Efficient Computation of Highly Oscillatory Fourier Transforms with Nearly Singular Amplitudes over Rectangle Domains

Abstract

In this paper, we consider fast and high-order algorithms for calculation of highly oscillatory and nearly singular integrals. Based on operators with regard to Chebyshev polynomials, we propose a class of spectral efficient Levin quadrature for oscillatory integrals over rectangle domains, and give detailed convergence analysis. Furthermore, with the help of adaptive mesh refinement, we are able to develop an efficient algorithm to compute highly oscillatory and nearly singular integrals. In contrast to existing methods, approximations derived from the new approach do not suffer from high oscillatory and singularity. Finally, several numerical experiments are included to illustrate the performance of given quadrature rules.