Asymptotic Analysis of Numerical Steepest Descent with Path Approximations

  • Authors:
  • Andreas Asheim;Daan Huybrechs

  • Affiliations:
  • NTNU, Department of Mathematical Sciences, 7491, Trondheim, Norway;KU Leuven, Department of Computer Science, 3001, Leuven, Belgium

  • Venue:
  • Foundations of Computational Mathematics
  • Year:
  • 2010

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Abstract

We propose a variant of the numerical method of steepest descent for oscillatory integrals by using a low-cost explicit polynomial approximation of the paths of steepest descent. A loss of asymptotic order is observed, but in the most relevant cases the overall asymptotic order remains higher than a truncated asymptotic expansion at similar computational effort. Theoretical results based on number theory underpinning the mechanisms behind this effect are presented.