Computing Complex Airy Functions by Numerical Quadrature

Integral representations are considered of solutions of the Airy differential equation w′′−zw=0 for computing Airy functions for complex values of z. In a first method contour integral representations of the Airy functions are written as non-oscillating integrals for obtaining stable representations...

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Vydáno v:Numerical algorithms Ročník 30; číslo 1; s. 11 - 23
Hlavní autoři: Gil, Amparo, Segura, Javier, Temme, Nico M.
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer Nature B.V 01.05.2002
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ISSN:1017-1398, 1572-9265
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Abstract Integral representations are considered of solutions of the Airy differential equation w′′−zw=0 for computing Airy functions for complex values of z. In a first method contour integral representations of the Airy functions are written as non-oscillating integrals for obtaining stable representations, which are evaluated by the trapezoidal rule. In a second method an integral representation is evaluated by using generalized Gauss–Laguerre quadrature; this approach provides a fast method for computing Airy functions to a predetermined accuracy. Comparisons are made with well-known algorithms of Amos, designed for computing Bessel functions of complex argument. Several discrepancies with Amos' code are detected, and it is pointed out for which regions of the complex plane Amos' code is less accurate than the quadrature algorithms. Hints are given in order to build reliable software for complex Airy functions.
AbstractList Integral representations are considered of solutions of the Airy differential equation w′′−zw=0 for computing Airy functions for complex values of z. In a first method contour integral representations of the Airy functions are written as non-oscillating integrals for obtaining stable representations, which are evaluated by the trapezoidal rule. In a second method an integral representation is evaluated by using generalized Gauss–Laguerre quadrature; this approach provides a fast method for computing Airy functions to a predetermined accuracy. Comparisons are made with well-known algorithms of Amos, designed for computing Bessel functions of complex argument. Several discrepancies with Amos' code are detected, and it is pointed out for which regions of the complex plane Amos' code is less accurate than the quadrature algorithms. Hints are given in order to build reliable software for complex Airy functions.
Author Temme, Nico M.
Segura, Javier
Gil, Amparo
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  surname: Temme
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10.1090/S0025-5718-00-01268-0
10.1002/9781118032572
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10.1145/7921.214331
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Snippet Integral representations are considered of solutions of the Airy differential equation w′′−zw=0 for computing Airy functions for complex values of z. In a...
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StartPage 11
SubjectTerms Airy function
Algorithms
Bessel functions
Computation
Differential equations
Quadratures
Representations
Title Computing Complex Airy Functions by Numerical Quadrature
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