Clenshaw-Curtis Quadrature Research Articles

Spectral scheme for atomic structure calculations in density functional theory

We present a spectral scheme for atomic structure calculations in pseudopotential Kohn-Sham density functional theory. In particular, after applying an exponential transformation of the radial coordinates, we employ global polynomial interpolation on a Chebyshev grid, with derivative operators approximated using the Chebyshev differentiation matrix, and integrations using Clenshaw-Curtis quadrature. We demonstrate the accuracy and efficiency of the scheme through spin-polarized and unpolarized calculations for representative atoms, while considering local, semilocal, and hybrid exchange-correlation functionals. In particular, we find that O(200) grid points are sufficient to achieve an accuracy of 1 microhartree in the eigenvalues for optimized norm conserving Vanderbilt pseudopotentials spanning the periodic table from atomic number Z=1 to 83.

Impedance Variation in a Coaxial Coil Encircling a Metal Tube Adapter.

The impedance change in an induction coil surrounding a metal tube adapter is investigated using the truncated region eigenfunction expansion (TREE) method. The conventional TREE method is inapplicable to this problem as a consequence of the numerical overflow of the eigenfunctions of the air-metal multi-subdomain regions. The difficulty is surmounted by a normalization procedure for the numerical eigenfunctions obtained from the 1D finite element method (FEM). An efficient algorithm is devised by the Clenshaw-Curtis quadrature rule for integrals involving the numerical eigenfunctions. The numerical results of the TREE and FEM simulation coincide very well in all cases, and the efficiency of the proposed method is also confirmed.

Decomposition and conformal mapping techniques for the quadrature of nearly singular integrals

Gauss–Legendre quadrature, Clenshaw–Curtis quadrature and the trapezoid rule are powerful tools for numerical integration of analytic functions. For nearly singular problems, however, these standard methods become unacceptably slow. We discuss and generalize some existing methods for improving on these schemes when the location of the nearby singularity is known. We conclude with an application to some nearly singular surface integrals that arise in three-dimensional viscous fluid flow.

A Fourier cosine expansion method for pricing FX-TARN under Lévy processes

<abstract><p>In this paper, we extend the Fourier cosine expansion (COS) method to the pricing of {foreign exchange} target redemption note (FX-TARN), a popular exotic currency option. We take the FX spot rate and the cumulated positive cash flow as two state variables and factor the joint distribution by two marginals that can be approximated by Fourier cosine expansions. To recover the Fourier coefficients recursively, we approximate the two-dimensional integration by higher-order quadratures such as Gauss-Legendre or Clenshaw-Curtis quadrature for the integration over the spot rate. We derive the analytical formulas for the price under different knock-out types. We demonstrate that fast Fourier transform (FFT) can be employed to obtain the Fourier coefficients efficiently. We also evaluate the performance and accuracy of the method through a number of numerical experiments.</p></abstract>

Efficient computation of ship’s wave-making resistance using michell’s integral

The aim of the present paper is to find efficient method of computation the wave-making resistance of a ship using mitchell’s integral. The computational schemes described in publications suggest the use of simple quadratures (trapezoidal and Simpson’s rule) with a fixed number of integration’s intervals. This approach assumes manual setup of the algorithm for calculating the wave-making resistance for each new ship and makes it difficult to estimate the error of the obtained results. It is shown that the use of these simple quadratures makes it possible to obtain reliable results, but at the cost of tens of billions of calculations of the ship's surface function. The applicability of more advanced universal quadratures for calculating the mitchell’s integral is investigated: adaptive Newton-Cotes rules, Gauss-Kronrod rules and Clenshaw-Curtis quadratures. As a result, it is established that the Clenshaw-Curtis quadrature provides a reliable and efficient calculation of the mitchell’s integral. The computational scheme using this quadrature allows you to build an automatic algorithm for calculating the ship's wave-making resistance by type ship method.

On the quadrature exactness in hyperinterpolation

This paper investigates the role of quadrature exactness in the approximation scheme of hyperinterpolation. Constructing a hyperinterpolant of degree n requires a positive-weight quadrature rule with exactness degree 2n. We examine the behavior of such approximation when the required exactness degree 2n is relaxed to \(n+k\) with \(0<k\le n\). Aided by the Marcinkiewicz–Zygmund inequality, we affirm that the \(L^2\) norm of the exactness-relaxing hyperinterpolation operator is bounded by a constant independent of n, and this approximation scheme is convergent as \(n\rightarrow \infty \) if k is positively correlated to n. Thus, the family of candidate quadrature rules for constructing hyperinterpolants can be significantly enriched, and the number of quadrature points can be considerably reduced. As a potential cost, this relaxation may slow the convergence rate of hyperinterpolation in terms of the reduced degrees of quadrature exactness. Our theoretical results are asserted by numerical experiments on three of the best-known quadrature rules: the Gauss quadrature, the Clenshaw–Curtis quadrature, and the spherical t-designs.

