Haiyong Wang

Haiyong Wang, Daan Huybrechs, Stefan Vandewalle

Barycentric interpolation is arguably the method of choice for numerical polynomial interpolation. The polynomial interpolant is expressed in terms of function values using the so-called barycentric weights, which depend on the interpolation points. Few explicit formulae for these barycentric weights are known. In [H. Wang and S. Xiang, Math. Comp., 81 (2012), 861--877], the authors have shown that the barycentric weights of the roots of Legendre polynomials can be expressed explicitly in terms of the weights of the corresponding Gaussian quadrature rule. This idea was subsequently implemented in the Chebfun package [L. N. Trefethen and others, The Chebfun Development Team, 2011] and in the process generalized by the Chebfun authors to the roots of Jacobi, Laguerre and Hermite polynomials. In this paper, we explore the generality of the link between barycentric weights and Gaussian quadrature and show that such relationships are related to the existence of lowering operators for orthogonal polynomials. We supply an exhaustive list of cases, in which all known formulae are recovered and also some new formulae are derived, including the barycentric weights for Gauss-Radau and Gauss-Lobatto points. Based on a fast ${\mathcal O}(n)$ algorithm for the computation of Gaussian quadrature, due to Hale and Townsend, this leads to an ${\mathcal O}(n)$ computational scheme for barycentric weights.

Haiyong Wang, Lun Zhang, Daan Huybrechs

In this paper, we study the asymptotics and fast computation of the one-sided oscillatory Hilbert transforms of the form $$H^{+}(f(t)e^{iωt})(x)=-int_{0}^{\infty}e^{iωt}\frac{f(t)}{t-x}dt,\qquad ω>0,\qquad x\geq 0,$$ where the bar indicates the Cauchy principal value and $f$ is a real-valued function with analytic continuation in the first quadrant, except possibly a branch point of algebraic type at the origin. When $x=0$, the integral is interpreted as a Hadamard finite-part integral, provided it is divergent. Asymptotic expansions in inverse powers of $ω$ are derived for each fixed $x\geq 0$, which clarify the large $ω$ behavior of this transform. We then present efficient and affordable approaches for numerical evaluation of such oscillatory transforms. Depending on the position of $x$, we classify our discussion into three regimes, namely, $x=\mathcal{O}(1)$ or $x\gg1$, $0<x\ll 1$ and $x=0$. Numerical experiments show that the convergence of the proposed methods greatly improve when the frequency $ω$ increases. Some extensions to oscillatory Hilbert transforms with Bessel oscillators are briefly discussed as well.

Andreas Asheim, Alfredo Deaño, Daan Huybrechs et al.

We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function $e^{iωx}$ on the interval $[-1,1]$. We show that such a rule attains high asymptotic order, in the sense that the quadrature error quickly decreases as a function of the frequency $ω$. However, accuracy is maintained for all values of $ω$ and in particular the rule elegantly reduces to the classical Gauss-Legendre rule as $ω\to 0$. The construction of such rules is briefly discussed, and though not all orthogonal polynomials exist, it is demonstrated numerically that rules with an even number of points are always well defined. We show that these rules are optimal both in terms of asymptotic order as well as in terms of polynomial order.

Haiyong Wang

In this paper, we provide a new and sharper bound for the Legendre coefficients of differentiable functions and then derive a new error bound of the truncated Legendre series in the uniform norm. The key idea of proof relies on integration by parts and a sharp Bernstein-type inequality for the Legendre polynomial. An illustrative example is provided to demonstrate the sharpness of our new results.

Haiyong Wang

In this paper, we study optimal estimates and comparison of the coefficients in the Gegenbauer series expansion. We propose an alternative derivation of the contour integral representation of the Gegenbauer expansion coefficients which was recently derived by Cantero and Iserles [SIAM J. Numer. Anal., 50 (2012), pp.307-327]. With this representation, we show that optimal estimates for the Gegenbauer expansion coefficients can be derived, which in particular includes Legendre coefficients as a special case. Further, we apply these estimates to establish some rigorous and computable bounds for the truncated Gegenbauer series. In addition, we compare the decay rates of the Chebyshev and Legendre coefficients. For functions whose singularity is outside or at the endpoints of the expansion interval, asymptotic behaviour of the ratio of the nth Legendre coefficient to the nth Chebyshev coefficient is given, which provides us an illuminating insight for the comparison of the spectral methods based on Legendre and Chebyshev expansions.

Haiyong Wang

In this paper we present a unified framework for asymptotic analysis and computation of the finite Hankel transform. This framework enables us to derive asymptotic expansions of the transform, including the cases where the oscillator has zeros and stationary points. As a consequence, two efficient and affordable methods for computing the transform numerically are developed and a detailed analysis of their asymptotic error estimate is carried out. Numerical examples are provided to confirm our analysis.

Haiyong Wang, Lun Zhang

In this paper, we are concerned with Jacobi polynomials $P_n^{(α,β)}(x)$ on the Bernstein ellipse with motivation mainly coming from recent studies of convergence rate of spectral interpolation. An explicit representation of $P_n^{(α,β)}(x)$ is derived in the variable of parametrization. This formula further allows us to show that the maximum value of $\left|P_n^{(α,β)}(z)\right|$ over the Bernstein ellipse is attained at one of the endpoints of the major axis if $α+β\geq -1$. For the minimum value, we are able to show that for a large class of Gegenbauer polynomials (i.e., $α=β$), it is attained at two endpoints of the minor axis. These results particularly extend those previously known only for some special cases. Moreover, we obtain a more refined asymptotic estimate for Jacobi polynomials on the Bernstein ellipse.

Haiyong Wang

In this paper, we investigate the rate of convergence of Clenshaw-Curtis quadrature and its acceleration for functions with endpoint singularities in X^s, where X^s denotes the space of functions whose Chebyshev coefficients decay asymptotically as a_k = O(k^{-s-1}) for some positive s. For such unctions, we show that the convergence rate of (n + 1)-point Clenshaw-Curtis quadrature is O(n^{-s-2}). Furthermore, an asymptotic error expansion for Clenshaw-Curtis quadrature is presented which enables us to employ some extrapolation techniques to accelerate its convergence. Numerical examples are provided to confirm our analysis.

Haiyong Wang, Daan Huybrechs

Chebyshev expansion coefficients can be computed efficiently by using the FFT, and for smooth functions the resulting approximation is close to optimal, with computations that are numerically stable. Given sufficiently accurate function samples, the Chebyshev expansion coefficients can be computed to machine precision accuracy. However, the accuracy is only with respect to absolute error, and this implies that very small expansion coefficients typically have very large relative error. Upon differentiating a Chebyshev expansion, this relative error in the small coefficients is magnified and accuracy may be lost, especially after repeated differentiation. At first sight, this seems unavoidable. Yet, in this paper, we focus on an alternative computation of Chebyshev expansion coefficients using contour integrals in the complex plane. The main result is that the coefficients can be computed with machine precision relative error, rather than absolute error. This implies that even very small coefficients can be computed with full floating point accuracy, even when they are themselves much smaller than machine precision. As a result, no accuracy is lost after differentiating the expansion, and even the 100th derivative of an analytic function can be computed with near machine precision accuracy using standard floating point arithmetic. In some cases, the contour integrals can be evaluated using the FFT, making the approach both highly accurate and fast.