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We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using {\epsilon}-quasiorthogonality, for the approximation of integrals of the form \int f(x)d \alpha(x). The measure {\alpha}(\cdot) can be…

Numerical Analysis · Mathematics 2018-11-13 Pierre-David Létourneau , Eric Darve

We present a fast algorithm for computing the diffracted field from arbitrary binary (sharp-edged) planar apertures and occulters in the scalar Fresnel approximation, for up to moderately high Fresnel numbers ($\lesssim 10^3$). It uses a…

Instrumentation and Methods for Astrophysics · Physics 2020-12-18 Alex H. Barnett

We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…

Numerical Analysis · Mathematics 2024-12-02 Masato Suzuki , Ken'ichiro Tanaka

We propose, analyze, and implement interpolatory approximations and Filon-type cubature for efficient and accurate evaluation of a class of wideband generalized Fourier integrals on the sphere. The analysis includes derivation of (i)…

Numerical Analysis · Mathematics 2012-04-24 V. Dominguez , M. Ganesh

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

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

Numerical Analysis · Mathematics 2026-03-17 Xinran Liu , Zhenyu Zhao , Benxue Gong

In this paper, we consider a method for fast numerical computation of the Fourier transform of a slowly decaying function with given accuracy in given ranges of the frequency. In these decades, some useful formulas for the Fourier transform…

Numerical Analysis · Mathematics 2015-07-28 Ken'ichiro Tanaka

Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…

Machine Learning · Statistics 2024-08-26 Ayoub Belhadji , Qianyu Julie Zhu , Youssef Marzouk

In this work, the benefits of the phase fitting technique are embedded in high order discrete Lagrangian integrators. The proposed methodology creates integrators with zero phase lag in a test Lagrangian in a similar way used in phase…

Instrumentation and Methods for Astrophysics · Physics 2009-04-02 O. T. Kosmas , D. S. Vlachos

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

In recent years there has been a growing interest in the fractional Fourier transform driven by its large number of applications. The literature in this field follows two main routes. On the one hand, the areas where the ordinary Fourier…

Numerical Analysis · Mathematics 2012-01-26 Rafael G. Campos , J. Rico-Melgoza , Edgar Chávez

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

This paper is concerned with the fast computation of Fourier integral operators of the general form $\int_{\R^d} e^{2\pi\i \Phi(x,k)} f(k) d k$, where $k$ is a frequency variable, $\Phi(x,k)$ is a phase function obeying a standard…

Numerical Analysis · Mathematics 2008-09-05 Emmanuel Candes , Laurent Demanet , Lexing Ying

This paper presents a novel boundary-optimized fast Fourier extension algorithm for efficient approximation of non-periodic functions. The proposed methodology constructs periodic extensions through strategic utilization of boundary…

Numerical Analysis · Mathematics 2025-08-27 Z. Y. Zhao , Y. F Wang , A. G. Yagola

In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

Numerical Analysis · Mathematics 2025-02-13 M. P. Calvo , J. Makazaga , A. Murua

We propose, analyze, and implement a quadrature method for evaluating integrals of the form $\int_0^2 f(s)\exp(zs)\, {\rm d}s$, where $z$ is a complex number with a possibly large negative real part. The integrand may exhibit exponential…

Numerical Analysis · Mathematics 2026-02-10 Victor Dominguez

In this paper, we consider the Clenshaw-Curtis-Filon method for the highly oscillatory Bessel transform $\int_0^1x^\alpha (1-x)^\beta f(x) J_{\nu}(\omega x)dx$, where $f$ is a smooth function on $[0, 1]$, and $\nu\geq0.$ The method is based…

Numerical Analysis · Mathematics 2016-05-30 Zhenhua Xu , Shuhuang Xiang

In our recent publication [1] we presented an exponential series approximation suitable for highly accurate computation of the complex error function in a rapid algorithm. In this Short Communication we describe how a simplified…

Numerical Analysis · Mathematics 2012-05-09 S. M. Abrarov , B. M. Quine

In this paper, in order to improve the spatial accuracy, the exponential integrator Fourier Galerkin method (EIFG) is proposed for solving semilinear parabolic equations in rectangular domains. In this proposed method, the spatial…

Numerical Analysis · Mathematics 2024-12-02 Jianguo Huang , Yuejin Xu

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang