Unified compact numerical quadrature formulas for Hadamard finite parts of singular integrals of periodic functions

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Publication:2044083



Abstract: We consider the numerical computation of finite-range singular integrals I[f]=intBar^b_a f(x),dx,quad f(x)=frac{g(x)}{(x-t)^m},quad m=1,2,ldots,quad a<t<b, that are defined in the sense of Hadamard Finite Part, assuming that ginCinfty[a,b] and f(x)inCinfty(mathbbRt) is T-periodic with mathbbRt=mathbbRsetminust+kTinftyk=−infty, T=b−a. Using a generalization of the Euler--Maclaurin expansion developed in [A. Sidi, {Euler--Maclaurin} expansions for integrals with arbitrary algebraic endpoint singularities. {em Math. Comp.}, 81:2159--2173, 2012], we unify the treatment of these integrals. For each m, we develop a number of numerical quadrature formulas widehatTm,n(s)[f] of trapezoidal type for I[f]. For example, three numerical quadrature formulas of trapezoidal type result from this approach for the case m=3, and these are �egin{align*} widehat{T}^{(0)}_{3,n}[f]&=hsum^{n-1}_{j=1}f(t+jh)-frac{pi^2}{3},g'(t),h^{-1} +frac{1}{6},g(t),h, quad h=frac{T}{n}, widehat{T}^{(1)}_{3,n}[f]&=hsum^n_{j=1}f(t+jh-h/2)-pi^2,g'(t),h^{-1},quad h=frac{T}{n}, widehat{T}^{(2)}_{3,n}[f]&=2hsum^n_{j=1}f(t+jh-h/2)- frac{h}{2}sum^{2n}_{j=1}f(t+jh/2-h/4),quad h=frac{T}{n}.end{align*}




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