The kink phenomenon in Fejér and Clenshaw-Curtis quadrature (Q2460235): Difference between revisions

The authors study a curious phenomenon that occurs when the Fejér and Clenshaw-Curtis formulas for numerical integration are applied to certain analytic functions. It is shown that there is a critical value \(N^*\) of the number \(N\) of points in the integration formula. When \(N<N^*\), the numerical error of the formula behaves like \({\mathcal O}(\rho^{-2N})\), where \(\rho>1\) is a constant independent of \(N\). This means that under this value of \(N\), the accuracy of these formulas is similar to the accuracy of the more celebrated Gauss quadrature formulas. On the other hand, when \(N\geq N^*\), the numerical error of the formula behaves only like \({\mathcal O}(\rho^{-N})\), where \(\rho>1\) is a constant independent of \(N\). This behaviour is called the ``kink phenomenon''. The authors derive in the paper explicit and asymptotic formulas for the error, giving a qualitative as well as a quantitative description of the phenomenon. In particular, they provide convergence curves that typically display a kink where the convergence rate cuts in half.