Asymptotic expansions and fast computation of oscillatory Hilbert transforms

Abstract

In this paper, we study the asymptotics and fast computation of the one-sided oscillatory Hilbert transforms of the form

$$\begin{aligned} H^{+}(f(t)e^{i\omega t})(x)=-\!\!\!\!\!\!\int \nolimits _{\!\!\!0}^{\infty }e^{i\omega t}\frac{f(t)}{t-x}\,dt,\quad \omega >0,\quad x\ge 0, \end{aligned}$$

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 $\omega$ are derived for each fixed $x\ge 0$, which clarify the large $\omega$ 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 $x\gg 1$, $0<x\ll 1$ and $x=0$. Numerical experiments show that the convergence of the proposed methods greatly improve when the frequency $\omega$ increases. Some extensions to oscillatory Hilbert transforms with Bessel oscillators are briefly discussed as well.