Computing the asymptotic distribution of second-order U- and V-statistics

Under general conditions, the asymptotic distribution of degenerate second-order U- and V-statistics is an (infinite) weighted sum of χ2 random variables whose weights are the eigenvalues of an integral operator associated with the kernel of the statistic. Also the behavior of the statistic in terms of power can be characterized through the eigenvalues and the eigenfunctions of the same integral operator. No general algorithm seems to be available to compute these quantities starting from the kernel of the statistic. An algorithm is proposed to approximate (as precisely as needed) the asymptotic distribution and to build several measures of performance for tests based on U- and V-statistics. The algorithm uses the Wielandt–Nyström method of approximation of an integral operator based on quadrature, and can be used with several methods of numerical integration. An extensive numerical study shows that the Wielandt–Nyström method based on Clenshaw–Curtis quadrature performs very well both for the eigenvalues and the eigenfunctions.

An Improved Method for Total Radiated Power Tests in Anechoic Chambers

This paper proposes an improved method for Total Radiated Power (TRP) tests based on a numerical integration method called Clenshaw-Curtis quadrature. It is known that TRP tests in an anechoic chamber need integral calculation of the measured samples. And the samples are discretized in the angular domain in practical over-the-air (OTA) testing. By adopting the Clenshaw-Curtis quadrature method to the TRP tests, we can achieve higher accuracy without increasing the number of sampling points or measurement time. Note that quadrature method must be selected judiciously by considering practical OTA setting. A numerically accurate quadrature method may not necessarily ensure accurate OTA tests. To illustrate this point, another measurement approach based on a modified Clenshaw-Curtis quadrature method (with even better numerical accuracy) is used for comparison. The proposed method based on the Clenshaw-Curtis quadrature shows superior performance to the conventional and modified approaches. The above findings are verified by both simulation and measurement experiments.

Approximation Properties of Chebyshev Polynomials in the Legendre Norm

In this paper, we present some important approximation properties of Chebyshev polynomials in the Legendre norm. We mainly discuss the Chebyshev interpolation operator at the Chebyshev–Gauss–Lobatto points. The cases of single domain and multidomain for both one dimension and multi-dimensions are considered, respectively. The approximation results in Legendre norm rather than in the Chebyshev weighted norm are given, which play a fundamental role in numerical analysis of the Legendre–Chebyshev spectral method. These results are also useful in Clenshaw–Curtis quadrature which is based on sampling the integrand at Chebyshev points.

On the Convergence Rate of Clenshaw–Curtis Quadrature for Jacobi Weight Applied to Functions with Algebraic Endpoint Singularities

Applying the aliasing asymptotics on the coefficients of the Chebyshev expansions, the convergence rate of Clenshaw–Curtis quadrature for Jacobi weights is presented for functions with algebraic endpoint singularities. Based upon a new constructed symmetric Jacobi weight, the optimal error bound is derived for this kind of function. In particular, in this case, the Clenshaw–Curtis quadrature for a new constructed Jacobi weight is exponentially convergent. Numerical examples illustrate the theoretical results.

Chebyshev spectral variational integrator and applications

The Chebyshev spectral variational integrator (CSVI) is presented in this paper. Spectral methods have aroused great interest in approximating numerically a smooth problem for their attractive geometric convergence rates. The geometric numerical methods are praised for their excellent long-time geometric structure-preserving properties. According to the generalized Galerkin framework, we combine two methods together to construct a variational integrator, which captures the merits of both methods. Since the interpolating points of the variational integrator are chosen as the Chebyshev points, the integration of Lagrangian can be approximated by the Clenshaw-Curtis quadrature rule, and the barycentric Lagrange interpolation is presented to substitute for the classic Lagrange interpolation in the approximation of configuration variables and the corresponding derivatives. The numerical float errors of the first-order spectral differentiation matrix can be alleviated by using a trigonometric identity especially when the number of Chebyshev points is large. Furthermore, the spectral variational integrator (SVI) constructed by the Gauss-Legendre quadrature rule and the multi-interval spectral method are carried out to compare with the CSVI, and the interesting kink phenomena for the Clenshaw-Curtis quadrature rule are discovered. The numerical results reveal that the CSVI has an advantage on the computing time over the whole progress and a higher accuracy than the SVI before the kink position. The effectiveness of the proposed method is demonstrated and verified perfectly through the numerical simulations for several classical mechanics examples and the orbital propagation for the planet systems and the Solar system.

