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In this paper, new Levin methods are presented for calculating oscillatory integrals with algebraic and/or logarithmic singularities. To avoid singularity, the technique of singularity separation is applied and then the singular ODE…

Numerical Analysis · Mathematics 2019-12-23 Yinkun Wang , Shuhuang Xiang

A practical and simple stable method for calculating Fourier integrals is proposed, effective both at low and at high frequencies. An approach based on the fruitful idea of Levin, to use of the collocation method to approximate the slowly…

Numerical Analysis · Mathematics 2021-04-09 Leonid A. Sevastianov , Konstantin P. Lovetskiy , Dmitry S. Kulyabov

The Levin method is a well-known technique for evaluating oscillatory integrals, which operates by solving a certain ordinary differential equation in order to construct an antiderivative of the integrand. It was long believed that this…

Numerical Analysis · Mathematics 2024-01-08 Shukui Chen , Kirill Serkh , James Bremer

We develop two classes of composite moment-free numerical quadratures for computing highly oscillatory integrals having integrable singularities and stationary points. The first class of the quadrature rules has a polynomial order of…

Numerical Analysis · Mathematics 2015-07-03 Yunyun Ma , Yuesheng Xu

In this work we propose and analyse a numerical method for computing a family of highly oscillatory integrals with logarithmic singularities. For these quadrature rules we derive error estimates in terms of $N$, the number of nodes, $k$ the…

Numerical Analysis · Mathematics 2013-11-19 Victor Dominguez

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

Numerical Analysis · Mathematics 2013-05-23 J. E. Bunder , A. J. Roberts

The efficient approximation of highly oscillatory integrals plays an important role in a wide range of applications. Whilst traditional quadrature becomes prohibitively expensive in the high-frequency regime, Levin methods provide a way to…

Numerical Analysis · Mathematics 2025-03-13 Arieh Iserles , Georg Maierhofer

We present an adaptive delaminating Levin method for evaluating bivariate oscillatory integrals over rectangular domains. Whereas previous analyses of Levin methods impose non-resonance conditions that exclude stationary and resonance…

Numerical Analysis · Mathematics 2025-06-04 Shukui Chen , Kirill Serkh , James Bremer , Murdock Aubry

In this paper, we develop an oscillation free local discontinuous Galerkin (OFLDG) method for solving nonlinear degenerate parabolic equations. Following the idea of our recent work [J. Lu, Y. Liu, and C.-W. Shu, SIAM J. Numer. Anal.…

Numerical Analysis · Mathematics 2021-09-10 Qi Tao , Yong Liu , Yan Jiang , Jianfang Lu

We propose a third-order numerical integrator based on the Neumann series and the Filon quadrature, designed mainly for highly oscillatory partial differential equations. The method can be applied to equations that exhibit small or moderate…

Numerical Analysis · Mathematics 2024-06-21 Rafał Perczyński , Grzegorz Madejski

In this work, we present a method of generating a class of nonlinear ordinary differential equations (ODEs), representing the dynamics of appropriate nonlinear oscillators, that have the characteristics of either amplitude independent…

Exactly Solvable and Integrable Systems · Physics 2022-04-12 J. Ramya Parkavi , R. Mohanasubha , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

The solutions of scalar ordinary differential equations become more complex as their coefficients increase in magnitude. As a consequence, when a standard solver is applied to such an equation, its running time grows with the magnitudes of…

Numerical Analysis · Mathematics 2023-09-15 Murdock Aubry , James Bremer

We propose an efficient approach for time integration of Klein-Gordon equations with highly oscillatory in time input terms. The new methods are highly accurate in the entire range, from slowly varying up to highly oscillatory regimes. Our…

Numerical Analysis · Mathematics 2023-05-23 Karolina Kropielnicka , Karolina Lademann , Katharina Schratz

This paper investigates a class of non-autonomous highly oscillatory ordinary differential equations characterized by a linear component inversely proportional to a small parameter $\varepsilon$, with purely imaginary eigenvalues, and an…

Numerical Analysis · Mathematics 2026-02-05 Zhihao Qi , Weibing Deng , Fuhai Zhu

A very simple and efficient local variational iteration method for solving problems of nonlinear science is proposed in this paper. The analytical iteration formula of this method is derived first using a general form of first order…

Numerical Analysis · Computer Science 2019-04-26 Xuechuan Wang , Qiuyi Xu , Satya N. Atluri

We introduce an efficient numerical method for second order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory…

Numerical Analysis · Mathematics 2022-12-15 Fruzsina J. Agocs , Alex H. Barnett

We prove a sharp asymptotic formula for certain oscillatory integrals that may be approached using the stationary phase method. The estimates are uniform in terms of auxiliary parameters, which is crucial for application in analytic number…

Classical Analysis and ODEs · Mathematics 2019-08-28 Eren Mehmet Kiral , Ian Petrow , Matthew P. Young

It is well known that second order homogeneous linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation underlies the Liouville-Green method and many other techniques for…

Numerical Analysis · Mathematics 2022-11-28 Kirill Serkh , James Bremer

We propose a new method of estimating oscillatory integrals, which we call a stationary set method. We use it to obtain the sharp convergence exponents of Tarry's problems in dimension two for every degree $k\ge 2$. As a consequence, we…

Classical Analysis and ODEs · Mathematics 2021-10-13 Saugata Basu , Shaoming Guo , Ruixiang Zhang , Pavel Zorin-Kranich

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang
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