Numerische Mathematik
|
|
- Gilbert Briggs
- 6 years ago
- Views:
Transcription
1 Numer. Math. (28) 9:43 65 DOI.7/s Numerische Mathematik The superconvergence of Newton Cotes rules for the Hadamard finite-part integral on an interval Jiming Wu Weiwei Sun Received: 2 May 27 / Revised: 5 October 27 / Published online: 2 December 27 Springer-Verlag 27 Abstract We study the general (composite) Newton Cotes rules for the computation of Hadamard finite-part integral with the second-order singularity and focus on their pointwise superconvergence phenomenon, i.e., when the singular point coincides with some a priori known point, the convergence rate is higher than what is globally possible. We show that the superconvergence rate of the (composite) Newton Cotes rules occurs at the zeros of a special function and prove the existence of the superconvergence points. Several numerical examples are provided to validate the theoretical analysis. Mathematics Subject Classification (2) 65D3 65D32 Introduction We consider the Hadamard finite-part integral of the form (see e.g., [3,6,25]) The work of J. Wu was partially supported by the National Natural Science Foundation of China (No. 6725) and a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (No. CityU 257). The work of W. Sun was supported in part by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (No. City U 257) and the National Natural Science Foundation of China (No. 6777). J. Wu Laboratory of Computational Physics, Institute of Applied Physics and Computational Mathematics, P. O. Box 89, Beijing 88, People s Republic of China wu_jiming@iapcm.ac.cn W. Sun (B) Department of Mathematics, City University of Hong Kong, Kowloon, Hong Kong maweiw@math.cityu.edu.hk 23
2 44 J.Wu,W.Sun a f (x) dx : lim (x s) 2 ε s ε a f (x) (x s) 2 dx + s+ε f (x) 2 f (s) dx, s (a, b). (x s) 2 ε (.) f (x) is said to be finite-part integrable with respect to the weight (x s) 2 if the limit on the right hand side of the above equation exists. A sufficient condition for f (x) to be finite-part integrable is that its first derivative f (x) is Hölder continuous. Throughout this paper, denotes an integral in the Hadamard finite-part sense and by contrast, a Cauchy principal value integral or a finite Hilbert transform. The Hadamard finite-part integral is related to the usual Cauchy principal value integral by a f (x) (x s) 2 dx d ds a f (x) x s dx. (.2) In many occasions, this identity has been used as an alternative definition of the Hadamard finite-part integral (cf. [5,9,7,]). Integrals of the form (.) appear frequently in boundary element methods (BEMs) and other numerical computations [2,3,,2]. The efficiency of BEMs often depends upon the efficiency of numerical evaluation of such Hadamard finite-part integrals. Numerous work has been devoted in developing efficient quadrature formulas, such as the Gaussian method [,,5,7,22], the (composite) Newton Cotes method [6,3,9,23,25], the transformation method [5,7] and some other methods [9,2]. The Newton Cotes rule is a commonly used one in many areas due to its ease of implementation and flexibility of mesh. Newton Cotes rules for Riemann integrals have been well studied. The accuracy of the (composite) Newton Cotes rules for Riemann integrals is O(h k+ ) for odd k and O(h k+2 ) for even k. However, the rules are less accurate for Hadamard finitepart integrals due to the hypersingularity of the integrand at the singular point s. The (composite) Newton Cotes rules for Hadamard finite-part integrals were first studied in [3], where the error estimates obtained for the trapezoidal rule and Simpson s rule are much lower than their counterparts for Riemann integrals. Our numerical experiments show that, when the singular point s coincides with some a priori known point, Newton Cotes rules can reach a higher-order convergence rate. We refer to this as the pointwise superconvergence phenomenon of the (composite) Newton Cotes rules for Hadamard finite-part integrals. The superconvergence of (composite) Newton Cotes rules for Hadamard finitepart integrals was first studied in [23,25], where the superconvergence rate of the trapezoidal rule and Simpson s rule was presented, respectively. This paper focuses on the superconvergence of arbitrary degree Newton Cotes rules for Hadamard finite-part integrals. We prove both theoretically and numerically that the (composite) Newton Cotes rules reach the superconvergence rate O(h k+ ) when the local coordinate of the singular point s is the zero of the function 23
3 The superconvergence of Newton Cotes rules 45 S k (τ) : ψ k (τ) + [ψ k (2i + τ)+ ψ k ( 2i + τ)], τ (, ), (.3) i where ψ k is a function of second kind associated with a polynomial of equallydistributed zeros. The rest of this paper is organized as follows. In Sect. 2, after introducing some basic formulas of the general (composite) Newton Cotes rules and some notations, we present our main result of superconvergence. The complete proof is given in Sect. 3. In Sect. 4, we prove the existence of superconvergence points and present some properties of these superconvergence points. In Sect. 5, we present several numerical examples to validate our analysis. Finally, we give some concluding remarks in the last section. 2 The superconvergence of Newton Cotes rules Let a x < x < < x n b be a partition of interval [a, b]. To construct a piecewise Lagrange interpolation polynomial of degree k, we introduce a further partition at each subinterval, and a linear transformation x i x i < x i < < x ik x i+ x ˆx i (τ) : (τ + )(x i+ x i )/2 + x i, τ [, ] from the reference element [, ] to the subinterval [x i, x i+ ].Hereweassume that both meshes are quasi-uniform. We define the piecewise Lagrange polynomial interpolation by F kn (x) k l ki (x) f (x ij ) (x x ij )l ki (x ij), x [x i, x i+ ], (2.) where l ki (x) k (x x ij ). Replacing f (x) in (.)byf kn (x) gives the general (composite) Newton Cotes rule Q kn ( f ) : F n kn(x) (x s) 2 dx a k i ω (k) ij f (x ij ) a f (x) (x s) 2 dx E kn( f ), (2.2) 23
