doi:10.1006/acha.2000.0305
Copyright © 2000 Academic Press. All rights reserved.
Regular Article
Efficient Computation of Oscillatory Integrals via Adaptive Multiscale Local Fourier Bases*1, , *2
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A. Averbucha, E. Bravermanb, R. Coifmanc, M. Israelid and A. Sidid
a School of Mathematical Sciences, Tel Aviv University, Tel Aviv, 69978, Israel
b Computer Science Department, Technion, Haifa, 32000, Israel
c Department of Mathematics, Yale University, New Haven, Connecticut, 06520-8283
d Computer Science Department, Technion, Haifa, 32000, Israel
Received 15 April 1999.
Available online 27 March 2002.
Abstract
The integral ∫0Leiνφ(s,t)f(s)dswith a highly oscillatory kernel (large ν, ν is up to 2000) is considered. This integral is accurately evaluated with an improved trapezoidal rule and effectively transcribed using local Fourier basis and adaptive multiscale local Fourier basis. The representation of the oscillatory kernel in these bases is sparse. The coefficients after the application of local Fourier transform are smoothed. Sometimes this enables us to obtain further compression with wavelets.
*1 This research is supported by a U.S.–Israel Binational Science Foundation grant for 1996–1999.
*2 Communicated by Leslie, F. Greengard