Gaussian quadrature rules for composite highly oscillatory integrals
Author:
Abstract
Highly oscillatory integrals of composite type arise in electronic engineering and their calculations are a challenging problem. In this paper, we propose two Gaussian quadrature rules for computing such integrals. The first one is constructed based on the classical theory of orthogonal polynomials and its nodes and weights can be computed efficiently by using tools of numerical linear algebra. An interesting connection between the quadrature nodes and the Legendre points is proved and it is shown that the rate of convergence of this rule depends solely on the regularity of the non-oscillatory part of the integrand. The second one is constructed with respect to a sign-changing function and the classical theory of Gaussian quadrature cannot be used anymore. We explore theoretical properties of this Gaussian quadrature, including the trajectories of the quadrature nodes and the convergence rate of these nodes to the endpoints of the integration interval, and prove its asymptotic error estimate under suitable hypotheses. Numerical experiments are presented to demonstrate the performance of the proposed methods.
Publisher
American Mathematical Society (AMS)
Subject
Applied Mathematics,Computational Mathematics,Algebra and Number Theory
Link
https://www.ams.org/mcom/2024-93-346/S0025-5718-2023-03878-9/S0025-5718-2023-03878-9.pdf
Reference17 articles.
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3. The kissing polynomials and their Hankel determinants;Celsus, Andrew F.;Trans. Math. Appl.,2022
4. On highly oscillatory problems arising in electronic engineering;Condon, Marissa;M2AN Math. Model. Numer. Anal.,2009
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