Superconvergence of the composite Simpson's rule for a certain finite-part integral and its applications

DOI10.1016/J.CAM.2008.02.001MaRDI QIDQ2378239zbMATH OpenOpenAlexFDO

Authors Xiaoping Zhang, Jiming Wu, Dehao Yu

Publication date 7 January 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.02.001

zbMATH Keywords

composite Simpson's rulefinite-part integralfinite-part integral equationnumerical examplessuperconvergence

Mathematics Subject Classification ID

Approximate quadratures (41A55) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Numerical quadrature and cubature formulas (65D32) Numerical methods for integral equations (65R20)

Review text

Let \[ I_p(a,b;s,f):=\;\;{=\!\!\!\!\!\!\!\int}_a^b \frac{f(t)}{(t-s)^{p+1}}, \] \(s\in (a,b)\), \(p=1,2\), where \(=\!\!\!\!\!\!\!\int\) denotes a Hadamard finite-part integral with \(p+1\) order singularity and \(s\) is the singular point. The paper is devoted to estimate \(I_2(a,b;s,f)\), by applying the composite Simpson's rule. The accuracy of this rule, which in general is \(0(h)\), can reach the order \(0(h^2)\) when \(s\) coincides with some special points. This phenomenon is called superconvergence. The main result consists in obtaining an estimate for the Simpson's quadrature error, whose order \(0(h^{1+\alpha})\), \(0<\alpha\leq 1\), is found according to the smoothness of \(f(t)\). This result is proved for \(s=t_m+h/2\pm h/3\), where \(t_m\) is a point belonging to a uniform mesh. Two algorithms with a second order accuracy are described for the general case. The superconvergence result is also used to solve a finite-part integral equation. Numerical examples are shown to illustrate the applications.

Recommendations

• The superconvergence of the composite trapezoidal rule for Hadamard finite part integrals
• The superconvergence of the composite midpoint rule for the finite-part integral
• The superconvergence of Newton-Cotes rules for the Hadamard finite-part integral on an interval
• The superconvergence of composite trapezoidal rule for Hadamard finite-part integral on a circle and its application
• Simpson's rule to approximate Hilbert integral and its application

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Cited in

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• Simpson's rule to approximate Hilbert integral and its application
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