Rhodonea Curves as Sampling Trajectories for Spectral Interpolation on the Unit Disk

Rhodonea curves are classical planar curves in the unit disk with the characteristic shape of a rose. In this work, we use these rose curves as sampling trajectories to create novel nodes for spectral interpolation on the disk. By generating the interpolation spaces with a parity-modified Chebyshev–Fourier basis, we will prove the unisolvence of the interpolation on the rhodonea nodes. Properties such as continuity, convergence, and numerical condition of the interpolation scheme depend on the spectral structure of the interpolation space. For rectangular spectral index sets, we show that the interpolant is continuous at the center, that the Lebesgue constant grows only logarithmically, and that the scheme converges fast if the interpolated function is smooth. Finally, we show that the scheme can be implemented efficiently using a fast Fourier method and that it can be applied to define a Clenshaw–Curtis quadrature on the disk.

Local Versus Global Decisions in Bayesian Automatic Adaptive Quadrature

The paper reports new significant enhancement of the robustness and effectiveness of the Bayesian automatic adaptive quadrature over macroscopic integration ranges. The implementation of a classicalm-panel rule (CC-32, Clenshaw-Curtis quadrature of algebraic degree of precisionm= 32) is thought again. It involves new global and local decisions blocks which, on the one side, provide sharp diagnostics redirecting the advancement to the solution and, on the other side, take advantage of the progress in the available hardware to accelerate and to increase the accuracy of the computations. Where the decision power of CC-32 is exhausted, identification and precise characterization of the features of the integrand profile which prevent quick convergence are obtained by means of three-point Simpson rules spanned at triplets of successive CC-32 knots. This local complementary investigation tool provides scale insensitive diagnostics concerning the occurrence of integrand irregularities and prevents the activation of inappropriate decision blocks which would result in fake outputs.

Spectral boundary element modeling of water waves in Pohang New Harbor and Paradip Port

A novel mathematical model formulation based on spectral boundary element method (SBEM) is presented to examine the wave response in the Pohang New Harbor (PNH), South Korea and Paradip port, Odisha, India. In SBEM, the boundary element method (BEM) is coupled with the spectral element method (SEM) to enhance the numerical accuracy of the present numerical scheme. The numerical solution on each boundary element is obtained by using boundary integral associated with Chebyshev point discretization. The boundary Integrals are transformed using Jacobians and evaluated with Clenshaw Curtis Quadrature rule. Convergence analysis is performed on rectangular domain for present scheme, BEM and hybrid finite element method (HFEM), which shows that the present numerical scheme is better as compared to other traditional numerical schemes. Further, the simulation results are validated with BEM, analytical method and experimental data from Lee (1971) and Ippen and Goda (1963). The wave amplification is obtained at six record stations inside the PNH, South Korea and Paradip port, Odisha, India. In addition, the spectral density is also determined for multidirectional random waves propagating towards the PNH and Paradip port at the same record station. The resonant frequencies are estimated in PNH and Paradip port for the safe navigation of moored ship.

Approximation to Logarithmic-Cauchy Type Singular Integrals with Highly Oscillatory Kernels

In this paper, a fast and accurate numerical Clenshaw-Curtis quadrature is proposed for the approximation of highly oscillatory integrals with Cauchy and logarithmic singularities, ⨍ − 1 1 f ( x ) log ( x − α ) e i k x x − t d x , t ∉ ( − 1 , 1 ) , α ∈ [ − 1 , 1 ] for a smooth function f ( x ) . This method consists of evaluation of the modified moments by stable recurrence relation and Cauchy kernel is solved by steepest descent method that transforms the oscillatory integral into the sum of line integrals. Later theoretical analysis and high accuracy of the method is illustrated by some examples.

