Abstract
This paper is devoted to explore the convolution quadrature based on a class of two-point Hermite collocation methods. Incorporating derivatives into the numerical scheme enhances the accuracy while preserving stability, which is confirmed by the convergence analysis for the discretization of the initial value problem. Moreover, we employ the resulting quadrature to evaluate a class of highly oscillatory integrals. The frequency-explicit convergence analysis demonstrates that the proposed convolution quadrature surpasses existing convolution quadratures, achieving the highest convergence rate with respect to the oscillation among them. Numerical experiments involving convolution integrals with smooth, weakly singular, and highly oscillatory Bessel kernels illustrate the reliability and efficiency of the proposed convolution quadrature.
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Acknowledgements
We express our sincere gratitude to anonymous reviewers for their insightful comments, which significantly enhanced the quality of our paper. J. Ma’s work was partly supported by National Natural Science Foundation of China (No. 11901133) and Science and Technology Foundation of Guizhou Province (No. QKHJC[2020]1Y014).
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Ren, H., Ma, J. & Liu, H. A convolution quadrature using derivatives and its application. Bit Numer Math 64, 8 (2024). https://doi.org/10.1007/s10543-024-01009-w
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DOI: https://doi.org/10.1007/s10543-024-01009-w