Asymptotic behaviour of fixed-order error constants of modified quadrature formulae for Cauchy principal value integrals (Q1974157): Difference between revisions

Modified quadrature formulae for singular integrals with Cauchy kernel are proposed, namely if \[ I_{w,\xi}[f]:=\int_{a}^{b} \frac{f(x)}{x-\xi}w(x) dx, \] then the modified quadrature formulae have the form \[ Q_{n+1}^{\text{mod}}[f;\xi] = Q_{n}\left[\frac{f(\cdot)-f(\xi)}{\cdot-\xi}\right] + f(\xi)I_{w,\xi}(1), \] and the modified remainders are given by \[ R_{n+1}^{\text{mod}}[f;\xi] = R_{n}\left[\frac{f(\cdot)-f(\xi)}{\cdot-\xi}\right], \] where \(Q_{n}\), \(R_{n}\) are usual quadrature formulae and remainders for the integral \[ I_{w}[g]:=\int_{a}^{b} g(x)w(x) dx. \] The authors describe an asymptotic behaviour of best possible constants \(k_{i,n}\) in the error bounds \[ \left|R_{n+1}^{\text{mod}}[f;\xi] \right|\leq k_{i,n}(\xi)\|f^(i)\|_{\infty} \] for certain classes of differentiable functions \(f\) and different type of weights \(w\). They consider quadrature formulae of some known type (Gauss-Legendre, Glenshaw-Curtis, Gauss-Kronrod).