Skip to main content
Log in

Efficient methods for Volterra integral equations with highly oscillatory Bessel kernels

  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

In this paper, we introduce efficient methods for the approximation of solutions to weakly singular Volterra integral equations of the second kind with highly oscillatory Bessel kernels. Based on the asymptotic analysis of the solution, we derive corresponding convergence rates in terms of the frequency for the Filon method, and for piecewise constant and linear collocation methods. We also present asymptotic schemes for large values of the frequency. These schemes possess the property that the numerical solutions become more accurate as the frequency increases.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5

Similar content being viewed by others

References

  1. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions. National Bureau of Standards, Washington (1964)

    MATH  Google Scholar 

  2. Aleksandrov, V.M., Kovalenko, E.V.: Mathematical method in the displacement problem. Inzh. Zh. Mekh. Tverd. Tela 2, 77–89 (1984)

    MathSciNet  Google Scholar 

  3. Asheim, A., Huybrechs, D.: Local solutions to high frequency 2D scattering problems. J. Comput. Phys. 229, 5357–5372 (2009)

    Article  MathSciNet  Google Scholar 

  4. Baker, C.T.H.: A perspective on the numerical treatment of Volterra equations. J. Comput. Appl. Math. 125, 217–249 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  5. Beezley, R.S., Krueger, R.J.: An electromagnetic inverse problem for dispersive media. J. Math. Phys. 26, 317–325 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  6. Brunner, H.: Collocation Methods for Volterra Integral and Related Functional Equations. Cambridge University Press, Cambridge (2004)

    Book  MATH  Google Scholar 

  7. Brunner, H., Davies, P.J., Duncan, D.B.: Discontinuous Galerkin approximations for Volterra integral equations of the first kind. IMA J. Numer. Anal. 29, 856–881 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  8. Brunner, H., Iserles, A., Nørsett, S.: Open problems in the computational solution of Volterra functional equations with highly oscillatory kernels. Isaac Newton Institute, HOP 2007: Effective Computational Methods for Highly Oscillatory Solutions (2007)

  9. Colton, D., Kress, R.: Integral Equation Methods in Scattering Theory. Wiley, New York (1983)

    MATH  Google Scholar 

  10. Davies, P.J., Duncan, D.B.: Stability and convergence of collocation schemes for retarded potential integral equations. SIAM J. Numer. Anal. 42, 1167–1188 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  11. Filon, L.N.G.: On a quadrature formula for trigonometric integrals. Proc. R. Soc. Edinb. 49, 38–47 (1928)

    Google Scholar 

  12. Gradshteyn, I.S., Ryzhik, I.M.: Table of Integrals, Series, and Products, 5th edn. Academic Press, New York (1994)

    MATH  Google Scholar 

  13. Gripenberg, G., Londen, S.-O., Staffans, O.: Volterra Integral and Fnctional Equations. Cambridge University Press, Cambridge (1990)

    Book  Google Scholar 

  14. de Hoog, F., Weiss, R.: On the solution of Volterra integral equations of the first kind. Numer. Math. 21, 22–32 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  15. Iserles, A., Nørsett, S.P.: On quadrature methods for highly oscillatory integrals and their implementation. BIT Numer. Math. 44, 755–772 (2004)

    Article  MATH  Google Scholar 

  16. Iserles, A., Nørsett, S.P.: Efficient quadrature of highly-oscillatory integrals using derivatives. Proc. R. Soc. A, Math. Phys. Eng. Sci. 461, 1383–1399 (2005)

    Article  MATH  Google Scholar 

  17. Kiryakova, V., Al-Saqabi, B.: Explicit solutions to hyper-Bessel integral equations of second kind. Comput. Math. Appl. 37, 75–86 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  18. Kristensson, G.: Direct and Inverse Scattering Problems in Dispersive Media-Green’s Functions and Invariant Imbedding Techniques. Methoden und Verfahren der Mathematischen Physik, vol. 37, pp. 105–119. Peter Lang, Frankfurt am Main (1991)

    Google Scholar 

  19. Langdon, S., Chandler-Wilde, S.N.: A wavenumber independent boundary element method for an acoustic scattering problem. SIAM J. Numer. Anal. 43, 2450–2477 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  20. Levin, D.: Fast integration of rapidly oscillatory functions. J. Comput. Appl. Math. 67, 95–101 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  21. Linz, P.: Product integration methods for Volterra integral equations of the first kind. BIT Numer. Math. 11, 413–421 (1971)

    Article  MathSciNet  MATH  Google Scholar 

  22. Luke, Y.L.: Integrals of Bessel Functions. McGraw-Hill, New York (1962)

    MATH  Google Scholar 

  23. Mcalevey, L.G.: Product integration rules for Volterra integral equations of the first kind. BIT Numer. Math. 27, 235–247 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  24. Nédélec, J.-C.: Acoustic and Electromagnetic Equations. Applied Mathematical Sciences, vol. 144. Springer, Berlin (2001)

    MATH  Google Scholar 

  25. Polyanin, A.D., Manzhirov, A.V.: Handbook of Integral Equations. CRC Press, Boca Raton (1998)

    Book  MATH  Google Scholar 

  26. Stein, E.: Harmonic Analysis: Real-Variable Methods, Orthogonality, and Oscillatory Integrals. Princeton University Press, Princeton (1993)

    MATH  Google Scholar 

  27. Wang, H., Xiang, S.: Asymptotic expansion and Filon-type methods for a Volterra integral equation with a highly oscillatory kernel. IMA J. Numer. Anal. 31, 469–490 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  28. Watson, G.N.: A Treatise on the Theory of Bessel Functions. Cambridge University Press, Cambridge (1952)

    Google Scholar 

  29. Xiang, S., Cho, Y., Wang, H., Brunner, H.: Clenshaw-Curtis-Filon-type methods for highly oscillatory Bessel transforms and applications. IMA J. Numer. Anal. 31, 1281–1314 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  30. Xiang, S., Wang, H.: Fast integration of highly oscillatory integrals with exotic oscillators. Math. Comput. 79, 829–844 (2010)

    MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors are grateful to the two anonymous referees for their useful comments and constructive suggestions for improvement of this paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Shuhuang Xiang.

Additional information

Communicated by Anne Kværnø.

This work is supported partly by NSF of China (No.11071260).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xiang, S., Brunner, H. Efficient methods for Volterra integral equations with highly oscillatory Bessel kernels. Bit Numer Math 53, 241–263 (2013). https://doi.org/10.1007/s10543-012-0399-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10543-012-0399-8

Keywords

Mathematics Subject Classification (2010)

Navigation