Motivation Our Results Summary Calculation of Highly Oscillatory Integrals by Quadrature Methods Krishna Thapa Department of Physics & Astronomy Texas A&M University College Station, TX May 18, 2012 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Outline 1 Motivation Study of Vacuum Energy Oscillatory Integrals Earlier Literature 2 Our Results Main Results Implementation Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Outline 1 Motivation Study of Vacuum Energy Oscillatory Integrals Earlier Literature 2 Our Results Main Results Implementation Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature A model for Vacuum Energy Our model of quantum vacuum energy density near the boundary has the form λz α . Figure: Steeply rising potential near the boundary Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Why are we interested? Spectral analysis of the rising potential gives Energy momentum tensor: Z ∞ Z 1 p 1 T (z) = 3 dρ du 1 − u 2 cos(2zρu − 2δ(ρu)) π 0 0 (1) where, AiryAi(−u 2 ) δ(u) = ArcTan − u AiryAi0 (−u 2 ) Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature What does it look like? 1.0 1.0 0.5 0.5 100 100 100 100 100.01 -0.5 -0.5 -1.0 -1.0 100.02 100.03 100.04 Figure: The oscillatory cosine function left:u goes from 100 to 100.0002 right: u goes from 100 to 100.004 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature What does it look like? 1.0 1.0 0.5 0.5 100 100 100 100 100.01 -0.5 -0.5 -1.0 -1.0 100.02 100.03 100.04 Figure: The oscillatory cosine function left:u goes from 100 to 100.0002 right: u goes from 100 to 100.004 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Outline 1 Motivation Study of Vacuum Energy Oscillatory Integrals Earlier Literature 2 Our Results Main Results Implementation Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature T (z) is highly oscillatory. Takes hours, if not days to calculate. Only for α = 1. We need to check for higher values of α. Similar T (z) for higher α values are bound to give more highly oscillatory integrals We need systematic way to calculate these oscillatory integrals. Check whether our model for potential is plausible. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature T (z) is highly oscillatory. Takes hours, if not days to calculate. Only for α = 1. We need to check for higher values of α. Similar T (z) for higher α values are bound to give more highly oscillatory integrals We need systematic way to calculate these oscillatory integrals. Check whether our model for potential is plausible. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature T (z) is highly oscillatory. Takes hours, if not days to calculate. Only for α = 1. We need to check for higher values of α. Similar T (z) for higher α values are bound to give more highly oscillatory integrals We need systematic way to calculate these oscillatory integrals. Check whether our model for potential is plausible. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature T (z) is highly oscillatory. Takes hours, if not days to calculate. Only for α = 1. We need to check for higher values of α. Similar T (z) for higher α values are bound to give more highly oscillatory integrals We need systematic way to calculate these oscillatory integrals. Check whether our model for potential is plausible. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature T (z) is highly oscillatory. Takes hours, if not days to calculate. Only for α = 1. We need to check for higher values of α. Similar T (z) for higher α values are bound to give more highly oscillatory integrals We need systematic way to calculate these oscillatory integrals. Check whether our model for potential is plausible. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature T (z) is highly oscillatory. Takes hours, if not days to calculate. Only for α = 1. We need to check for higher values of α. Similar T (z) for higher α values are bound to give more highly oscillatory integrals We need systematic way to calculate these oscillatory integrals. Check whether our model for potential is plausible. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Outline 1 Motivation Study of Vacuum Energy Oscillatory Integrals Earlier Literature 2 Our Results Main Results Implementation Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Newton-Cotes Rule Trapezoidal rule Simpson’s rule y x1 h x2 x Figure: Plot showing integration by trapezoidal rule Z b f (x)dx ≈ c1 f (a) + c2 f (b) = a (b − a) (f (a) + f (b)). 