4 46 J.Wu,W.Sun where E kn ( f ) denotes the error functional and ω (k) ij l ki (x ij) x i+ x i (x s) 2 k m,m j (x x im )dx. (2.3) The classical (composite) trapezoidal rule and Simpson s rule, two special cases of the quadrature formula (2.2), were studied by Linz [3] where explicit formulae of the Cotes coefficients ω (k) ij (k, 2) were presented. The error estimate obtained in [3] is where E kn ( f ) Cγ 2 (h, s)h k, k, 2, (2.4) γ(h, s) min i n s x i, h max h x i+ x i. (2.5) i n The above estimate shows that the accuracy depends upon a factor γ 2 (h, s), a quantity that tends to infinity when the singular point s approaches a mesh point. A more precise estimate was given in [9] where E kn ( f ) C min{γ (h, s), ln γ(h, s) + ln h }h k, k, 2. (2.6) Here we present the error estimate for the (composite) Newton Cotes rule with an arbitrary degree in the following theorem. The proof can be obtained along the line in [9,23]. Theorem 2. Assume that f (x) C k+α [a, b], <α, and s x i for any i,,...,n. Then, for the general (composite) Newton Cotes rule Q kn ( f ) defined in (2.2), there exists a positive constant C, independent of h and s, such that where γ(h, s) is defined in (2.5). E kn ( f ) C ln γ(h, s) h k+α, (2.7) Compared with Riemann integrals, the global convergence rate of the (composite) Newton Cotes rule for finite-part integrals is one order lower for odd k and two orders lower for even k. However, numerical results show that the error estimate in (2.7) is optimal. The main issue of this paper is the superconvergence of the general (composite) Newton Cotes rule. For simplicity, hereafter we always assume that both meshes {x i } and {x ij } are uniform. It is not difficult to extend our analysis to certain quasi-uniform meshes. 23
5 The superconvergence of Newton Cotes rules 47 Let φ k (τ) k (τ τ j ) k ( τ 2 j k ) k and denote by ψ k the function of second kind associated with φ k, defined by φ k(τ) dτ, t <, 2 τ t ψ k (t) φ k (τ) dτ, t >. 2 τ t (2.8) (2.9) It is known that if φ k is the Legendre polynomial, ψ k defines the Legendre function of the second kind (see e.g., []). By (.2), we have φ k(τ) dτ, t <, 2 (τ t) 2 ψ k (t) φ k (τ) dτ, t >. 2 (τ t) 2 (2.) The superconvergence results of Newton Cotes rules are given in the following theorem. Theorem 2.2 Assume f (x) C k++α [a, b], <α and τ is a zero of S k (τ) defined by (.3) and (2.). Then, for the general (composite) Newton Cotes rule Q kn ( f ) defined in (2.2), there holds at s ˆx i (τ ) for even k, and for odd k, where E kn ( f ) C[ + η(s)h α ]h k+α, <α (2.) E kn ( f ) { C[ + η(s)h α ]h k+α, <α<, C[η(s) + ln h ]h k+, α (2.2) η(s) max{(b s),(s a) }. (2.3) By comparing Theorems 2. and 2.2, one can see that the superconvergence rate of the (composite) Newton Cotes rules at certain points is one order higher than their global convergence rate. We list the superconvergence points, the zeros of S k (τ), with 6 digits in Table for different k. The proof of Theorem 2.2 will be given in next section. 23
6 48 J.Wu,W.Sun Table Superconvergence points of Newton Cotes rules k superconvergence points (τk ) k ± k 2 k 3 ± , ± k 4, ± k 5 ± , ± , ± The proof of the main result We begin the analysis by investigating the properties of ψ k, defined in (2.9). In the following, C will denote a generic positive constant which is independent of h and s but which may depend on k,α and bounds of the derivatives of f (x). LetP l and Q l denote the Legendre polynomial of degree l and the associated Legendre function of the second kind, respectively. Lemma 3. Let ψ k (t) be defined in (2.9). Then and where and 23 k + ω 2i Q 2i (t), k 2k, ψ k (t) i k ω 2i Q 2i (t), k 2k i k a i Q 2i (t), k 2k, ψ k (t) i k b i Q 2i (t), k 2k, i ω i 2i + 2 a i (4i + ) b i (4i ) (3.) (3.2) φ k (τ)p i (τ)dτ (3.3) i ω 2 j, j i ω 2 j 2. j (3.4)
7 The superconvergence of Newton Cotes rules 49 Proof For k 2k, 2k φ k (τ) ( τ j k ) τ k ( ) k τ 2 j 2 and the polynomial φ k (τ) is an odd function. In terms of Legendre polynomials, φ k (τ) k + i j k 2 ω 2i P 2i (τ), (3.5) where ω 2i is defined in (3.3). The first part of (3.) follows immediately from the definition of ψ k (t). Since k + i ω 2i k + i we can rewrite the first part of (3.) by ψ k (t) k i ω 2i P 2i () φ k (), a i 4i + [Q 2i+(t) Q 2i (t)] with a i (4i + ) i j ω 2 j, which leads to the first part of (3.2) byusingthe recurrence relation (cf. []) Q l+ (τ) Q l (τ) (2l + )Q l(τ), l, 2, 3,... (3.6) The proof for the second parts of (3.) and (3.2) is similar. Lemma 3.2 Let ψ k (t) be defined by (2.9). Then for τ (, ) and m, we have [ ψ k (2i + τ) + ψ k ( 2i + τ) ] im+ C m +[+( )k ]/2 (3.7) and 2m i { C, α<, 2(m i) + τ α ψ k (2(m i) + τ) (3.8) C(ln m) [ ( )k]/2, α. Proof By the classical identity [] Q l (t) ( τ 2 ) l 2 l+ dτ, t >, (t τ) l+ l,, 2,..., (3.9) 23
8 5 J.Wu,W.Sun we get and by (3.2), Q l (t) C, t > ( t ) l+ ψ k (t) C, t 2, (3.) ( t ) 2+[+( )k ]/2 which leads to (3.7) and (3.8). The proof is complete. Lemma 3.3 Assume s (x m, x m+ ) for some m and let c i 2(s x i )/h, i n. Then, we have 2k h k ψ k (c i) 2k h k x i+ x i x i+ Proof By the definition (.), we have x m+ x m x i (x s) 2 (x s) 2 k (x x ij )dx, i m, k (x x ij )dx, i m. k (x s) 2 (x x mj )dx s ε x m+ lim + k ε (x s) 2 (x x mj )dx 2 k (s x mj ) ε x m s+ε ( ) c h k m 2ε h lim 2 ε + φ k (τ) (τ c m ) 2 dτ h ε φ k(c m ) ( h 2 ) k c m + 2ε h φ k (τ) hk dτ (τ c m ) 2 2 k ψ k (c m), (3.) where the change of variable x ˆx m (τ) has been employed. The first identity in (3.) is then verified. The second identity can be obtained by applying the approach to the correspondent Riemann integral. Lemma 3.4 Assume f (x) C k++α [a, b], <α,n 2m + and s ˆx m (τk ) with τk (, ) being a zero of S k(τ). Then, for the general (composite) Newton Cotes rule Q kn ( f ) defined in (2.2), it holds that 23 E kn ( f ) Ch k+α (3.2)
9 The superconvergence of Newton Cotes rules 5 for even k, and E kn ( f ) { Ch k+α, <α<, C ln h h k+, α (3.3) for odd k. Proof Let ˆF k+,n (x) be a piecewise Lagrange interpolation polynomial of degree k+ which interpolates f (x) on the points {x i, x i,...,x ik, x i,k+ } at each subinterval [x i, x i+ ], where x i,k+ is an additional point in (x i, x i+ ), such as x i,k+ (x i + x i )/2. Then the error functional can be split into two parts, E kn ( f ) f (x) ˆF k+,n (x) (x s) 2 dx + ˆF k+,n (x) F kn (x) (x s) 2 dx. (3.4) a By Theorem 2., the first part can be bounded by O(h k+α ) since s ˆx m (τk ) and γ(h, s) ( + τk )/2or( τ k )/2, independent of h. Thus we only need to estimate the second part. Since both ˆF k+,n (x) and F kn (x) are the interpolation to f (x) on {x ij },wehave a ˆF k+,n (x) F kn (x) β ki k (x x ij ), x [x i, x i+ ], (3.5) where β ki is the leading coefficient of ˆF k+,n (x). It follows from Lemma 3.3 that ˆF k+,n (x) F kn (x) (x s) 2 dx hk a 2m 2 k i : I + I 2 + I 3, β ki ψ k (2(m i) + τ k ) (3.6) where I f (k+) (s)h k 2 k (k + )! h k I 2 2 k (k + )! I 3 hk 2 k 2m i 2m i 2m i ψ k (2(m i) + τ k ), [ ] f (k+) ( ˆx i ()) f (k+) (s) ψ k (2(m i) + τ k ), [ ] β ki f (k+) ( ˆx i ()) ψ k (k + )! (2(m i) + τ k ). 23
