论文标题
关于自适应列文方法
On the adaptive Levin method
论文作者
论文摘要
Levin方法是一种用于评估振荡积分的知名技术,该技术通过求解某个普通的微分方程来运行,以构建积分的抗体能力。长期以来,人们认为,这种方法患有“低频崩溃”,这意味着当积分仅缓慢振荡时,积分值的计算值的准确性会恶化。然而,最近提出的实验证据表明,如果使用Chebyshev光谱方法来离散微分方程,并且通过截短的奇异值分解来求解所得的线性系统,则不会发生低频分解。在这里,我们提供了这种情况的证明,我们的证明不仅适用于集成剂缓慢振荡,而且适用于固定点。我们的结果将基于Levin方法的自适应方案置于牢固的理论基础上,并在存在固定点的情况下说明了它们的行为。我们继续指出,通过将自适应LEVIN方案与用于普通微分方程的相位函数方法相结合,这是一类涉及特殊功能的大量振荡积分,包括此类功能的产物和此类功能的组成具有缓慢变化的功能,而无需符号计算,可以轻松地评估。最后,我们介绍了数值实验的结果,该结果说明了我们的分析的后果,并证明了自适应Levin方法的特性。
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 approach suffers from "low-frequency breakdown," meaning that the accuracy of the calculated value of the integral deteriorates when the integrand is only slowly oscillating. Recently presented experimental evidence, however, suggests that if a Chebyshev spectral method is used to discretize the differential equation and the resulting linear system is solved via a truncated singular value decomposition, then no low-frequency breakdown occurs. Here, we provide a proof that this is the case, and our proof applies not only when the integrand is slowly oscillating, but even in the case of stationary points. Our result puts adaptive schemes based on the Levin method on a firm theoretical foundation and accounts for their behavior in the presence of stationary points. We go on to point out that by combining an adaptive Levin scheme with phase function methods for ordinary differential equations, a large class of oscillatory integrals involving special functions, including products of such functions and the compositions of such functions with slowly-varying functions, can be easily evaluated without the need for symbolic computations. Finally, we present the results of numerical experiments which illustrate the consequences of our analysis and demonstrate the properties of the adaptive Levin method.