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Unified compact numerical quadrature formulas for Hadamard finite parts of singular integrals of periodic functions
Calcolo ( IF 1.4 ) Pub Date : 2021-05-06 , DOI: 10.1007/s10092-021-00407-8
Avram Sidi

We consider the numerical computation of finite-range singular integrals

that are defined in the sense of Hadamard Finite Part, assuming that \(g\in C^\infty [a,b]\) and \(f(x)\in C^\infty ({\mathbb {R}}_t)\) is T-periodic with \(f \in C^\infty ({\mathbb {R}}_t),\) \({\mathbb {R}}_t={\mathbb {R}}{\setminus }\{t+ kT\}^\infty _{k=-\infty }\), \(T=b-a\). Using a generalization of the Euler–Maclaurin expansion developed in [A. Sidi, Euler–Maclaurin expansions for integrals with arbitrary algebraic endpoint singularities. Math. Comp., 81:2159–2173, 2012], we unify the treatment of these integrals. For each m, we develop a number of numerical quadrature formulas \({\widehat{T}}^{(s)}_{m,n}[f]\) of trapezoidal type for I[f]. For example, three numerical quadrature formulas of trapezoidal type result from this approach for the case \(m=3\), and these are

$$\begin{aligned} {\widehat{T}}^{(0)}_{3,n}[f]&=h\sum ^{n-1}_{j=1}f(t+jh)-\frac{\pi ^2}{3}\,g'(t)\,h^{-1} +\frac{1}{6}\,g'''(t)\,h, \quad h=\frac{T}{n},\\ {\widehat{T}}^{(1)}_{3,n}[f]&=h\sum ^n_{j=1}f(t+jh-h/2)-\pi ^2\,g'(t)\,h^{-1},\quad h=\frac{T}{n},\\ {\widehat{T}}^{(2)}_{3,n}[f]&=2h\sum ^n_{j=1}f(t+jh-h/2)- \frac{h}{2}\sum ^{2n}_{j=1}f(t+jh/2-h/4),\quad h=\frac{T}{n}. \end{aligned}$$

For all m and s, we show that all of the numerical quadrature formulas \({\widehat{T}}^{(s)}_{m,n}[f]\) have spectral accuracy; that is,

$$\begin{aligned} {\widehat{T}}^{(s)}_{m,n}[f]-I[f]=o(n^{-\mu })\quad \text {as}\, {n\rightarrow \infty }\quad \forall \mu >0. \end{aligned}$$

We provide a numerical example involving a periodic integrand with \(m=3\) that confirms our convergence theory. We also show how the formulas \({\widehat{T}}{}^{(s)}_{3,n}[f]\) can be used in an efficient manner for solving supersingular integral equations whose kernels have a \((x-t)^{-3}\) singularity. A similar approach can be applied for all m.



中文翻译:

周期函数奇异积分的Hadamard有限部分的统一紧致数值正交公式

我们考虑有限范围奇异积分的数值计算

在Hadamard有限零件的意义上定义,假设\(g \ in C ^ \ infty [a,b] \)\(f(x)\ in C ^ \ infty({\ mathbb {R}} _t)\)T周期,\(f \ in C ^ \ infty({\ mathbb {R}} _ t),\) \({\ mathbb {R}} _ t = {\ mathbb {R}} { \ setminus} \ {t + kT \} ^ \ infty _ {k =-\ infty} \)\(T = ba \)。使用[A.开发的Euler-Maclaurin展开的一般化。具有任意代数端点奇点的积分的Sidi,Euler–Maclaurin展开。数学。比较 ,81:2159–2173,2012],我们统一了对这些积分的处理。对于每个m,我们开发出许多数字正交公式\({\ widehat {T}} ^ {(s}} _ {m,n} [f] \)I [ f ]的梯形类型。例如,对于情况\(m = 3 \),此方法得出了梯形类型的三个数值正交公式,它们是

$$ \ begin {aligned} {\ widehat {T}} ^ {(0)} _ {3,n} [f]&= h \ sum ^ {n-1} _ {j = 1} f(t + jh)-\ frac {\ pi ^ 2} {3} \,g'(t)\,h ^ {-1} + \ frac {1} {6} \,g'''(t)\,h ,\ quad h = \ frac {T} {n},\\ {\ widehat {T}} ^ {(1)} _ {3,n} [f]&= h \ sum ^ n_ {j = 1} f(t + jh-h / 2)-\ pi ^ 2 \,g'(t)\,h ^ {-1},\ quad h = \ frac {T} {n},\\ {\ widehat { T}} ^ {(2)} _ {3,n} [f]&= 2h \ sum ^ n_ {j = 1} f(t + jh-h / 2)-\ frac {h} {2} \和^ {2n} _ {j = 1} f(t + jh / 2-h / 4),\ quad h = \ frac {T} {n}。\ end {aligned} $$

对于所有ms,我们证明所有数值正交公式\({\ widehat {T}} ^ {(s)} _ {m,n} [f] \)具有光谱精度;那是,

$$ \ begin {aligned} {\ widehat {T}} ^ {{s}} _ {m,n} [f] -I [f] = o(n ^ {-\ mu})\ quad \ text { }},{n \ rightarrow \ infty} \ quad \ forall \ mu> 0。\ end {aligned} $$

我们提供了一个包含\(m = 3 \)的周期被积数的数值示例,这证实了我们的收敛理论。我们还将展示如何有效地使用公式\({\ widehat {T}} {} ^ {(s} _ {3,n} [f] \)来求解内核为a的超奇异积分方程。\((xt)^ {-3} \)奇异。可以对所有m应用类似的方法。

更新日期:2021-05-06
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