Acceleration of Gauss-Legendre quadrature for an integrand with an endpoint singularity (Q674433)

The integral \(\Lambda (f)={1\over 2}\int_{-1}^1f(x)dx\) is approximated by Gauss-Legendre quadrature \(G_n(f)\) with \(n\) nodes. For analytic integrands \(f\) the error \(E_n(f)= \Lambda (f)-G_n(f)\) decreases geometrically with \(n\). The paper under review studies integrands with an endpoint singularity \(f(x)=(1-x)^\alpha g(x)\) where \(g\) is analytic in a neighbourhood of the interval \([-1,1]\) and \(\Re \alpha >-1\). It is proved that the error admits an asymptotic expansion \(E_n(f) \sim a_1 h^{\alpha+1}+a_2 h^{\alpha+2} \dots\) with \(h=(n+{1\over 2})^{-2}\). The coefficients \(a_1,a_2,\dots\) depend on \(\alpha\) and \(g\) but not on \(n\). Given \(G_n(f)\) for an increasing sequence of values of \(n\), this asymptotic expansion permits acceleration of convergence by extrapolation methods. For integrands \(f(x)=\log (1-x) g(x)\) with a logarithmic singularity an expansion of the error in integer powers of \(h\) exists, and convergence can be accelerated by classical Richardson extrapolation.