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Published in: Calcolo 2/2021

01-06-2021

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

Author: Avram Sidi

Published in: Calcolo | Issue 2/2021

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Abstract

We consider the numerical computation of finite-range singular integrals
https://static-content.springer.com/image/art%3A10.1007%2Fs10092-021-00407-8/MediaObjects/10092_2021_407_Equ83_HTML.png
that are defined in the sense of Hadamard Finite Part, assuming that \(g\in C^\infty [a,b]\) and \(f(x)\in C^\infty ({\mathbb {R}}_t)\)  is T-periodic with \(f \in C^\infty ({\mathbb {R}}_t),\)   \({\mathbb {R}}_t={\mathbb {R}}{\setminus }\{t+ kT\}^\infty _{k=-\infty }\)\(T=b-a\). Using a generalization of the Euler–Maclaurin expansion developed in [A. Sidi, Euler–Maclaurin expansions for integrals with arbitrary algebraic endpoint singularities. Math. Comp., 81:2159–2173, 2012], we unify the treatment of these integrals. For each m, we develop a number of numerical quadrature formulas \({\widehat{T}}^{(s)}_{m,n}[f]\) 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
$$\begin{aligned} {\widehat{T}}^{(0)}_{3,n}[f]&=h\sum ^{n-1}_{j=1}f(t+jh)-\frac{\pi ^2}{3}\,g'(t)\,h^{-1} +\frac{1}{6}\,g'''(t)\,h, \quad h=\frac{T}{n},\\ {\widehat{T}}^{(1)}_{3,n}[f]&=h\sum ^n_{j=1}f(t+jh-h/2)-\pi ^2\,g'(t)\,h^{-1},\quad h=\frac{T}{n},\\ {\widehat{T}}^{(2)}_{3,n}[f]&=2h\sum ^n_{j=1}f(t+jh-h/2)- \frac{h}{2}\sum ^{2n}_{j=1}f(t+jh/2-h/4),\quad h=\frac{T}{n}. \end{aligned}$$
For all m and s, we show that all of the numerical quadrature formulas \({\widehat{T}}^{(s)}_{m,n}[f]\) have spectral accuracy; that is,
$$\begin{aligned} {\widehat{T}}^{(s)}_{m,n}[f]-I[f]=o(n^{-\mu })\quad \text {as}\, {n\rightarrow \infty }\quad \forall \mu >0. \end{aligned}$$
We provide a numerical example involving a periodic integrand with \(m=3\) that confirms our convergence theory. We also show how the formulas \({\widehat{T}}{}^{(s)}_{3,n}[f]\) can be used in an efficient manner for solving supersingular integral equations whose kernels have a \((x-t)^{-3}\) singularity. A similar approach can be applied for all m.
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%2Fs10092-021-00407-8/MediaObjects/10092_2021_407_IEq17_HTML.gif When \(m=2\), https://static-content.springer.com/image/art%3A10.1007%2Fs10092-021-00407-8/MediaObjects/10092_2021_407_IEq19_HTML.gif is called a hypersingular integral, and when \(m=3\), https://static-content.springer.com/image/art%3A10.1007%2Fs10092-021-00407-8/MediaObjects/10092_2021_407_IEq21_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
We express this briefly by saying that “the asymptotic expansions in (2.1) can be differentiated infinitely many times.”
 
3
Note that the constants K and/or L in (2.1) hence in (2.3) can be zero.
 
4
Note that, with \(\theta =1/2\), the offset trapezoidal rule becomes the mid-point rule.
 
5
Recall that, when applying the Richardson extrapolation process, we would eliminate the powers of h in the order \(h^{-2r+1},h^{-2r+3},\ldots ,h^{-3},h^{-1},h^1\).
 
6
Note that even a small error committed when computing g(x) is magnified by the denominator \((x-t)^3\) when x is close to t.
 
7
There is a similar result for odd n, which we omit. What is important here is the main idea.
 
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Metadata
Title
Unified compact numerical quadrature formulas for Hadamard finite parts of singular integrals of periodic functions
Author
Avram Sidi
Publication date
01-06-2021
Publisher
Springer International Publishing
Published in
Calcolo / Issue 2/2021
Print ISSN: 0008-0624
Electronic ISSN: 1126-5434
DOI
https://doi.org/10.1007/s10092-021-00407-8

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