Corrected trapezoidal rules for a class of singular functions (Q2930144)

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Corrected trapezoidal rules for a class of singular functions
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    Corrected trapezoidal rules for a class of singular functions (English)
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    18 November 2014
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    quadrature methods
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    corrected trapezoidal rule
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    function with isolated singularity
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    correction weights
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    error estimates
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    singular function
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    bivariate function
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    numerical examples
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    In this paper, the authors present quadrature rules for functions with isolated singularities. These quadrature rules are based on the trapezoidal rule with corrected quadrature weights for points in the vicinity of the singularity. First the authors present modified trapezoidal rules for a univariate function \(f(x) = |x|^{\gamma}\,g(x)\) \((x\in {\mathbb R})\) with \(\gamma \in (-1,\,0)\), where \(g\) is a sufficiently smooth function with compact support. The computation of the correction weights for the trapezoidal rule is described. Error estimates for the quadrature rules are given. Then this method is extended to a bivariate function \(f(x) = |x|^{-1}\,g(x)\) \((x\in {\mathbb R}^2)\), where \(g\) is a sufficiently smooth function with compact support. Numerical examples are given too.
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