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Published in: Calcolo 4/2022

01-11-2022

Exponential convergence of some recent numerical quadrature methods for Hadamard finite parts of singular integrals of periodic analytic functions

Author: Avram Sidi

Published in: Calcolo | Issue 4/2022

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Abstract

Let
https://static-content.springer.com/image/art%3A10.1007%2Fs10092-022-00477-2/MediaObjects/10092_2022_477_Equ125_HTML.png
assuming that \(g\in C^\infty [a,b]\) such that f(x) is T-periodic, \(T=b-a\), and \(f(x)\in C^\infty (\mathbb {R}_t)\) with \(\mathbb {R}_t=\mathbb {R}{\setminus }\{t+ kT\}^\infty _{k=-\infty }\). Here https://static-content.springer.com/image/art%3A10.1007%2Fs10092-022-00477-2/MediaObjects/10092_2022_477_IEq5_HTML.gif stands for the Hadamard Finite Part (HFP) of the singular integral \(\int ^b_af(x)\,dx\) that does not exist in the regular sense. In a recent work, we unified the treatment of these HFP integrals by using a generalization of the Euler–Maclaurin expansion due to the author and developed a number of numerical quadrature formulas \(\widehat{T}^{(s)}_{m,n}[f]\) of trapezoidal type for I[f] for all m. For example, three numerical quadrature formulas of trapezoidal type result from this approach for the case \(m=3\), and these are
$$\begin{aligned} \widehat{T}^{(0)}_{3,n}[f]&=h\sum ^{n-1}_{j=1}f(t+jh)-\frac{\pi ^2}{3}\,g'(t)\,h^{-1} +\frac{1}{6}\,g'''(t)\,h, \quad h=\frac{T}{n},\\ \widehat{T}^{(1)}_{3,n}[f]&=h\sum ^n_{j=1}f(t+jh-h/2)-\pi ^2\,g'(t)\,h^{-1},\quad h=\frac{T}{n},\\ \widehat{T}^{(2)}_{3,n}[f]&=2h\sum ^n_{j=1}f(t+jh-h/2)- \frac{h}{2}\sum ^{2n}_{j=1}f(t+jh/2-h/4),\quad h=\frac{T}{n}. \end{aligned}$$
For all m and s, we showed that all of the numerical quadrature formulas \(\widehat{T}^{(s)}_{m,n}[f]\) have spectral accuracy; that is,
$$\begin{aligned} \widehat{T}^{(s)}_{m,n}[f]-I[f]=o(n^{-\mu })\quad \text {as}\, n\rightarrow \infty \quad \forall \mu >0. \end{aligned}$$
In this work, we continue our study of convergence and extend it to functions f(x) that possess certain analyticity properties. Specifically, we assume that f(z), as a function of the complex variable z, is also analytic in the infinite strip \(|{\text {Im}}\,z|<\sigma \) for some \(\sigma >0\), excluding the poles of order m at the points \(t+kT\), \(k=0,\pm 1,\pm 2,\ldots .\) For \(m=1,2,3,4\) and relevant s, we prove that
$$\begin{aligned} \widehat{T}^{(s)}_{m,n}[f]-I[f]=O\big (\exp (-2\pi n\rho /T)\big )\quad \text {as}\, n\rightarrow \infty \quad \forall \rho <\sigma . \end{aligned}$$
Appendix
Available only for authorised users
Footnotes
1
When \(m=1\), the HFP of \(\int ^b_af(x)\,dx\) is also called its Cauchy Principal Value (CPV) and the accepted notation for it is https://static-content.springer.com/image/art%3A10.1007%2Fs10092-022-00477-2/MediaObjects/10092_2022_477_IEq20_HTML.gif . When \(m=2\), https://static-content.springer.com/image/art%3A10.1007%2Fs10092-022-00477-2/MediaObjects/10092_2022_477_IEq22_HTML.gif is called a hypersingular integral, and when \(m=3\), https://static-content.springer.com/image/art%3A10.1007%2Fs10092-022-00477-2/MediaObjects/10092_2022_477_IEq24_HTML.gif is called a supersingular integral. We reserve the notation \(\int ^b_au(x)\,dx\) for integrals that exist in the regular sense.
 
2
A similar, yet somewhat different, treatment for the cases \(m=1\) and \(m=2\) was given earlier in Sidi [9]. The treatment of [10] was recently extended by the author in [12] to deal with nonperiodic HFP integrals https://static-content.springer.com/image/art%3A10.1007%2Fs10092-022-00477-2/MediaObjects/10092_2022_477_IEq31_HTML.gif , \(m=1,2,\ldots ,\) where g(x) is allowed to have arbitrary integrable singularities at the endpoints.
 
3
If \(v_m(z)\) vanishes at some point in \(D_\sigma \) but f(z) does not, then u(z) must have a pole at that same point, which is not consistent with our demand that u(z) be analytic in \(D_\sigma \).
 
4
Observe that (i) when m is an even integer, \(v_m(x)\) is real-valued, while (ii) when m is an odd integer, \(v_m(x)\) is complex-valued. Consequently, when f(x) is a real-valued function, (i) u(x) is real-valued if m is an even integer, while (ii) u(x) is complex-valued if m is an odd integer.
 
5
See the appendix for a proof of this fact.
 
6
See the appendix for the treatment of the general case of \(\sum ^{n-1}_{j=1} {1}/{(\sin \frac{j\pi }{n})^{2r}}\), which turns out to be a polynomial in \(n^2\) of degree r, for \(r=1,2,\ldots ,\) with rational coefficients.
 
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Metadata
Title
Exponential convergence of some recent numerical quadrature methods for Hadamard finite parts of singular integrals of periodic analytic functions
Author
Avram Sidi
Publication date
01-11-2022
Publisher
Springer International Publishing
Published in
Calcolo / Issue 4/2022
Print ISSN: 0008-0624
Electronic ISSN: 1126-5434
DOI
https://doi.org/10.1007/s10092-022-00477-2

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