Numerical integration of functions with poles near the interval of integration (Q1379702): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: GQRAT / rank
 
Normal rank

Revision as of 11:31, 29 February 2024

scientific article
Language Label Description Also known as
English
Numerical integration of functions with poles near the interval of integration
scientific article

    Statements

    Numerical integration of functions with poles near the interval of integration (English)
    0 references
    0 references
    25 February 1998
    0 references
    The author presents an automatic quadrature scheme for approximating integrals of the form \[ I(f; K)= \int^1_{-1} f(x)K(x)dx, \] where \(f(x)\) is a given smooth function on \([-1,1]\) and \(K(x)\) is a singular function having a double pole on the real axis or a complex conjugate pair of double poles near the interval of integration. The function \(f(x)\) is approximated by the sum \(p_N(x)= \sum^N_{k= 0} a^N_kT_k(x)\), of Chebyshev polynomials \(T_k(x)\), interpolating \(f(x)\) at the \(N+1\) abscissas \(\cos(\pi j/N)\), \(0\leq j\leq N\). The coefficients \(a^N_k\) are sufficiently computed by using the fast Fourier transform. An extrapolation method of Richardson type is used to evaluate the integral \(\int^1_{-1} T_N(x)K(x)dx\). Some numerical results show that the proposed quadrature method works.
    0 references
    automatic quadrature scheme
    0 references
    singular function
    0 references
    double poles
    0 references
    Chebyshev polynomials
    0 references
    fast Fourier transform
    0 references
    extrapolation method
    0 references
    numerical results
    0 references

    Identifiers