Computation of highly oscillatory Bessel transforms with algebraic singularities
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, where f is a smooth function on [0, 1], and ν≥0. 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 N 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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