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Newton-Cotes Rule Trapezoidal rule Simpson’s rule y x1 h x2 x Figure: Plot showing integration by trapezoidal rule Z b f (x)dx ≈ c1 f (a) + c2 f (b) = a (b − a) (f (a) + f (b)). 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Newton-Cotes Rule Trapezoidal rule Simpson’s rule y x1 h x2 x Figure: Plot showing integration by trapezoidal rule Z b f (x)dx ≈ c1 f (a) + c2 f (b) = a (b − a) (f (a) + f (b)). 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Newton-Cotes Rule Trapezoidal rule Simpson’s rule y x1 h x2 x Figure: Plot showing integration by trapezoidal rule Z b f (x)dx ≈ c1 f (a) + c2 f (b) = a (b − a) (f (a) + f (b)). 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Newton-Cotes Rule Trapezoidal rule Simpson’s rule y x1 h x2 x Figure: Plot showing integration by trapezoidal rule Z b f (x)dx ≈ c1 f (a) + c2 f (b) = a (b − a) (f (a) + f (b)). 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Gauss-Quadrature Rb a f (x)dx ≈ c1 f (x1 ) + c2 f (x2 ). Here, c1 , c2 , x1 , and x2 are all unknowns. In this case, these four constants are found by integrating third order polynomials and equating the coefficients. x1 = b − a −1 b + a √ + , 2 2 3 x2 = b−a 1 b+a √ + , 2 2 3 c1 = b−a b−a , and c2 = . 2 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Gauss-Quadrature Rb a f (x)dx ≈ c1 f (x1 ) + c2 f (x2 ). Here, c1 , c2 , x1 , and x2 are all unknowns. In this case, these four constants are found by integrating third order polynomials and equating the coefficients. x1 = b − a −1 b + a √ + , 2 2 3 x2 = b−a 1 b+a √ + , 2 2 3 c1 = b−a b−a , and c2 = . 2 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Gauss-Quadrature Rb a f (x)dx ≈ c1 f (x1 ) + c2 f (x2 ). Here, c1 , c2 , x1 , and x2 are all unknowns. In this case, these four constants are found by integrating third order polynomials and equating the coefficients. x1 = b − a −1 b + a √ + , 2 2 3 x2 = b−a 1 b+a √ + , 2 2 3 c1 = b−a b−a , and c2 = . 2 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Gauss-Quadrature Rb a f (x)dx ≈ c1 f (x1 ) + c2 f (x2 ). Here, c1 , c2 , x1 , and x2 are all unknowns. In this case, these four constants are found by integrating third order polynomials and equating the coefficients. x1 = b − a −1 b + a √ + , 2 2 3 x2 = b−a 1 b+a √ + , 2 2 3 c1 = b−a b−a , and c2 = . 2 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Gauss-Quadrature Rb a f (x)dx ≈ c1 f (x1 ) + c2 f (x2 ). Here, c1 , c2 , x1 , and x2 are all unknowns. In this case, these four constants are found by integrating third order polynomials and equating the coefficients. x1 = b − a −1 b + a √ + , 2 2 3 x2 = b−a 1 b+a √ + , 2 2 3 c1 = b−a b−a , and c2 = . 2 2 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Filon’s method Z b Z ∞ f (x)sinωxdx and a 0 Z f (x) sin(ωx)dx = 2µ+2 X f (x) sinωx x f (x) sin(ωx) m=µ mµ (xµ ) = f (xµ ), mµ+1 (xµ+1 ) = f (xµ+1 ), and mµ+2 (xµ+2 ) = f (xµ+2 ). Z b f (x)sinωxdx ≈ a n−1 Z X x2µ+2 mµ (x)sinωxdx µ=0 x2µ Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Filon’s method Z b Z ∞ f (x)sinωxdx and a 0 Z f (x) sin(ωx)dx = 2µ+2 X f (x) sinωx x f (x) sin(ωx) m=µ mµ (xµ ) = f (xµ ), mµ+1 (xµ+1 ) = f (xµ+1 ), and mµ+2 (xµ+2 ) = f (xµ+2 ). Z b f (x)sinωxdx ≈ a n−1 Z X x2µ+2 mµ (x)sinωxdx µ=0 x2µ Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Filon’s method Z b Z ∞ f (x)sinωxdx and a 0 Z f (x) sin(ωx)dx = 2µ+2 X f (x) sinωx x f (x) sin(ωx) m=µ mµ (xµ ) = f (xµ ), mµ+1 (xµ+1 ) = f (xµ+1 ), and mµ+2 (xµ+2 ) = f (xµ+2 ). Z b f (x)sinωxdx ≈ a n−1 Z X x2µ+2 mµ (x)sinωxdx µ=0 x2µ Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Filon’s method Z b Z ∞ f (x)sinωxdx and a 0 Z f (x) sin(ωx)dx = 2µ+2 X f (x) sinωx x f (x) sin(ωx) m=µ mµ (xµ ) = f (xµ ), mµ+1 (xµ+1 ) = f (xµ+1 ), and mµ+2 (xµ+2 ) = f (xµ+2 ). Z b f (x)sinωxdx ≈ a n−1 Z X x2µ+2 mµ (x)sinωxdx µ=0 x2µ Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Filon’s method Z b Z ∞ f (x)sinωxdx and a 0 Z f (x) sin(ωx)dx = 2µ+2 X f (x) sinωx x f (x) sin(ωx) m=µ mµ (xµ ) = f (xµ ), mµ+1 (xµ+1 ) = f (xµ+1 ), and mµ+2 (xµ+2 ) = f (xµ+2 ). Z b f (x)sinωxdx ≈ a n−1 Z X x2µ+2 mµ (x)sinωxdx µ=0 x2µ Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Filon’s method Z b Z ∞ f (x)sinωxdx and a 0 Z f (x) sin(ωx)dx = 2µ+2 X f (x) sinωx x f (x) sin(ωx) m=µ mµ (xµ ) = f (xµ ), mµ+1 (xµ+1 ) = f (xµ+1 ), and mµ+2 (xµ+2 ) = f (xµ+2 ). Z b f (x)sinωxdx ≈ a n−1 Z X x2µ+2 mµ (x)sinωxdx µ=0 x2µ Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature ClenshawCurtis Method C.W.Clenshaw and A.R. Curtis in 1960. Expand f(x) in Chebyshev polynomials. f (x) = F (t) = 1 1 a0 +a1 T1 (t)+a2 T2 (t)+...