10 52 J.Wu,W.Sun Now we estimate these three terms one by one. First, by noting that S k (τ k ) and (.3), I f (k+) (s)h k 2 k (k + )! im+ [ψ k (2i + τ k ) + ψ k ( 2i + τ k )], which is bounded by O(h k+ ) for any positive integer k by (3.7) and by noting the fact h O(/m). Secondly, since for f (x) C k++α [a, b], <α, f (k+) ( ˆx i ()) f (k+) (s) C 2(m i) + τ k α h α, by Lemma 3.2, when k is odd, I 2 is bounded by O(h k+α ) for <α<and bounded by O( ln h h k+ ) for α, and when k is even, I 2 is always bounded by O(h k+α ). To estimate I 3, it suffices, by Lemma 3.2, to show that β ki f (k+) ( ˆx i ()) (k + )! Chα, (3.7) where β ki is defined in (3.5). From the standard Lagrange interpolation formula, which implies ˆF k+,n (x) k (x x i,k+ )l ki (x) f (x ij ) (x x ij )(x ij x i,k+ )l ki (x ij) + f ( x i,k+)l ki (x), x [x i, x i+ ], (3.8) l ki ( x i,k+ ) β ki k f (x ij ) (x ij x i,k+ )l ki (x ij) + f ( x i,k+) l ki ( x i,k+ ). (3.9) Taking f (x) ˆF k+,n (x) (x ˆx i ()) l in (3.8) for l k +, we have (x ˆx i ()) l k (x ij ˆx i ()) l (x x i,k+ )l ki (x) (x x ij )(x ij x i,k+ )l ki (x ij) + ( x i,k+ ˆx i ()) l l ki (x). l ki ( x i,k+ ) By comparing the leading coefficients on both sides, we get δ l,k+ k (x ij ˆx i ()) l (x ij x i,k+ )l ki (x ij) + ( x i,k+ ˆx i ()) l, l ki ( x i,k+ ) 23
11 The superconvergence of Newton Cotes rules 53 where δ l,k+ is the Kronecker delta. Moreover, by Taylor s expansion, k f (l) ( ˆx i ()) f (x ij ) l! l k f ( x i,k+ ) l f (l) ( ˆx i ()) l! (x ij ˆx i ()) l + f (k+) (ξ ij ) (x ij ˆx i ()) k+, (k + )! (3.2) ( x i,k+ ˆx i ()) l + f (k+) (ˆξ i ) ( x i,k+ ˆx i ()) k+, (k + )! where ξ ij, ˆξ i (x i, x i+ ). Substituting (3.2) into(3.9), we obtain β ki f (k+) ( ˆx i ()) (k + )! (k + )! k (x ij ˆx i ()) k+ ( f (k+) (ξ ij ) f (k+) ( ˆx i ()) (x ij x i,k+ )l ki (x ij) + ( x i,k+ ˆx i ()) k+ ( f (k+) (ˆξ i ) f (k+) ( ˆx i ())). (3.2) (k + )!l ki ( x i,k+ ) Thus (3.7) follows immediately by noting f (k+) (x) C α [a, b] and the proof is complete. The Proof of Theorem 2.2 We assume s ˆx m (τk ) with its local coordinate τ k satisfying S k (τk ). If m orm n, the estimates in Theorem 2.2 can be directly obtained from Theorem 2. by noting η(s) O(h ). Here we only consider the case m < n/2 since the proof for the case n/2 m < n is similar. From (2.2), E kn ( f ) x 2m+ f (x) F kn(x) (x s) 2 dx + a x 2m+ f (x) F kn (x) (x s) 2 dx. (3.22) The first part can be estimated by Lemma 3.4. By the standard interpolation theory, The second part of (3.22) is bounded by f (x) F kn (x) Ch k+. (3.23) x 2m+ f (x) F kn (x) (x s) 2 dx Ch k+ ( Ch k+ x 2m+ (x s) 2 dx x 2m+ s b s (3.24) ) Cη(s)h k+. We obtain the desired estimates and the proof is complete. 23
12 54 J.Wu,W.Sun 4 The existence of superconvergence points In the above sections we have proved that the general (composite) Newton Cotes rule achieves its superconvergence at zeros of the function S k (τ), which is related to the derivative of the function of second kind associated with φ k (x), a polynomial of equally-distributed zeros. Those superconvergence points listed in Table are obtained by solving the equation S k (τ) and can be used for practical computation. Here we prove the existence of the zeros of S k (τ) for any positive integer k. Let J : (, ) (, ) (, + ) and the operator W : C(J) C(, ) be defined by W f (τ) f (τ) + [ f (2i + τ)+ f ( 2i + τ)], τ (, ). (4.) i Obviously, W is a linear operator. By Lemma 3., ψ k is a linear combination of Q l with l k and therefore belongs to C(J). By(.3), we can write S k (τ) Wψ k (τ). (4.2) Some properties of the operator W are summarized below. Lemma 4. Let the operator W be defined in (4.) and τ (, ). Then (i) W Q (τ) ; (ii) For j > and l, the differential operator D j d j /dτ j and W are communicable with respect to function Q l, i.e., (iii) For j >, D j (W Q l )(τ) W(Q ( j) l )(τ); (4.3) (iv) For j >, Proof Since 23 (2 j) W(P Q )(τ) > ; (4.4) lim W Q τ 2 j(τ) lim W Q τ + 2 j(τ). (4.5) Q (t) 2 ln + t t, t,
13 The superconvergence of Newton Cotes rules 55 we have W Q (τ) 2 ln + τ τ + 2 i 2i + + τ lim ln i 2 2i + τ, ( ln 2i + + τ 2i + τ which proves the part (i). By the classical identity [] we get ) 2i τ + ln 2i + τ Q l (t) ( τ 2 ) l 2 l+ dτ, x >, l,, 2,..., (t τ) l+ Q ( j) C l (t), t >, j ( t ) l++ j and the series in W Q l (τ) and W(Q ( j) l )(τ) are convergent uniformly in any closed subset of (, ), which implies the part (ii) with l. By direct calculation, { W(Q ( j) )(τ) ( ) j+ ( j )! 2 (τ + ) j (τ ) j + (2i + τ ) j + ( 2i + τ + ) j ( ) j+ [ ( j )! lim 2 i (2i + + τ) j [ i (2i + τ + ) ]} j ( 2i + τ ) j ( 2i + τ) j ], which together with the part (i) proves the part (ii) with l. For the part (iii), since [ (2 j) (2 j )! P (t)q (t) 2 (t + ) 2 j + ] (t ) 2 j (2 j ) +( 2 j)q (t), j, 2,..., applying the operator W to both sides of the above identity and using (i) and (ii), we find { (2 j) (2 j )! W(P Q )(τ) 2 (τ + ) 2 j + + (2i + τ ) 2 j + (τ ) 2 j + [ (2i + τ + ) 2 j i ] } >. ( 2i + τ + ) 2 j + ( 2i + τ ) 2 j 23
14 56 J.Wu,W.Sun Finally, we prove the part (iv). Since P l (t) and Q l (t) are the Legendre polynomial and associated function of second kind, we have the identity Q l (t) P l (t)q (t) + f l (t) 2 ln + t t P l(t) + f l (t), t, l, where f l (t) is a polynomial of degree not higher than l. Moreover, { lim W Q [ τ 2 j(τ) lim Q 2 j (τ) + Q2 j (2i + τ)+ Q 2 j ( 2i + τ) ]} τ i [ lim Q2 j (τ) Q 2 j (2 τ) ] τ [ lim τ 2 ln + τ τ P 2 j(τ) + f 2 j (τ) 2 ln 3 τ ] τ P 2 j(2 τ) f 2 j (2 τ) 2 lim τ [ P2 j (2 τ) P 2 j (τ) ] ln( τ) lim τ P 2 j (ξ τ )( τ)ln( τ), where ξ τ (τ, 2 τ). By a similar argument, we reach lim τ + W Q 2 j(τ), which concludes the proof. Lemma 4.2 For j i >, D 2 j (W Q 2i )(τ) > (4.6) and D 2 j+ (W Q 2i )(τ) >. (4.7) Proof Since by Lemma 4. we have P (t) t, Q (t) P (t)q (t), D 2 j (2 j ) (2 j) (W Q ) W(2 jq + P Q ) 2 jd 2 j (W Q ) + W(P Q (2 j) W(P Q )> 23 (2 j) )
15 The superconvergence of Newton Cotes rules 57 and D 2 j+ (2 j+) (2 j+) (2 j+) (W Q 2 ) W(Q 2 Q + Q ) W(3Q 3D 2 j (W Q )>, which verifies (4.6) and (4.7) with i. In the general case, we have (2 j) ) and therefore, i 2i (t) [Q (2 j) Q (2 j+) Q 2i (t) k i (2 j) 2k+ j) j) (t) Q(2 (t)]+q(2 (t) 2k (2 j ) (2 j) (4k + )Q 2k (t) + Q (t), k i [Q k (2 j+) 2k i (4k )Q k i (t) Q (2 j) 2k (2 j+) 2k 2 j+) (t)]+q(2 (t) j+) (t) + Q(2 (t) D 2 j (W Q 2i ) (4k + )D 2 j (W Q 2k ) + D 2 j (W Q ), D 2 j+ (W Q 2i ) k i (4k )D 2 j (W Q 2k ). k By the mathematical induction (4.6) and (4.7) hold for all positive integers j, i with j i. Now we show the existence of superconvergence points in the following theorem. Theorem 4.3 For any positive integer k, the function S k (τ), defined in (.3), has at least one zero in (, ). Proof Clearly we see from the classical orthogonal function theory that and moreover, by Lemma 3. Q l ( t) ( ) l+ Q l (t), t, l,, 2,... ψ k ( t) ( )k+ ψ k (t). 23