Research on Fault Feature Extraction Method Based on NOFRFs and Its Application in Rotor Faults

Rub‐impact between the rotating and static parts is a more common fault. The occurrence of faults is often accompanied by the generation of nonlinear phenomena. However, it is difficult to find out because the nonlinear characteristics are not obvious at the beginning of the fault. As a new frequency domain‐based method, nonlinear output frequency response functions (NOFRFs) use the vibration response to extract the nonlinear characteristics of the system. This method has a better recognition rate for fault detection. Also, it has been applied in structural damages detection, but the high‐order NOFRFs have the characteristics that the signals are weak and the features are difficult to extract. On this basis, the concept of the weighted contribution rate of the NOFRFs is proposed in this paper. The variable weighted coefficients with orders are used to amplify the influence of high‐order NOFRFs on the nonlinearity of the system so as to extract its fault characteristics. The new index RI is proposed based on Clenshaw–Curtis quadrature formula to eliminate the effect of artificially selected weighted coefficients on sensitivity. Especially in the early stage of the fault, the new index varies greatly with the deepening of the fault. Both simulation and experimental results verify the validity and practicability of the new index. The new index has certain guiding significance in the detection of mechanical system faults.

A nestable, multigrid‐friendly grid on a sphere for global spectral models based on Clenshaw–Curtis quadrature

A new grid system on a sphere is proposed which allows for straightforward implementation of both spherical‐harmonics‐based spectral methods and gridpoint‐based multigrid methods. The latitudinal gridpoints in the new grid are equidistant and spectral transforms in the latitudinal direction are performed using Clenshaw–Curtis quadrature. The spectral transforms with this new grid and quadrature are shown to be exact within machine precision provided that the grid truncation is such that there are at least 2N + 1 latitudinal gridpoints for the total truncation wavenumber of N. The new grid and quadrature is implemented and tested on a shallow‐water equations model and the hydrostatic dry dynamical core of the global NWP model JMA‐GSM. The integration results obtained with the new quadrature are shown to be almost identical to those obtained with the conventional Gaussian quadrature on a Gaussian grid. Only minor code changes are required to adapt any Gaussian‐based spectral models to employ the proposed quadrature.

On the convergence rate of Clenshaw–Curtis quadrature for integrals with algebraic endpoint singularities

In this paper, we are concerned with Clenshaw–Curtis quadrature for integrals with algebraic endpoint singularities. An asymptotic error expansion and convergence rate are derived by combining a delicate analysis of the Chebyshev coefficients of functions with algebraic endpoint singularities and the aliasing formula of Chebyshev polynomials. Numerical examples are provided to confirm our analysis.

A generalization of Filon–Clenshaw–Curtis quadrature for highly oscillatory integrals

The Filon–Clenshaw–Curtis method (FCC) for the computation of highly oscillatory integrals is known to attain surprisingly high precision. Yet, for large values of frequency \(\omega \) it is not competitive with other versions of the Filon method, which use high derivatives at critical points and exhibit high asymptotic order. In this paper we propose to extend FCC to a new method, FCC\(+\), which can attain an arbitrarily high asymptotic order while preserving the advantages of FCC. Numerical experiments are provided to illustrate that FCC\(+\) shares the advantages of both familiar Filon methods and FCC, while avoiding their disadvantages.

Optimal control of attitude for coupled-rigid-body spacecraft via Chebyshev-Gauss pseudospectral method

The attitude optimal control problem (OCP) of a two-rigid-body spacecraft with two rigid bodies coupled by a ball-in-socket joint is considered. Based on conservation of angular momentum of the system without the external torque, a dynamic equation of three-dimensional attitude motion of the system is formulated. The attitude motion planning problem of the coupled-rigid-body spacecraft can be converted to a discrete nonlinear programming (NLP) problem using the Chebyshev-Gauss pseudospectral method (CGPM). Solutions of the NLP problem can be obtained using the sequential quadratic programming (SQP) algorithm. Since the collocation points of the CGPM are Chebyshev-Gauss (CG) points, the integration of cost function can be approximated by the Clenshaw-Curtis quadrature, and the corresponding quadrature weights can be calculated efficiently using the fast Fourier transform (FFT). To improve computational efficiency and numerical stability, the barycentric Lagrange interpolation is presented to substitute for the classic Lagrange interpolation in the approximation of state and control variables. Furthermore, numerical float errors of the state differential matrix and barycentric weights can be alleviated using trigonometric identity especially when the number of CG points is large. A simple yet efficient method is used to avoid sensitivity to the initial values for the SQP algorithm using a layered optimization strategy from a feasible solution to an optimal solution. Effectiveness of the proposed algorithm is perfect for attitude motion planning of a two-rigid-body spacecraft coupled by a ball-in-socket joint through numerical simulation.