+ an Tn (t), (a ≤ x ≤ b) 2 2 (2) where, Tn (t) = cos(n cos−1 (t), t = 2x − (b + a) b−a (3) and this eventually reduces to ∞ X a0 nπ f (x) = T0 (x) + an Tn (x), xn = cos( ). 2 N (4) n=1 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature ClenshawCurtis Method C.W.Clenshaw and A.R. Curtis in 1960. Expand f(x) in Chebyshev polynomials. f (x) = F (t) = 1 1 a0 +a1 T1 (t)+a2 T2 (t)+...+ an Tn (t), (a ≤ x ≤ b) 2 2 (2) where, Tn (t) = cos(n cos−1 (t), t = 2x − (b + a) b−a (3) and this eventually reduces to ∞ X a0 nπ f (x) = T0 (x) + an Tn (x), xn = cos( ). 2 N (4) n=1 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature ClenshawCurtis Method C.W.Clenshaw and A.R. Curtis in 1960. Expand f(x) in Chebyshev polynomials. f (x) = F (t) = 1 1 a0 +a1 T1 (t)+a2 T2 (t)+...+ an Tn (t), (a ≤ x ≤ b) 2 2 (2) where, Tn (t) = cos(n cos−1 (t), t = 2x − (b + a) b−a (3) and this eventually reduces to ∞ X a0 nπ f (x) = T0 (x) + an Tn (x), xn = cos( ). 2 N (4) n=1 Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Levin-Iserles0 Method Improvement over Filon’s method 1 − eiω 1 1 + eiω + 12 f (0) −6 iω iω 3 ω4 eiω 1 + eiω 1 − eiω +6 − 12 f (1) + iω iω 3 ω4 1 2 + eiω 1 − eiω 0 + − 2 −2 + 6 f (0) ω iω 3 ω4 eiω 1 + eiω 1 − eiω 0 + − 2 + 6 f (1) ω2 iω 3 ω4 Q2F [f ] = − (5) Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Study of Vacuum Energy Oscillatory Integrals Earlier Literature Levin-Iserles0 Method Improvement over Filon’s method 1 1 − eiω 1 + eiω + 12 f (0) −6 iω iω 3 ω4 eiω 1 + eiω 1 − eiω +6 − 12 f (1) + iω iω 3 ω4 1 2 + eiω 1 − eiω 0 + − 2 −2 + 6 f (0) ω iω 3 ω4 eiω 1 + eiω 1 − eiω 0 + − 2 + 6 f (1) ω2 iω 3 ω4 Q2F [f ] = − (5) Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation Outline 1 Motivation Study of Vacuum Energy Oscillatory Integrals Earlier Literature 2 Our Results Main Results Implementation Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation Was it worth the time? Yes, and No. Iserles’ method did not work for our T (z) integral. Were able to calculate integrals much faster. Not very consistent. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation Was it worth the time? Yes, and No. Iserles’ method did not work for our T (z) integral. Were able to calculate integrals much faster. Not very consistent. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation Was it worth the time? Yes, and No. Iserles’ method did not work for our T (z) integral. Were able to calculate integrals much faster. Not very consistent. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation Was it worth the time? Yes, and No. Iserles’ method did not work for our T (z) integral. Were able to calculate integrals much faster. Not very consistent. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation Outline 1 Motivation Study of Vacuum Energy Oscillatory Integrals Earlier Literature 2 Our Results Main Results Implementation Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Main Results Implementation What quadrature method to choose? Levin-Iserles0 method seems more promising. Clenshawcurtis’ qudrature method also works well. -2.0 -1.5 -1.0 -0.5 0.008 0.008 0.006 0.006 0.004 0.004 0.002 0.002 -2.0 -1.5 -1.0 -0.5 Figure: T (z)using Levin and Clenshawcurtis method Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Summary Highly oscillatory integrals can be calculatedmuch faster than by conventional methods. choose methods judiciously. Reduce error for integrands with large frequency. Outlook Not enough data for conclusion. Check for higher values of α. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Motivation Our Results Summary Summary Highly oscillatory integrals can be calculatedmuch faster than by conventional methods. choose methods judiciously. Reduce error for integrands with large frequency. Outlook Not enough data for conclusion. Check for higher values of α. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Appendix Support NSF−0554849 and PHY−0968269. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods Appendix Support For Further Reading I J. D. Bouas and S. A. Fulling and F. D. Mera and K. Thapa and C. S. Trendafilova and and J. Wagner Investigating the Spectral Geometry of a Soft Wall Proceedings of Symposia in Pure Mathematics, 2011. Arieh Iserles and Syvert P. Norsett Quadrature methods for multivariate highly oscillatory integrals using derivatives. Mathematics of Computation, 2006. Louis Napoleon George Filon On a quadrature formula for trigonometric integrals Proc. Roy soc. Edinburgh, 1928. Krishna Thapa Department of Physics & Astronomy Texas A&M University Calculation College of Oscillatory Station, TX Integrals by Quadrature Methods