Computation of highly oscillatory Bessel transforms with algebraic singularities

preprint2016arXivOpen access

Abstract

In this paper, we consider the Clenshaw-Curtis-Filon method for the highly oscillatory Bessel transform ∫01xα(1−x)βf(x)Jν(ωx)dx\int_0^1x^α(1-x)^βf(x) J_ν(ωx)dx, where ff is a smooth function on [0,1][0, 1], and ν≥0.ν\geq0. The method is based on Fast Fourier Transform (FFT) and fast computation of the modified moments. We give a recurrence relation for the modified moments and present an efficient method for the evaluation of modified moments by using recurrence relation. Moreover, the corresponding error bound in inverse powers of NN for this method for the integral is presented. Numerical examples are provided to support our analysis and show the efficiency and accuracy of the method.

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