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In this paper, we propose a numerical method of computing a Hadamard finite-part integral with a non-integral power singularity at an endpoint, that is, a finite part of a divergent integral as a limiting procedure. In the proposed method,…

Numerical Analysis · Mathematics 2019-09-26 Hidenori Ogata

The Fourier series method is used to solve the homogeneous equation governing the motion of the harmonic oscillator. It is shown that the general solution to the problem can be found in a surprisingly simple way for the case of the simple…

General Physics · Physics 2013-10-01 A. S. de Castro

In this paper we develop a theory for oscillatory integrals with complex phases. When $f:{\mathbb C}^n \to {\mathbb C}$, we evaluate this phase function on the basic character ${\rm e}(z) := e^{2\pi i x} e^{2\pi i y}$ of ${\mathbb C} \simeq…

Classical Analysis and ODEs · Mathematics 2020-12-22 James Wright

A spectral method is considered for approximating the fractional Laplacian and solving the fractional Poisson problem in 2D and 3D unit balls. The method is based on the explicit formulation of the eigenfunctions and eigenvalues of the…

Numerical Analysis · Mathematics 2018-12-21 Kailai Xu , Eric Darve

We describe an elementary method for bounding a one-dimensional oscillatory integral in terms of an associated non-oscillatory integral. The bounds obtained are efficient in an appropriate sense and behave well under perturbations of the…

Classical Analysis and ODEs · Mathematics 2024-04-16 Michael Greenblatt

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

In this work, we implement a relatively new analytical technique, the Improved Amplitude-Frequency Formulation (IAFF) method, approach for solving accurate approximate analytical solutions for strong nonlinear oscillators, which may contain…

Dynamical Systems · Mathematics 2021-10-05 R. Azami , D. D. Ganji , A. G. Davodi , H. Babazadeh

This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed…

Numerical Analysis · Mathematics 2020-04-30 Thomas G. Anderson , Oscar P. Bruno , Mark Lyon

In this article, numerical integration is formulated as evaluation of a matrix function of a matrix that is obtained as a projection of the multiplication operator on a finite-dimensional basis. The idea is to approximate the continuous…

Numerical Analysis · Mathematics 2018-12-18 Juha Sarmavuori , Simo Särkkä

In \cite{GUW} we introduced a class of "semi-classical functions of isotropic type", starting with a model case and applying Fourier integral operators associated with canonical transformations. These functions are a substantial…

Analysis of PDEs · Mathematics 2021-05-31 Victor Guillemin , Alejandro Uribe , Zuoqin Wang

Integral representations are considered of solutions of the inhomogeneous Airy differential equation $w''-z w=\pm1/\pi$. The solutions of these equations are also known as Scorer functions. Certain functional relations for these functions…

Numerical Analysis · Mathematics 2025-10-20 Amparo Gil , Javier Segura , Nico M. Temme

We have proposed new algorithms for the numerical integration of the equations of motion for classical spin systems. In close analogy to symplectic integrators for Hamiltonian equations of motion used in Molecular Dynamics these algorithms…

Statistical Mechanics · Physics 2009-10-31 M. Krech , Alex Bunker , D. P. Landau

We obtain $L^2$ decay estimates in $\lambda$ for oscillatory integral operators whose phase functions are homogeneous polynomials of degree m and satisfy various genericity assumptions. The decay rates obtained are optimal in the case of…

Classical Analysis and ODEs · Mathematics 2007-05-23 Allan Greenleaf , Malabika Pramanik , Wan Tang

In this paper, we propose a numerical method of computing Hadamard finite-part integrals with an integral power singularity at the endpoint on a half infinite interval, that is, a finite value assigned to a divergent integral with an…

Numerical Analysis · Mathematics 2019-10-03 Hidenori Ogata

Oscillating integrals often arise in the theoretical description of phenomena in chemical physics, in particular in atomic and molecular collisions, and in spectroscopy. A computer code for the numerical evaluation of the oscillatory…

Chemical Physics · Physics 2007-05-23 J. N. L. Connor , C. A. Hobbs

A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…

Numerical Analysis · Mathematics 2024-10-18 Jiachuan Cao , Buyang Li , Yanping Lin , Fangyan Yao

We consider the oscillatory integrals with parameter-dependent phases. We decompose the integrals into a leading term and a remainder term. Instead of the pointwise estimate, we use some $L^p$-estimate for the remainder term and get various…

Classical Analysis and ODEs · Mathematics 2024-02-14 Zihua Guo

In this paper, we study the asymptotics and fast computation of the one-sided oscillatory Hilbert transforms of the form $$H^{+}(f(t)e^{i\omega t})(x)=-int_{0}^{\infty}e^{i\omega t}\frac{f(t)}{t-x}dt,\qquad \omega>0,\qquad x\geq 0,$$ where…

Classical Analysis and ODEs · Mathematics 2011-12-13 Haiyong Wang , Lun Zhang , Daan Huybrechs

In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…

Statistical Mechanics · Physics 2016-08-31 Fevzi Buyukkilic , Zahide Ok Bayrakdar , Dogan Demirhan

By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics,…

Pricing of Securities · Quantitative Finance 2022-06-22 Andrey Itkin , Alexander Lipton , Dmitry Muravey
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