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Shukui Chen

Publications and source records attributed to Shukui Chen.

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An adaptive delaminating Levin method in two dimensions

We present an adaptive delaminating Levin method for evaluating bivariate oscillatory integrals over rectangular domains. Whereas previous analyses of Levin methods impose non-resonance conditions that exclude stationary and resonance points, we rigorously establish the existence of a slowly-varying, approximate solution to the Levin PDE across all frequency regimes, even when the non-resonance condition is violated. This allows us to derive error estimates for the numerical solution of the Levin PDE via the Chebyshev spectral collocation method, and for the evaluation of the corresponding oscillatory integrals, showing that high accuracy can be achieved regardless of whether or not stationary and resonance points are present. We then present a Levin method incorporating adaptive subdivision in both two and one dimensions, as well as delaminating Chebyshev spectral collocation, which is effective in both the presence and absence of stationary and resonance points. We demonstrate the effectiveness of our algorithm with a number of numerical experiments.

math.NA

An adaptive Levin method for complicated domains

In this paper we describe an adaptive Levin method for numerically evaluating integrals of the form $\int_\Omega f(\mathbf x) \exp(i g(\mathbf x)) \,d\Omega$ over general domains that have been meshed by transfinite elements. On each element, we apply the multivariate Levin method over adaptively refined sub-elements, until the integral has been computed to the desired accuracy. Resonance points on the boundaries of the elements are handled by the application of the univariate adaptive Levin method. When the domain does not contain stationary points, the cost of the resulting method is essentially independent of the frequency, even in the presence of resonance points.

math.NA

On the adaptive Levin method

The Levin method is a well-known technique for evaluating oscillatory integrals, which operates by solving a certain ordinary differential equation in order to construct an antiderivative of the integrand. It was long believed that this approach suffers from "low-frequency breakdown," meaning that the accuracy of the calculated value of the integral deteriorates when the integrand is only slowly oscillating. Recently presented experimental evidence, however, suggests that if a Chebyshev spectral method is used to discretize the differential equation and the resulting linear system is solved via a truncated singular value decomposition, then no low-frequency breakdown occurs. Here, we provide a proof that this is the case, and our proof applies not only when the integrand is slowly oscillating, but even in the case of stationary points. Our result puts adaptive schemes based on the Levin method on a firm theoretical foundation and accounts for their behavior in the presence of stationary points. We go on to point out that by combining an adaptive Levin scheme with phase function methods for ordinary differential equations, a large class of oscillatory integrals involving special functions, including products of such functions and the compositions of such functions with slowly-varying functions, can be easily evaluated without the need for symbolic computations. Finally, we present the results of numerical experiments which illustrate the consequences of our analysis and demonstrate the properties of the adaptive Levin method.

math.NA