16 58 J.Wu,W.Sun It follows from (.3) that S k ( τ) ( ) k+ S k (τ), τ (, ). (4.8) When k is even, τ is a zero of the function S k (τ). Now we need to prove the case that k is odd. Let k 2k and C k (τ) be the function of τ, defined by C k (τ) Wψ k (τ). (4.9) On the one hand, by an argument similar to that of (4.8), we have C k ( τ) ( ) k C k (τ), (4.) which implies that C k (τ) vanishes at τ when k is odd. By the second formula in (3.) and the part (i) of Lemma 4., we obtain k C k (τ) ω 2i W Q 2i (τ) ω 2i W Q 2i (τ), (4.) i k i which together with the part (iv) of Lemma 4. yields lim C k(τ). (4.2) τ By Rolle s theorem, the first derivative of C k (τ) has at least one zero in (, ).Onthe other hand, by the part (ii) of Lemma 4. and by (4.2), C k (τ) S k(τ). (4.3) As a result, S k (τ) has at least one zero in (, ) when k is odd. The proof is complete. Theorem 4.4 Let {a i } and {b i } be defined in (3.4). Ifa i, b i >, then S k (τ) has at most k ( ) k distinct zeros in (, ). Proof For k 2k, by Lemma 3., wehave k S k (τ) Wψ k (τ) a i W Q 2i (τ). (4.4) It follows from Lemma 4., Lemma 4.2 and the assumption a i > that 23 k i D k+ S k (τ) a i D 2k+ (W Q 2i )(τ) >. (4.5) i
17 The superconvergence of Newton Cotes rules 59 Similarly, for k 2k, we have k D k+ S k (τ) b i D 2k (W Q 2i )(τ) >. (4.6) i Hence, D k+ S k (τ) > for any positive integer k, which implies that S k (τ) has at most k + distinct zeros in [, ]. Otherwise,ifS k (τ) has k + 2 or more distinct zeros in [, ], by Rolle s Theorem, D k+ S k (τ) has at least one zero in (, ), which contradicts with D k+ S k (τ) >. In the case of k being even, by (4.4) and the part (iv) of Lemma 4., we see that lim S k(τ) lim S k(τ), τ τ + which shows that S k (τ) has two zeros at τ ±. Thus, in this case, S k (τ) has at most k k ( ) k zeros in (, ). The proof is then complete. In Theorem 4.4, we have presented an upper bound for the number of the zeros of S k (τ) when ψ k (t) is a positive linear combination of Q i(t)( i k). Our numerical test shows that the condition a i, b i > always holds for any positive k, although we cannot provide a theoretical analysis. We list in Table 2 the numbers of zeros of S k (τ), denoted by N k, until k 5. We see that for k 5, the upper bound given by Theorem 4.4 is reached except for the three cases where k, 3, 5. As an example, we present the graph of the function S (τ) in Fig. where S (τ) has been truncated when the absolute value is larger than 5.E 3. One can see from Fig. that S (τ) has only eight distinct zeros in (, ). The graph of the function S 5 (τ) is shown in Fig. 2 where we can see that S 5 (τ) has only four zeros. It has been proved theoretically in [23,25] that the numbers of the superconvergence points in the trapezoidal rule (k ) and Simpson s rule (k 2) reach the upper bounds. Theoretical analysis for the familiar Simpson s 3/8 rule(k 3) is given below. Theorem 4.5 S 3 (τ) has only four distinct zeros in (, ). Proof A straightforward calculation gives ψ 4 (t) 8 5 Q 3(t) Q (t). By Theorem 4.4, S 3 (τ) has at most four distinct zeros in (, ). Note that φ 3 (τ) (τ 2 /9)(τ 2 ) 6 8, τ (, ). 23
18 6 J.Wu,W.Sun Table 2 The number of zeros of S k (τ) k N k k ( ) k Upper bound reached or not 2 2 Y 2 Y Y Y Y Y Y Y 9 Y 9 9 Y 8 2 N 2 Y N Y N Fig. The function S (τ) in (, ) By an argument similar to that for (3.7), we obtain [ ψ 3 (2i + τ) + ψ 3 ( 2i + τ) ] 6 8( τ 2, τ (, ) ) i 23
19 The superconvergence of Newton Cotes rules 6 Fig. 2 The function S 5 (τ) in (, ) and therefore, and S 3 () ψ 3 () + [ψ 3 (2i) + ψ 3 ( 2i)] 6 ψ 3 () > ( ) S 3 ψ 3 2 ( ) + 2 i [ψ 3 (2i + 2 ) + ψ 3 ( 2i + 2 )] ψ 3 i ( ) <. Also note that lim τ S 3 (τ) +. Thus, S 3 (τ) has two distinct zeros in (, ) and by (4.8), S 3 (τ) has another two zeros in (, ), which completes the proof. 5 Numerical examples In this section, we present some numerical examples to confirm our theoretical analysis given in the above sections. Example 5. First we consider the finite-part integral x 6 dx, s (, ). (5.) (x s) 2 By (.), the exact solution is s + 2s2 + 3s 3 + 6s 4 + s + 6s5 ln s. s 23
20 62 J.Wu,W.Sun Table 3 The error of Q 3n ( f ) and Q 4n ( f ) for evaluating (5.)ats x [n/2] + (τ + )h/2 Q 3n ( f ) Q 4n ( f ) n τ τ τ3 τ τ32 τ /3 τ τ4 τ τ E E E E E E E E E E E E E E E E E E E E E E E E E E E-8.43E E-.8458E- h α Table 4 The error of Q 3n ( f ) and Q 4n ( f ) for evaluating (5.)ats x n + (τ + )h/2 Q 3n ( f ) Q 4n ( f ) n τ τ τ3 τ τ32 τ /3 τ τ4 τ τ E E E E E-6.685E E E E E E E E E E E E E E E E E E E E E E E E E- h α We use the quadrature rules Q 3n ( f ) and Q 4n ( f ) defined by (2.2) to compute the approximate value of (5.), respectively. The error E 3n ( f ) at s x [n/2] +(τ +)h/2 with τ,τ3,τ 32 is presented in the left half of Table 3. The error E 4n( f ) at s x [n/2] + (τ + )h/2 with τ /3,τ4,τ 42 is presented in the right half of Table 3. Hereτ is not a superconvergence point for E 3n ( f ) and τ /3 is not a superconvergence point for E 4n ( f ), while τ τ3,τ 32 and τ τ 4,τ 42 are superconvergence points in (, ] for the quadrature rules E 3n ( f ) and E 4n ( f ), respectively, as given in Table. Numerical estimates of the convergence order are given in the last row, which are calculated from the last two meshes. Clearly the convergence orders at superconvergence points are O(h 4 ) and O(h 5 ), respectively, one order higher than those at non-superconvergence points, which confirms our theoretical analysis in Theorem 2.2. Numerical results at s x n + (τ + )h/2 aregivenin Table 4. One can see that at all three points, the convergence order of E 3n ( f ) is about O(h 3 ) and the convergence order of E 4n ( f ) is O(h 4 ), which coincides with our theoretical analysis since η(s) O(h ) in this case. Example 5.2 Secondly we consider an example with less regularity. Let f (x) x 4 + x 4+α,<α, a, b and s. In this case, f (x) C 4+α [, ] and the exact value of the finite-part integral (.) is(2 + 2α)/(9 + 3α). We still 23
