The practical Gauss type rules for Hadamard finite-part integrals using Puiseux expansions (Q2400483)

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The practical Gauss type rules for Hadamard finite-part integrals using Puiseux expansions
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    The practical Gauss type rules for Hadamard finite-part integrals using Puiseux expansions (English)
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    1 September 2017
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    For \(-\infty < a< b < \infty\), let \(f: (a,b) \to \mathbb R\) be sufficiently smooth with asymptotic expansions at the endpoints \(a\), \(b\) with arbitrary algebraic and logarithmic singularities, so-called Puiseux expansions. The authors investigate the efficient and accurate evaluation of the adamard finite-part (HFP) integral \(I[f; a,\,b]\) for the integrand \(f\) over the interval \([a,\,b]\). Using equidistant nodes \(x_j = a + jh\), \(j=0,\dots,n\), with \(h = (b-a)/n\), a general composite quadrature formula \(Q_n[f;a,\,b]\) of the HFP integral \(I[f; a,\,b]\) is considered. Asymptotic expansions of the related error \(E_{n,Q}[f;a,\,b] = I[f; a,\,b] - Q_n[f; a,\,b]\) and of the HFP integral \(I[f; a,\,b]\) are presented. Applying Gauss-Legendre and Gauss-Kronrod quadrature rules, the authors construct two practical composite Gaussian-type quadrature rules for efficient computation of \(I[f; a,\,b]\). These methods are extended to the case \(b=\infty\). Numerical examples illustrate the high efficiency and accuracy of these composite Gaussian-type quadrature rules for \(I[f; a,\,b]\).
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    quadrature formula
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    Hadamard finite-part integral
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    asymptotic expansion
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    Puiseux expansion
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    algebraic and logarithmic singularity
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    asymptotic expansion of the error
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    general composite quadrature formula
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    composite Gauss--Legendre quadrature rule
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    composite Gauss-Kronrod quadrature rule
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    numerical example
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