Further extension of a class of periodizing variable transformations for numerical integration (Q950082)

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Further extension of a class of periodizing variable transformations for numerical integration
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    Further extension of a class of periodizing variable transformations for numerical integration (English)
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    22 October 2008
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    The author defines the class \(S_{p,q}\), \(p\) and \(q\) being arbitrary numbers, not necessarily integer, and studies the properties of the variable transformations in this class. Definition. A function \(\Psi(t)\) is in the class \(S_{p,q}\), with \(p,q>0\) but arbitrary, if it has the following properties: {\parindent=6mm \begin{itemize}\item[1.] \(\Psi\in C[0,1]\) and \(\Psi\in C^{\infty}(0,1);\,\Psi(0)=0,\,\Psi(1)=1,\) and \(\Psi^{\prime}(t)> 0\) on \((0,1)\). \item[2.] \(\Psi^{\prime}(t)\) has the following asymptotic expansion as \(t\to 0+\) and \(t\to 1-\): \[ \Psi^{\prime}(t)\sim\sum_{i=0}^{\infty}\varepsilon_{i}t^{p+2i}\text{ as } t\to 0+,\,\,\, \Psi^{\prime}(t)\sim\sum_{i=0}^{\infty}\delta_{i}(1-t)^{q+2i}\text{ as } t\to 1-, \] and \(\varepsilon_{0},\delta_{0}>0\). Consequently \[ \Psi(t)\sim\sum_{i=0}^{\infty}\varepsilon_{i}\frac{t^{p+2i+1}}{p+2i+1}\text{ as } t\to 0+,\,\,\, \Psi(t)\sim1-\sum_{i=0}^{\infty}\delta_{i} \frac{(1-t)^{q+2i+1}}{q+2i+1}\text{ as } t\to 1-, \] \item[3.] For each positive integer \(k\), \(\Psi^{(k)}(t)\) has asymptotic expansions as \(t\to 0+\) and \(t\to 1-\) that are obtained by differentiating those of \(\Psi(t)\) term by term \(k\) times. \end{itemize}} The author shows how a function \(\Psi\in S_{p,q}\) can be constructed and that the \(\sin^{p,q}\)-transformation, namely \[ \Psi_{p,q}(t)=\frac{\Theta_{p,q}(t)}{\Theta_{p,q}(1)};\,\, \Theta_{p,q}(t)=\int_{0}^{t}\left(\sin\frac{1}{2}\pi u\right)^{p}\left(\cos\frac{1}{2}\pi u\right)^{q}du, \] with arbitrary \(p\) and \(q\), belongs to \(S_{p,q}\). He shows also how the \(\sin^{p,q}\)-transformation with arbitrary \(p\) and \(q\) can be computed quickly and accurately. The author studies the behavior of the transformed trapezoidal rule \[ \hat{Q}_{n}[f]=\sum_{i=1}^{n-1}f(\Psi(ih))\Psi^{\prime}(ih),\text{ where }h=\frac{1}{n},\,n=1,2,\dots ,\text{ and } \Psi\in S_{p,q}. \] As part of this study, he also shows how \(p\) and \(q\) can be chosen appropriately to ``optimize'' the quality of \( \hat{Q}_{n}[f]\) when \(f(x)\) has algebraic endpoint singularities. The author provides some numerical examples, done with the \(\sin^{p,q}\)-transformation, that illustrate the theoretical results.
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    numerical integration
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    variable transformations
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    sin\(^m\)-transformation
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    Euler-Maclaurin expansion
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    asymptotic expansions
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    trapezoidal rule
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