellent convergence as discretizations are refined--even at and around points where singular fields and infinite currents exist.Comment: 25 pages, 7 figure

Wigner-Dyson Statistics from the Replica Method

We compute the correlation functions of the eigenvalues in the Gaussian unitary ensemble using the fermionic replica method. We show that non--trivial saddle points, which break replica symmetry, must be included in the calculation in order to reproduce correctly the exact results for the correlation functions at large distance.Comment: 13 pages, added reference