21 The superconvergence of Newton Cotes rules 63 Table 5 The error of Q 3n ( f ) for approximating (x 4 + x 4+α )x 2 dx Mesh I Mesh II n α /3 α /2 α /3 α / E E E E E E E E E E E-6.539E E E E E E E E E-8 h α Table 6 The error of Q 3n ( f ) for approximating (x 4 + x 3+α )x 2 dx Mesh I Mesh II n α /3 α /2 α /3 α / E E-2.776E E E E E E E E E E E E E E E E E E-6 h α use quadrature rule Q 3n ( f ). Here two meshes strategies, denotes by Mesh I and Mesh II, respectively, are adopted. In the first, s is always placed at the midpoint of some subinterval, non-superconvergence point, and in the second, s is placed at the superconvergence point τ3 same as used in Example 5.. Both meshes are uniform except two subintervals near the ending points. Numerical results are presented in Table 5. One can see that the convergence orders in Mesh I and II are O(h 3 ) and O(h 3+α ), respectively, which is in good agreement with our theoretical analysis. Example 5.3 Finally, we consider an example in which f (x) x 4 + x 3+α (<α ), a and b. In this case, f (x) C 3+α [, ] and the exact value of the finite-part integral (.) is( + 2α)/(6 + 3α). Here we use the same meshes and singular point s as in Example 5.2. Numerical results are given in Table 6. We find that the superconvergence phenomenon disappears since the convergence rates are about O(h 2+α ) in all four cases, which implies that the assumption on the regularity of f (x) in Theorem 2.2 cannot be weakened. 6 Concluding remarks We have shown both theoretically and numerically the superconvergence of the general (composite) Newton Cotes rules for the evaluation of Hadamard finite-part integrals. The convergence rate at the superconvergence points is one order higher than the global convergence rate. In this paper the (composite) Newton Cotes rules are obtained 23
22 64 J.Wu,W.Sun by replacing the integrand function f (x) with its piecewise Lagrange interpolation. According to (.2), these Newton Cotes rules can also be obtained by differentiating with respect to s the corresponding (composite) Newton Cotes rules for Cauchy principle value integrals. Moreover, it is possible to extend the approach in this paper to the Cauchy principal value integral to obtain certain superconvergence result. The superconvergence phenomenon has been extensively studied for solving partial differential equations and singular integral equations by finite element method and collocation method, see e.g., [4,8,4,8]. The former gives a solution of a higher-order accuracy at certain superconvergence points and the latter produces a solution with a higher-order accuracy when some special points are used as collocation points. A popular approach is the spectral method with Gaussian type collocation points, which has been used for both partial different equations and singular integral equations. The results in this paper show a possible way to improve the accuracy of the collocation method for Hadamard finite-part integral equations by choosing the superconvergence points to be the collocation points. A collocation method based on the Simpson s rule and its superconvergence points was used in [24] to solve an integral equation of Hadamard kernel. Numerical results show that the method is of higher-order accuracy. However, no theoretical analysis has been done. In some practical applications, the integrand function in (.) is given by f (x) w(x)g(x) where w(x) is a weight function which may have certain kind of singularities at the endpoints a and b. In this case, Gaussian quadrature rules may have advantages due to the nature of the weight function of orthogonal polynomials. Acknowledgements The authors would like to thank the referees for their valuable suggestions. References. Andrews, L.C.: Special Functions of Mathematics for Engineers, 2nd edn. McGraw-Hill, Inc., New York (992) 2. Ainsworth, M., Guo, B.: An additive Schwarz preconditioner for p-version boundary element approximation of the hypersingular operator in three dimensions. Numer. Math. 85, (2) 3. Bao, G., Sun, W.: A fast algorithm for the electromagnetic scattering from a large cavity. SIAM J. Sci. Comput. 27, (25) 4. Brunner, H.: Collocation Methods for Volterra Integral and Related Functional Equations. Cambridge University Press, UK (24) 5. Choi, U.J., Kim, S.W., Yun, B.I.: Improvement of the asymptotic behaviour of the Euler Maclaurin formula for Cauchy principal value and Hadamard finite-part integrals. Int. J. Numer. Methods Eng. 6, (24) 6. Du, Q.K.: Evaluations of certain hypersingular integrals on interval. Int. J. Numer. Methods Eng. 5, 95 2 (2) 7. Elliott, D., Venturino, E.: Sigmoidal transformations and the Euler Maclaurin expansion for evaluating certain Hadamard finite-part integrals. Numer. Math. 77, (997) 8. Fairweather G., Ma, H., Sun, W.: Orthogonal spline collocation methods for the Navier Stokes equations in stream function and vorticity formulation. Numer. Methods PDEs (in press) 9. Hasegawa, T.: Uniform approximations to finite Hilbert transform and its derivative. J. Comput. Appl. Math. 63, (24). Hui, C.Y., Shia, D.: Evaluations of hypersingular integrals using Gaussian quadrature. Int. J. Numer. Methods Eng. 44, (999). Ioakimidis, N.I.: On the uniform convergence of Gaussian quadrature rules for Cauchy principal value integrals and their derivatives. Math. Comp. 44, 9 98 (985) 23
23 The superconvergence of Newton Cotes rules Kim, P., Jin, U.C.: Two trigonometric quadrature formulae for evaluating hypersingular integrals. Inter. J. Numer. Methods Eng. 56, (23) 3. Linz, P.: On the approximate computation of certain strongly singular integrals. Computing 35, (985) 4. Mao, S., Chen, S., Shi, D.: Convergence and superconvergence of a nonconforming finite element on anisotropic meshes. Int. J. Numer. Anal. Model. 4, 6 38 (27) 5. Monegato, G.: Numerical evaluation of hypersingular integrals. J. Comput. Appl. Math. 5, 9 3 (994) 6. Monegato, G.: Definitions, properties and applications of finite part integrals, submitted 7. Paget, D.F.: The numerical evaluation of Hadamard finite-part integrals. Numer. Math. 36, (98/8) 8. Sun, W.: The spectral analysis of Hermite cubic spline collocation systems. SIAM J. Numer. Anal. 36, (999) 9. Sun, W., Wu, J.M.: Newton Cotes formulae for the numerical evaluation of certain hypersingular integral. Computing 75, (25) 2. Sun, W., Wu, J.M.: Interpolatory quadrature rules for Hadamard finite-part integrals and their supperconvergence. IMA J. Numer. Anal. (27) (accepted) 2. Sun, W., Zamani, N.G.: Adaptive mesh redistribution for the boundary element method in elastostatics. Comput. Struct. 36, 8 88 (99) 22. Tsamasphyros, G., Dimou, G.: Gauss quadrature rules for finite part integrals. Int. J. Numer. Methods Eng. 3, 3 26 (99) 23. Wu, J.M., Lü, Y.: A superconvergence result for the second-order Newton Cotes formula for certain finite-part integrals. IMA J. Numer. Anal. 25, (25) 24. Wu, J.M., Wang, Y., Li, W., Sun, W.: Toeplitz-type approximations to the Hadamard integral operators and their applications in electromagnetic cavity problems. Appl. Numer. Math. (27) (online) 25. Wu, J.M., Sun, W.: The superconvergence of the composite trapezoidal rule for Hadamard finite part integrals. Numer. Math. 2, (25) 23
A NEW COLLOCATION METHOD FOR SOLVING CERTAIN HADAMARD FINITE-PART INTEGRAL EQUATION
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING Volume 6, Number, Pages 4 54 c 9 Institute for Scientific Computing and Information A NEW COLLOCATION METHOD FOR SOLVING CERTAIN HADAMARD FINITE-PART
More informationAbstract. 1. Introduction
