On the Spectrum Computation of Non-oscillatory and Highly Oscillatory Kernel with Weak Singularity

We compute the spectra of integral compact operators with weak singularity. Jacobi-spectral collocation methods are applied for problems without high oscillation. A convergence rate is obtained for general non-oscillatory operators. Furthermore, if the bilinear form associated with the kernel is positive definite, the convergence rate is doubled. A spectral Galerkin method with modified Fourier expansion is developed to compute the spectra of highly oscillatory kernel. Numerical results are presented to demonstrate the effectiveness and accuracy of our algorithms and theorems.

[1]  J. Osborn Spectral approximation for compact operators , 1975 .

[2]  Sabine Fenstermacher,et al.  Numerical Approximation Of Partial Differential Equations , 2016 .

[3]  Gennadi Vainikko,et al.  Multidimensional Weakly Singular Integral Equations , 1993 .

[4]  Shuhuang Xiang,et al.  Numerical analysis of a fast integration method for highly oscillatory functions , 2007 .

[5]  K. Atkinson THE NUMERICAL SOLUTION OF THE EIGENVALUE PROBLEM FOR COMPACT INTEGRAL OPERATORS , 2008 .

[6]  Hailong Guo,et al.  A spectral collocation method for eigenvalue problems of compact integral operators , 2013 .

[7]  Tao Tang,et al.  Supergeometric convergence of spectral collocation methods for weakly singular Volterra and fredholm integral equations with smooth solutions , 2011 .

[8]  Arieh Iserles,et al.  The computation of the spectra of highly oscillatory Fredholm integral operators , 2011 .

[9]  Tao Tang,et al.  Convergence analysis of the Jacobi spectral-collocation methods for Volterra integral equations with a weakly singular kernel , 2010, Math. Comput..

[10]  Sheehan Olver,et al.  On the Quadrature of Multivariate Highly Oscillatory Integrals Over Non-polytope Domains , 2006, Numerische Mathematik.

[11]  I. S. Gradshteyn,et al.  Table of Integrals, Series, and Products , 1976 .

[12]  L. Slater,et al.  Confluent Hypergeometric Functions , 1961 .

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

[14]  Petra Ostermann,et al.  Collocation Methods For Volterra Integral And Related Functional Equations , 2016 .

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

[16]  Johannes Schoißengeier,et al.  An asymptotic expansion for , 1990 .

[17]  Sheehan Olver,et al.  Numerical approximation of vector-valued highly oscillatory integrals , 2007 .

[18]  F. B. Hildebrand,et al.  Introduction To Numerical Analysis , 1957 .

[19]  David Levin,et al.  Fast integration of rapidly oscillatory functions , 1996 .

[20]  Shuhuang Xiang,et al.  Fast integration of highly oscillatory integrals with exotic oscillators , 2009, Math. Comput..

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

[22]  Arieh Iserles,et al.  From high oscillation to rapid approximation III: multivariate expansions , 2009 .

[23]  Arieh Iserles,et al.  On the numerical quadrature of highly-oscillating integrals II: Irregular oscillators , 2005 .

[24]  H. Beckert,et al.  J. L. Lions and E. Magenes, Non‐Homogeneous Boundary Value Problems and Applications, II. (Die Grundlehren d. Math. Wissenschaften, Bd. 182). XI + 242 S. Berlin/Heidelberg/New York 1972. Springer‐Verlag. Preis geb. DM 58,— , 1973 .

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

[26]  Jie Shen,et al.  Spectral Methods: Algorithms, Analysis and Applications , 2011 .

[27]  Guo Ben-yu,et al.  Jacobi interpolation approximations and their applications to singular differential equations , 2001 .

[28]  J. Lions,et al.  Non-homogeneous boundary value problems and applications , 1972 .

[29]  A. Iserles,et al.  On Quadrature Methods for Highly Oscillatory Integrals and Their Implementation , 2004 .

[30]  Philip Rabinowitz,et al.  Methods of Numerical Integration , 1985 .

[31]  Arieh Iserles,et al.  Highly Oscillatory Quadrature and Its Applications , 2005 .

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

[33]  Hideaki Kaneko,et al.  Gauss-type quadratures for weakly singular integrals and their application to Fredholm integral equations of the second kind , 1994 .

[34]  Arieh Iserles,et al.  From high oscillation to rapid approximation I: Modified Fourier expansions , 2008 .

[35]  Arieh Iserles,et al.  The spectral problem for a class of highly oscillatory Fredholm integral operators , 2010 .

[36]  Arvet Pedas,et al.  The properties of solutions of weakly singular integral equations , 1981, The Journal of the Australian Mathematical Society. Series B. Applied Mathematics.

[37]  F. Chatelin Spectral approximation of linear operators , 2011 .