Efficient computation of highly oscillatory integrals with Hankel kernel

Zhenhua Xu, Gradimir V. Milovanović and Shuhuang Xiang

Applied Mathematics and Computation, 2015, vol. 261, issue C, 312-322

Abstract: In this paper, we consider the evaluation of two kinds of oscillatory integrals with a Hankel function as kernel. We first rewrite these integrals as the integrals of Fourier-type. By analytic continuation, these Fourier-type integrals can be transformed into the integrals on [0, +∞), the integrands of which are not oscillatory, and decay exponentially fast. Consequently, the transformed integrals can be efficiently computed by using the generalized Gauss–Laguerre quadrature rule. Moreover, the error analysis for the presented methods is given. The efficiency and accuracy of the methods have been demonstrated by both numerical experiments and theoretical results.

Keywords: Oscillatory integral; Hankel function; Gauss–Laguerre quadrature rule; Error analysis (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:261:y:2015:i:c:p:312-322

DOI: 10.1016/j.amc.2015.04.006

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