Journal of Computational Mathematics Vol.28, No.2, 2010, 273 288. http://www.global-sci.org/jcm doi:10.4208/jcm.2009.10-m2870 UNIFORM SUPERCONVERGENCE OF GALERKIN METHODS FOR SINGULARLY PERTURBED PROBLEMS
More informationON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * 1. Introduction
Journal of Computational Mathematics, Vol.6, No.6, 008, 85 837. ON SPECTRAL METHODS FOR VOLTERRA INTEGRAL EQUATIONS AND THE CONVERGENCE ANALYSIS * Tao Tang Department of Mathematics, Hong Kong Baptist
More informationError formulas for divided difference expansions and numerical differentiation
Error formulas for divided difference expansions and numerical differentiation Michael S. Floater Abstract: We derive an expression for the remainder in divided difference expansions and use it to give
More informationThe generalized Euler-Maclaurin formula for the numerical solution of Abel-type integral equations.
The generalized Euler-Maclaurin formula for the numerical solution of Abel-type integral equations. Johannes Tausch Abstract An extension of the Euler-Maclaurin formula to singular integrals was introduced
More informationDiscrete Projection Methods for Integral Equations
SUB Gttttingen 7 208 427 244 98 A 5141 Discrete Projection Methods for Integral Equations M.A. Golberg & C.S. Chen TM Computational Mechanics Publications Southampton UK and Boston USA Contents Sources
More informationSection 6.6 Gaussian Quadrature
Section 6.6 Gaussian Quadrature Key Terms: Method of undetermined coefficients Nonlinear systems Gaussian quadrature Error Legendre polynomials Inner product Adapted from http://pathfinder.scar.utoronto.ca/~dyer/csca57/book_p/node44.html
More informationOn the Chebyshev quadrature rule of finite part integrals
Journal of Computational and Applied Mathematics 18 25) 147 159 www.elsevier.com/locate/cam On the Chebyshev quadrature rule of finite part integrals Philsu Kim a,,1, Soyoung Ahn b, U. Jin Choi b a Major
More informationCS 450 Numerical Analysis. Chapter 8: Numerical Integration and Differentiation
Lecture slides based on the textbook Scientific Computing: An Introductory Survey by Michael T. Heath, copyright c 2018 by the Society for Industrial and Applied Mathematics. http://www.siam.org/books/cl80
More informationNumerical Integration (Quadrature) Another application for our interpolation tools!
Numerical Integration (Quadrature) Another application for our interpolation tools! Integration: Area under a curve Curve = data or function Integrating data Finite number of data points spacing specified
More informationUniversity of Houston, Department of Mathematics Numerical Analysis, Fall 2005
4 Interpolation 4.1 Polynomial interpolation Problem: LetP n (I), n ln, I := [a,b] lr, be the linear space of polynomials of degree n on I, P n (I) := { p n : I lr p n (x) = n i=0 a i x i, a i lr, 0 i
More informationLecture 4: Numerical solution of ordinary differential equations
Lecture 4: Numerical solution of ordinary differential equations Department of Mathematics, ETH Zürich General explicit one-step method: Consistency; Stability; Convergence. High-order methods: Taylor
More informationJim Lambers MAT 460/560 Fall Semester Practice Final Exam
Jim Lambers MAT 460/560 Fall Semester 2009-10 Practice Final Exam 1. Let f(x) = sin 2x + cos 2x. (a) Write down the 2nd Taylor polynomial P 2 (x) of f(x) centered around x 0 = 0. (b) Write down the corresponding
More informationCollocation and iterated collocation methods for a class of weakly singular Volterra integral equations
Journal of Computational and Applied Mathematics 229 (29) 363 372 Contents lists available at ScienceDirect Journal of Computational and Applied Mathematics journal homepage: www.elsevier.com/locate/cam
More informationOn the convergence of interpolatory-type quadrature rules for evaluating Cauchy integrals
Journal of Computational and Applied Mathematics 49 () 38 395 www.elsevier.com/locate/cam On the convergence of interpolatory-type quadrature rules for evaluating Cauchy integrals Philsu Kim a;, Beong
More informationA quadrature rule of interpolatory type for Cauchy integrals
Journal of Computational and Applied Mathematics 126 (2000) 207 220 www.elsevier.nl/locate/cam A quadrature rule of interpolatory type for Cauchy integrals Philsu Kim, U. Jin Choi 1 Department of Mathematics,
More informationNumerical Integration for Multivariable. October Abstract. We consider the numerical integration of functions with point singularities over
Numerical Integration for Multivariable Functions with Point Singularities Yaun Yang and Kendall E. Atkinson y October 199 Abstract We consider the numerical integration of functions with point singularities
More informationGaussian interval quadrature rule for exponential weights
Gaussian interval quadrature rule for exponential weights Aleksandar S. Cvetković, a, Gradimir V. Milovanović b a Department of Mathematics, Faculty of Mechanical Engineering, University of Belgrade, Kraljice
More informationc 2007 Society for Industrial and Applied Mathematics
SIAM J. SCI. COMPUT. Vol. 9, No. 3, pp. 07 6 c 007 Society for Industrial and Applied Mathematics NUMERICAL QUADRATURES FOR SINGULAR AND HYPERSINGULAR INTEGRALS IN BOUNDARY ELEMENT METHODS MICHAEL CARLEY
More informationVectors in Function Spaces
Jim Lambers MAT 66 Spring Semester 15-16 Lecture 18 Notes These notes correspond to Section 6.3 in the text. Vectors in Function Spaces We begin with some necessary terminology. A vector space V, also
More informationRational Chebyshev pseudospectral method for long-short wave equations
Journal of Physics: Conference Series PAPER OPE ACCESS Rational Chebyshev pseudospectral method for long-short wave equations To cite this article: Zeting Liu and Shujuan Lv 07 J. Phys.: Conf. Ser. 84
More informationLecture Note 3: Polynomial Interpolation. Xiaoqun Zhang Shanghai Jiao Tong University
Lecture Note 3: Polynomial Interpolation Xiaoqun Zhang Shanghai Jiao Tong University Last updated: October 24, 2013 1.1 Introduction We first look at some examples. Lookup table for f(x) = 2 π x 0 e x2
More information1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel
1462. Jacobi pseudo-spectral Galerkin method for second kind Volterra integro-differential equations with a weakly singular kernel Xiaoyong Zhang 1, Junlin Li 2 1 Shanghai Maritime University, Shanghai,
More information8.3 Numerical Quadrature, Continued
8.3 Numerical Quadrature, Continued Ulrich Hoensch Friday, October 31, 008 Newton-Cotes Quadrature General Idea: to approximate the integral I (f ) of a function f : [a, b] R, use equally spaced nodes
More informationIn numerical analysis quadrature refers to the computation of definite integrals.
