arXiv subjects

Peter Opsomer

Publications and source records attributed to Peter Opsomer.

5 recordsLinked to original sources

arXiv2022

Arbitrary-order asymptotic expansions of Gaussian quadrature rules with classical and generalised weight functions

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian quadrature rules for three general classes of positive weight functions: analytic functions on a bounded interval with algebraic singularities at the endpoints, analytic weight functions on the halfline with exponential decay at infinity and an algebraic singularity at the finite endpoint, and analytic functions on the real line with exponential decay in both directions at infinity. The results include the Gaussian rules of classical orthogonal polynomials (Legendre, Jacobi, Laguerre and Hermite) as special cases. We present experiments indicating the range of the number of points at which these expressions achieve high precision. We provide an algorithm that can compute arbitrarily many terms in these expansions for the classical cases, and many though not all terms for the generalized cases.

math.NA↗

arXiv2017

On the eigenmodes of periodic orbits for multiple scattering problems in 2D

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the oscillatory properties of the solution. However, the high-frequency wave pattern becomes very complicated in the presence of multiple scattering obstacles. We consider a boundary integral equation formulation of the Helmholtz equation in two dimensions involving several obstacles, for which ray tracing schemes have been previously proposed. The existing analysis of ray tracing schemes focuses on periodic orbits between a subset of the obstacles. One observes that the densities on each of the obstacles converge to an equilibrium after a few iterations. In this paper we present an asymptotic approximation of the phases of those densities in equilibrium, in the form of a Taylor series. The densities represent a full cycle of reflections in a periodic orbit. We initially exploit symmetry in the case of two circular scatterers, but also provide an explicit algorithm for an arbitrary number of general 2D obstacles. The coefficients, as well as the time to compute them, are independent of the wavenumber and of the incident wave. The results may be used to accelerate ray tracing schemes after a small number of initial iterations.

math.NA↗

arXiv2016

Construction and implementation of asymptotic expansions for Laguerre-type orthogonal polynomials

Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval $[0,\infty)$ with respect to a weight function of the form $w(x) = x^{\alpha} e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, \alpha > -1, q_m > 0$. The classical Laguerre polynomials correspond to $Q(x)=x$. The computation of higher-order terms of the asymptotic expansions of these polynomials for large degree becomes quite complicated, and a full description seems to be lacking in literature. However, this information is implicitly available in the work of Vanlessen, based on a non-linear steepest descent analysis of an associated so-called Riemann--Hilbert problem. We will extend this work and show how to efficiently compute an arbitrary number of higher-order terms in the asymptotic expansions of Laguerre and Laguerre-type polynomials. This effort is similar to the case of Jacobi and Jacobi-type polynomials in a previous paper. We supply an implementation with explicit expansions in four different regions of the complex plane. These expansions can also be extended to Hermite-type weights of the form $\exp(-\sum_{k=0}^m q_k x^{2k})$ on $(-\infty,\infty)$, and to general non-polynomial functions $Q(x)$ using contour integrals. The expansions may be used, e.g., to compute Gauss-Laguerre quadrature rules in a lower computational complexity than based on the recurrence relation, and with improved accuracy for large degree. They are also of interest in random matrix theory.

math.NA↗

arXiv2016

High-frequency asymptotic compression of dense BEM matrices for general geometries without ray tracing

Wave propagation and scattering problems in acoustics are often solved with boundary element methods. They lead to a discretization matrix that is typically dense and large: its size and condition number grow with increasing frequency. Yet, high frequency scattering problems are intrinsically local in nature, which is well represented by highly localized rays bouncing around. Asymptotic methods can be used to reduce the size of the linear system, even making it frequency independent, by explicitly extracting the oscillatory properties from the solution using ray tracing or analogous techniques. However, ray tracing becomes expensive or even intractable in the presence of (multiple) scattering obstacles with complicated geometries. In this paper, we start from the same discretization that constructs the fully resolved large and dense matrix, and achieve asymptotic compression by explicitly localizing the Green's function instead. This results in a large but sparse matrix, with a faster associated matrix-vector product and, as numerical experiments indicate, a much improved condition number. Though an appropriate localisation of the Green's function also depends on asymptotic information unavailable for general geometries, we can construct it adaptively in a frequency sweep from small to large frequencies in a way which automatically takes into account a general incident wave. We show that the approach is robust with respect to non-convex, multiple and even near-trapping domains, though the compression rate is clearly lower in the latter case. Furthermore, in spite of its asymptotic nature, the method is robust with respect to low-order discretizations such as piecewise constants, linears or cubics, commonly used in applications. On the other hand, we do not decrease the total number of degrees of freedom compared to a conventional classical discretization. The combination of the ...

math.NA↗

arXiv2015

Construction and implementation of asymptotic expansions for Jacobi--type orthogonal polynomials

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function $w(x)=(1-x)^α(1+x)^βh(x)$, $α,β>-1$ and $h(x)$ a real, analytic and strictly positive function on $[-1,1]$. This information is available in the work of Kuijlaars, McLaughlin, Van Assche and Vanlessen, where the authors use the Riemann--Hilbert formulation and the Deift--Zhou non-linear steepest descent method. We show that computing higher-order terms can be simplified, leading to their efficient construction. The resulting asymptotic expansions in every region of the complex plane are implemented both symbolically and numerically, and the code is made publicly available. The main advantage of these expansions is that they lead to increasing accuracy for increasing degree of the polynomials, at a computational cost that is actually independent of the degree. In contrast, the typical use of the recurrence relation for orthogonal polynomials in computations leads to a cost that is at least linear in the degree. Furthermore, the expansions may be used to compute Gaussian quadrature rules in $\mathcal{O}(n)$ operations, rather than $\mathcal{O}(n^2)$ based on the recurrence relation.

cs.MS↗