高振荡积分的常见数值算法研究
Study on Common Numerical Algorithms for Highly Oscillatory Integrals
DOI: 10.12677/aam.2026.158336, PDF,    科研立项经费支持
作者: 彭小蓉*, 黄仁敏, 潘 瑶:贵州师范学院数学与大数据学院,贵州 贵阳
关键词: 高振荡积分渐近方法Levin方法数值最速下降法Highly Oscillatory Integrals Asymptotic Method Levin Method Numerical Steepest Descent Method
摘要: 高振荡积分广泛存在于电磁散射、量子力学、流体力学、信号处理等科学与工程领域。由于被积函数的高频振荡特性,传统数值积分方法计算成本过高而难以实用。本文系统介绍了渐近方法、Levin方法、数值最速下降法等高振荡积分的高效计算方法,为相关领域的研究者提供有意义的参考。
Abstract: Highly oscillatory integrals are widely encountered in scientific and engineering fields such as electromagnetic scattering, quantum mechanics, fluid mechanics, and signal processing. Due to the high-frequency oscillatory nature of the integrand, traditional numerical integration methods are often prohibitively expensive and thus impractical. This paper systematically introduces efficient computational methods for highly oscillatory integrals, including the asymptotic method, the Levin method, and the numerical steepest descent method, aiming to provide a useful reference for researchers in related fields.
文章引用:彭小蓉, 黄仁敏, 潘瑶. 高振荡积分的常见数值算法研究[J]. 应用数学进展, 2026, 15(8): 93-102. https://doi.org/10.12677/aam.2026.158336

参考文献

[1] Iserles, A. (2004) On the Numerical Quadrature of Highly-Oscillating Integrals I: Fourier Transforms. IMA Journal of Numerical Analysis, 24, 365-391.
https://doi.org/10.1093/imanum/24.3.365
[2] Xiang, S. and Brunner, H. (2013) Efficient Methods for Volterra Integral Equations with Highly Oscillatory Bessel Kernels. BIT Numerical Mathematics, 53, 241-263.
https://doi.org/10.1007/s10543-012-0399-8
[3] Erdelyi, A. (1955) Asymptotic Representations of Fourier Integrals and the Method of Stationary Phase. Journal of the Society for Industrial and Applied Mathematics, 3, 17-27.
https://doi.org/10.1137/0103002
[4] Wong, R. (2001) Asymptotic Approximations of Integrals. Society for Industrial and Applied Mathematics.
https://doi.org/10.1137/1.9780898719260
[5] Iserles, A. and Nørsett, S.P. (2005) Efficient Quadrature of Highly Oscillatory Integrals Using Derivatives. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 461, 1383-1399.
https://doi.org/10.1098/rspa.2004.1401
[6] Olver, F.W.J., Lozier, D.W., Boisvert, R.F. and Clark, C.W. (2010) NIST Handbook of Mathematical Functions. Cambridge University Press.
[7] Iserles, A. and Nørsett, S. (2006) Quadrature Methods for Multivariate Highly Oscillatory Integrals Using Derivatives. Mathematics of Computation, 75, 1233-1258.
https://doi.org/10.1090/s0025-5718-06-01854-0
[8] Bleistein, N. and Handelsman, R. (1986) Asymptotic Expansions of Integrals. Dover.
[9] Levin, D. (1982) Procedures for Computing One-and Two-Dimensional Integrals of Functions with Rapid Irregular Oscillations. Mathematics of Computation, 38, 531-538.
https://doi.org/10.1090/s0025-5718-1982-0645668-7
[10] Levin, D. (1996) Fast Integration of Rapidly Oscillatory Functions. Journal of Computational and Applied Mathematics, 67, 95-101.
https://doi.org/10.1016/0377-0427(94)00118-9
[11] Li, J., Wang, X. and Wang, T. (2008) A Universal Solution to One-Dimensional Oscillatory Integrals. Science in China Series F: Information Sciences, 51, 1614-1622.
https://doi.org/10.1007/s11432-008-0121-2
[12] Olver, S. (2006) Moment-Free Numerical Integration of Highly Oscillatory Functions. IMA Journal of Numerical Analysis, 26, 213-227.
https://doi.org/10.1093/imanum/dri040
[13] Olver, S. (2007) Numerical Approximation of Vector-Valued Highly Oscillatory Integrals. BIT Numerical Mathematics, 47, 637-655.
https://doi.org/10.1007/s10543-007-0137-9
[14] Olver, S. (2009) GMRES for the Differentiation Operator. SIAM Journal on Numerical Analysis, 47, 3359-3373.
https://doi.org/10.1137/080724964
[15] Huybrechs, D. and Vandewalle, S. (2006) On the Evaluation of Highly Oscillatory Integrals by Analytic Continuation. SIAM Journal on Numerical Analysis, 44, 1026-1048.
https://doi.org/10.1137/050636814
[16] Wang, H. and Xiang, S. (2010) On the Evaluation of Cauchy Principal Value Integrals of Oscillatory Functions. Journal of Computational and Applied Mathematics, 234, 95-100.
https://doi.org/10.1016/j.cam.2009.12.007
[17] Huybrechs, D. and Vandewalle, S. (2007) The Construction of Cubature Rules for Multivariate Highly Oscillatory Integrals. Mathematics of Computation, 76, 1955-1980.
https://doi.org/10.1090/s0025-5718-07-01937-0