Numerical Quadrature In numerical analysis quadrature refers to the computation of definite integrals. f(x) a x i x i+1 x i+2 b x A traditional way to perform numerical integration is to take a piece of
More informationOn an Approximation Result for Piecewise Polynomial Functions. O. Karakashian
BULLETIN OF THE GREE MATHEMATICAL SOCIETY Volume 57, 010 (1 7) On an Approximation Result for Piecewise Polynomial Functions O. arakashian Abstract We provide a new approach for proving approximation results
More informationOn the relationship of local projection stabilization to other stabilized methods for one-dimensional advection-diffusion equations
On the relationship of local projection stabilization to other stabilized methods for one-dimensional advection-diffusion equations Lutz Tobiska Institut für Analysis und Numerik Otto-von-Guericke-Universität
More informationNumerical Methods I: Numerical Integration/Quadrature
1/20 Numerical Methods I: Numerical Integration/Quadrature Georg Stadler Courant Institute, NYU stadler@cims.nyu.edu November 30, 2017 umerical integration 2/20 We want to approximate the definite integral
More informationSPLINE COLLOCATION METHOD FOR SINGULAR PERTURBATION PROBLEM. Mirjana Stojanović University of Novi Sad, Yugoslavia
GLASNIK MATEMATIČKI Vol. 37(57(2002, 393 403 SPLINE COLLOCATION METHOD FOR SINGULAR PERTURBATION PROBLEM Mirjana Stojanović University of Novi Sad, Yugoslavia Abstract. We introduce piecewise interpolating
More informationNumerische Mathematik
Numer. Math. (997) 76: 479 488 Numerische Mathematik c Springer-Verlag 997 Electronic Edition Exponential decay of C cubic splines vanishing at two symmetric points in each knot interval Sang Dong Kim,,
More informationBindel, Spring 2012 Intro to Scientific Computing (CS 3220) Week 12: Monday, Apr 16. f(x) dx,
Panel integration Week 12: Monday, Apr 16 Suppose we want to compute the integral b a f(x) dx In estimating a derivative, it makes sense to use a locally accurate approximation to the function around the
More informationMA2501 Numerical Methods Spring 2015
Norwegian University of Science and Technology Department of Mathematics MA5 Numerical Methods Spring 5 Solutions to exercise set 9 Find approximate values of the following integrals using the adaptive
More informationThe Closed Form Reproducing Polynomial Particle Shape Functions for Meshfree Particle Methods
The Closed Form Reproducing Polynomial Particle Shape Functions for Meshfree Particle Methods by Hae-Soo Oh Department of Mathematics, University of North Carolina at Charlotte, Charlotte, NC 28223 June
More informationETNA Kent State University
Electronic Transactions on Numerical Analysis. Volume 37, pp. 166-172, 2010. Copyright 2010,. ISSN 1068-9613. ETNA A GRADIENT RECOVERY OPERATOR BASED ON AN OBLIQUE PROJECTION BISHNU P. LAMICHHANE Abstract.
More informationCh. 03 Numerical Quadrature. Andrea Mignone Physics Department, University of Torino AA
Ch. 03 Numerical Quadrature Andrea Mignone Physics Department, University of Torino AA 2017-2018 Numerical Quadrature In numerical analysis quadrature refers to the computation of definite integrals. y
More informationA Product Integration Approach Based on New Orthogonal Polynomials for Nonlinear Weakly Singular Integral Equations
Acta Appl Math (21) 19: 861 873 DOI 1.17/s144-8-9351-y A Product Integration Approach Based on New Orthogonal Polynomials for Nonlinear Weakly Singular Integral Equations M. Rasty M. Hadizadeh Received:
More informationMathematics for Engineers. Numerical mathematics
Mathematics for Engineers Numerical mathematics Integers Determine the largest representable integer with the intmax command. intmax ans = int32 2147483647 2147483647+1 ans = 2.1475e+09 Remark The set
More informationNumerical Methods for Two Point Boundary Value Problems
Numerical Methods for Two Point Boundary Value Problems Graeme Fairweather and Ian Gladwell 1 Finite Difference Methods 1.1 Introduction Consider the second order linear two point boundary value problem
More informationLecture Note 3: Interpolation and Polynomial Approximation. Xiaoqun Zhang Shanghai Jiao Tong University
Lecture Note 3: Interpolation and Polynomial Approximation Xiaoqun Zhang Shanghai Jiao Tong University Last updated: October 10, 2015 2 Contents 1.1 Introduction................................ 3 1.1.1
More informationDifferentiation and Integration
Differentiation and Integration (Lectures on Numerical Analysis for Economists II) Jesús Fernández-Villaverde 1 and Pablo Guerrón 2 February 12, 2018 1 University of Pennsylvania 2 Boston College Motivation
More informationHigher order numerical methods for solving fractional differential equations
Noname manuscript No. will be inserted by the editor Higher order numerical methods for solving fractional differential equations Yubin Yan Kamal Pal Neville J Ford Received: date / Accepted: date Abstract
More informationA Nodal Spline Collocation Method for the Solution of Cauchy Singular Integral Equations 1
European Society of Computational Methods in Sciences and Engineering (ESCMSE) Journal of Numerical Analysis, Industrial and Applied Mathematics (JNAIAM) vol. 3, no. 3-4, 2008, pp. 211-220 ISSN 1790 8140
More informationSolving a class of nonlinear two-dimensional Volterra integral equations by using two-dimensional triangular orthogonal functions.
Journal of Mathematical Modeling Vol 1, No 1, 213, pp 28-4 JMM Solving a class of nonlinear two-dimensional Volterra integral equations by using two-dimensional triangular orthogonal functions Farshid
More informationSuperconvergence analysis of multistep collocation method for delay Volterra integral equations
Computational Methods for Differential Equations http://cmde.tabrizu.ac.ir Vol. 4, No. 3, 216, pp. 25-216 Superconvergence analysis of multistep collocation method for delay Volterra integral equations
More informationChapter 4: Interpolation and Approximation. October 28, 2005
Chapter 4: Interpolation and Approximation October 28, 2005 Outline 1 2.4 Linear Interpolation 2 4.1 Lagrange Interpolation 3 4.2 Newton Interpolation and Divided Differences 4 4.3 Interpolation Error
More informationThe Definition and Numerical Method of Final Value Problem and Arbitrary Value Problem Shixiong Wang 1*, Jianhua He 1, Chen Wang 2, Xitong Li 1
The Definition and Numerical Method of Final Value Problem and Arbitrary Value Problem Shixiong Wang 1*, Jianhua He 1, Chen Wang 2, Xitong Li 1 1 School of Electronics and Information, Northwestern Polytechnical
More informationPART IV Spectral Methods
PART IV Spectral Methods Additional References: R. Peyret, Spectral methods for incompressible viscous flow, Springer (2002), B. Mercier, An introduction to the numerical analysis of spectral methods,
More informationScientific Computing: Numerical Integration
Scientific Computing: Numerical Integration Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 Course MATH-GA.2043 or CSCI-GA.2112, Fall 2015 Nov 5th, 2015 A. Donev (Courant Institute) Lecture
More informationApproximation by Conditionally Positive Definite Functions with Finitely Many Centers
Approximation by Conditionally Positive Definite Functions with Finitely Many Centers Jungho Yoon Abstract. The theory of interpolation by using conditionally positive definite function provides optimal
More informationIterative Approximation of Positive Solutions for Fractional Boundary Value Problem on the Half-line
Filomat 32:8 (28, 677 687 https://doi.org/.2298/fil8877c Published by Faculty of Sciences and Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.rs/filomat Iterative Approximation
More informationON A WEIGHTED INTERPOLATION OF FUNCTIONS WITH CIRCULAR MAJORANT
ON A WEIGHTED INTERPOLATION OF FUNCTIONS WITH CIRCULAR MAJORANT Received: 31 July, 2008 Accepted: 06 February, 2009 Communicated by: SIMON J SMITH Department of Mathematics and Statistics La Trobe University,
More informationNumerical integration and differentiation. Unit IV. Numerical Integration and Differentiation. Plan of attack. Numerical integration.
