A rapid solution of a kind of 1D Fredholm oscillatory integral equation

How to solve oscillatory integral equations rapidly and accurately is an issue that attracts special attention in many engineering fields and theoretical studies. In this paper, a rapid solution method is put forward to solve a kind of special oscillatory integral equation whose unknown function is much less oscillatory than the kernel function. In the method, an improved-Levin quadrature method is adopted to solve the oscillatory integrals. On the one hand, the employment of this quadrature method makes the proposed method very accurate; on the other hand, only a small number of small-scaled systems of linear equations are required to be solved, so the computational complexity is also very small. Numerical examples confirm the advantages of the method.

[1]  David Levin,et al.  Procedures for computing one- and two-dimensional integrals of functions with rapid irregular oscillations , 1982 .

[2]  Shuhuang Xiang,et al.  Efficient quadrature for highly oscillatory integrals involving critical points , 2007 .

[3]  Fernando Reitich,et al.  Prescribed error tolerances within fixed computational times for scattering problems of arbitrarily high frequency: the convex case , 2004, Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[4]  F. Ursell,et al.  Integral Equations with a Rapidly Oscillating Kernel , 1969 .

[5]  Sheehan Olver,et al.  Numerical approximation of highly oscillatory integrals , 2008 .

[6]  R. Kress,et al.  Inverse Acoustic and Electromagnetic Scattering Theory , 1992 .

[7]  W. Cheney,et al.  Numerical analysis: mathematics of scientific computing (2nd ed) , 1991 .

[8]  Daan Huybrechs,et al.  On the Evaluation of Highly Oscillatory Integrals by Analytic Continuation , 2006, SIAM J. Numer. Anal..

[9]  Daan Huybrechs,et al.  A Sparse Discretization for Integral Equation Formulations of High Frequency Scattering Problems , 2007, SIAM J. Sci. Comput..

[10]  E. Kreyszig Introductory Functional Analysis With Applications , 1978 .

[11]  Sheehan Olver,et al.  Moment-free numerical integration of highly oscillatory functions , 2006 .

[12]  A. Iserles,et al.  Efficient quadrature of highly oscillatory integrals using derivatives , 2005, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[13]  L. Trefethen Spectral Methods in MATLAB , 2000 .

[14]  C. Geuzaine,et al.  On the O(1) solution of multiple-scattering problems , 2005, IEEE Transactions on Magnetics.

[15]  Wu Jing An interpolation-based adaptive solution method for Fredholm integral equations of the second kind , 2004 .

[16]  Tao Wang,et al.  Evaluation of Cauchy principal value integrals of oscillatory kind , 2010, Appl. Math. Comput..

[17]  R. Harrington Time-Harmonic Electromagnetic Fields , 1961 .

[18]  Chun Shen,et al.  Delaminating quadrature method for multi-dimensional highly oscillatory integrals , 2009, Appl. Math. Comput..

[19]  Lloyd N. Trefethen,et al.  Barycentric Lagrange Interpolation , 2004, SIAM Rev..

[20]  J. R. Webster,et al.  A comparison of some methods for the evaluation of highly oscillatory integrals , 1999 .

[21]  W. Chew Waves and Fields in Inhomogeneous Media , 1990 .

[22]  Elsayed M. E. Elbarbary,et al.  Higher order pseudospectral differentiation matrices , 2005 .

[23]  K. Atkinson The Numerical Solution of Integral Equations of the Second Kind , 1997 .