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When the eigenvalues of the coefficient matrix for a linear scalar ordinary differential equation are of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The…

Numerical Analysis · Mathematics 2023-11-16 Murdock Aubry , James Bremer

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

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

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

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

Numerical Analysis · Mathematics 2022-12-19 James Bremer

It is well known that phase function methods allow for the numerical solution of a large class of oscillatory second order linear ordinary differential equations in time independent of frequency. Unfortunately, these methods break down in…

Numerical Analysis · Mathematics 2025-06-04 Richard Chow , James Bremer

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

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

We propose a new stable Levin method to compute oscillatory integrals with logarithmic singularities and without stationary points. To avoid the singularity, we apply the technique of singularity separation and transform the singular ODE…

Numerical Analysis · Mathematics 2024-12-20 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

A new numerical method for solving a scalar ordinary differential equation with a given initial condition is introduced. The method is using a numerical integration procedure for an equivalent integral equation and is called in this paper…

Numerical Analysis · Mathematics 2011-09-06 Alexander Lozovskiy

Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a $d$-dimensional system…

Quantum Physics · Physics 2021-10-19 Andrew M. Childs , Jin-Peng Liu

The method of this paper is my original creation. A new method for solving linear differential equations is proposed in this paper. The important conclusion of this paper is that arbitrary order linear ordinary differential equations with…

General Mathematics · Mathematics 2018-06-05 Daiyuan Zhang

This paper is concerned with the efficient numerical computation of solutions to the 1D stationary Schr\"odinger equation in the semiclassical limit in the highly oscillatory regime. A previous approach to this problem based on explicitly…

Numerical Analysis · Mathematics 2019-11-05 A. Arnold , C. Klein. B. Ujvari

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

Numerical Analysis · Mathematics 2009-02-24 Evgeny Novikov , Anton Tuzov

In the frame of the traditional wavelet-Galerkin method based on the compactly supported wavelets, it is important to calculate the so-called connection coefficients that are some integrals whose integrands involve products of wavelets,…

Numerical Analysis · Mathematics 2018-01-25 Zhaochen Yang , Shijun Liao

We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…

Numerical Analysis · Mathematics 2018-03-13 James Bremer , Haizhao Yang

This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…

Numerical Analysis · Mathematics 2025-11-11 Amin Faghih

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 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
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