Filon-Clenshaw-Curtis rules for a class of highly-oscillatory integrals with logarithmic singularities

Authors:
Víctor Domínguez
Affiliations:
-
Venue:
Journal of Computational and Applied Mathematics
Year:
2014

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Abstract

In this work we propose and analyse a numerical method for computing a family of highly oscillatory integrals with logarithmic singularities. For these quadrature rules we derive error estimates in terms of N, the number of nodes, k the rate of oscillations and a Sobolev-like regularity of the function. We prove that the method is not only robust but the error even decreases, for fixed N, as k increases. Practical issues about the implementation of the rule are also covered in this paper by: (a) writing down ready-to-implement algorithms; (b) analysing the numerical stability of the computations and (c) estimating the overall computational cost. We finish by showing some numerical experiments which illustrate the theoretical results presented in this paper.