Filon-Clenshaw-Curtis rules for a class of highly-oscillatory integrals with logarithmic singularities (1305.1365v3)

Abstract: In this work we propose and analyse a numerical method for computing a family of highly oscillatory integrals with logarithmic singularities. For these quadrature rules we derive error estimates in terms of $N$, the number of nodes, $k$ the rate of oscillations and a Sobolev-like regularity of the function. We prove that that the method is not only robust but the error even decreases, for fixed $N$, as $k$ increases. Practical issues about the implementation of the rule are also covered in this paper by: (a) writing down ready-to-implement algorithms; (b) analysing the numerical stability of the computations and (c) estimating the overall computational cost. We finish by showing some numerical experiments which illustrate the theoretical results presented in this paper.