Unit IV Numerical Integration and Differentiation Numerical integration and differentiation quadrature classical formulas for equally spaced nodes improper integrals Gaussian quadrature and orthogonal
More informationETNA Kent State University
Electronic Transactions on Numerical Analysis. Volume 35, pp. 2-26, 29. Copyright 29,. ISSN 68-963. ETNA GAUSSIAN DIRECT QUADRATURE METHODS FOR DOUBLE DELAY VOLTERRA INTEGRAL EQUATIONS ANGELAMARIA CARDONE,
More informationENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS
ENERGY NORM A POSTERIORI ERROR ESTIMATES FOR MIXED FINITE ELEMENT METHODS CARLO LOVADINA AND ROLF STENBERG Abstract The paper deals with the a-posteriori error analysis of mixed finite element methods
More informationHigh-Order Corrected Trapezoidal Quadrature Rules for Functions with a Logarithmic Singularity in 2-D
High-Order Corrected Trapezoidal Quadrature Rules for Functions with a Logarithmic Singularity in 2-D Juan C. Aguilar 1 Yu Chen 2 April 24, 2002 Abstract In this report we construct correction coefficients
More informationJacobi spectral collocation method for the approximate solution of multidimensional nonlinear Volterra integral equation
Wei et al. SpringerPlus (06) 5:70 DOI 0.86/s40064-06-3358-z RESEARCH Jacobi spectral collocation method for the approximate solution of multidimensional nonlinear Volterra integral equation Open Access
More informationRomberg Integration and Gaussian Quadrature
Romberg Integration and Gaussian Quadrature P. Sam Johnson October 17, 014 P. Sam Johnson (NITK) Romberg Integration and Gaussian Quadrature October 17, 014 1 / 19 Overview We discuss two methods for integration.
More informationSymmetric functions and the Vandermonde matrix
J ournal of Computational and Applied Mathematics 172 (2004) 49-64 Symmetric functions and the Vandermonde matrix Halil Oruç, Hakan K. Akmaz Department of Mathematics, Dokuz Eylül University Fen Edebiyat
More informationThe iterated sinh transformation
The iterated sinh transformation Author Elliott, David, Johnston, Peter Published 2008 Journal Title International Journal for Numerical Methods in Engineering DOI https://doi.org/10.1002/nme.2244 Copyright
More information256 Summary. D n f(x j ) = f j+n f j n 2n x. j n=1. α m n = 2( 1) n (m!) 2 (m n)!(m + n)!. PPW = 2π k x 2 N + 1. i=0?d i,j. N/2} N + 1-dim.
56 Summary High order FD Finite-order finite differences: Points per Wavelength: Number of passes: D n f(x j ) = f j+n f j n n x df xj = m α m dx n D n f j j n= α m n = ( ) n (m!) (m n)!(m + n)!. PPW =
More informationReview. Numerical Methods Lecture 22. Prof. Jinbo Bi CSE, UConn
Review Taylor Series and Error Analysis Roots of Equations Linear Algebraic Equations Optimization Numerical Differentiation and Integration Ordinary Differential Equations Partial Differential Equations
More informationPart IB - Easter Term 2003 Numerical Analysis I
Part IB - Easter Term 2003 Numerical Analysis I 1. Course description Here is an approximative content of the course 1. LU factorization Introduction. Gaussian elimination. LU factorization. Pivoting.
More informationNonstationary Subdivision Schemes and Totally Positive Refinable Functions
Nonstationary Subdivision Schemes and Totally Positive Refinable Functions Laura Gori and Francesca Pitolli December, 2007 Abstract In this paper we construct a class of totally positive refinable functions,
More informationNon-Conforming Finite Element Methods for Nonmatching Grids in Three Dimensions
Non-Conforming Finite Element Methods for Nonmatching Grids in Three Dimensions Wayne McGee and Padmanabhan Seshaiyer Texas Tech University, Mathematics and Statistics (padhu@math.ttu.edu) Summary. In
More informationNumerical Analysis: Approximation of Functions
Numerical Analysis: Approximation of Functions Mirko Navara http://cmp.felk.cvut.cz/ navara/ Center for Machine Perception, Department of Cybernetics, FEE, CTU Karlovo náměstí, building G, office 104a
More informationChapter 5 A priori error estimates for nonconforming finite element approximations 5.1 Strang s first lemma
Chapter 5 A priori error estimates for nonconforming finite element approximations 51 Strang s first lemma We consider the variational equation (51 a(u, v = l(v, v V H 1 (Ω, and assume that the conditions
More informationMath 660-Lecture 15: Finite element spaces (I)
Math 660-Lecture 15: Finite element spaces (I) (Chapter 3, 4.2, 4.3) Before we introduce the concrete spaces, let s first of all introduce the following important lemma. Theorem 1. Let V h consists of
More informationMATHEMATICAL FORMULAS AND INTEGRALS
HANDBOOK OF MATHEMATICAL FORMULAS AND INTEGRALS Second Edition ALAN JEFFREY Department of Engineering Mathematics University of Newcastle upon Tyne Newcastle upon Tyne United Kingdom ACADEMIC PRESS A Harcourt
More informationHamburger Beiträge zur Angewandten Mathematik
Hamburger Beiträge zur Angewandten Mathematik Numerical analysis of a control and state constrained elliptic control problem with piecewise constant control approximations Klaus Deckelnick and Michael
More informationMATHEMATICAL METHODS INTERPOLATION
MATHEMATICAL METHODS INTERPOLATION I YEAR BTech By Mr Y Prabhaker Reddy Asst Professor of Mathematics Guru Nanak Engineering College Ibrahimpatnam, Hyderabad SYLLABUS OF MATHEMATICAL METHODS (as per JNTU
More informationWe denote the space of distributions on Ω by D ( Ω) 2.
Sep. 1 0, 008 Distributions Distributions are generalized functions. Some familiarity with the theory of distributions helps understanding of various function spaces which play important roles in the study
More informationDIfferential equations of fractional order have been the
Multistage Telescoping Decomposition Method for Solving Fractional Differential Equations Abdelkader Bouhassoun Abstract The application of telescoping decomposition method, developed for ordinary differential
More informationCOURSE Numerical integration of functions (continuation) 3.3. The Romberg s iterative generation method
COURSE 7 3. Numerical integration of functions (continuation) 3.3. The Romberg s iterative generation method The presence of derivatives in the remainder difficulties in applicability to practical problems
More informationSuperconvergence Results for the Iterated Discrete Legendre Galerkin Method for Hammerstein Integral Equations
Journal of Computer Science & Computational athematics, Volume 5, Issue, December 05 DOI: 0.0967/jcscm.05.0.003 Superconvergence Results for the Iterated Discrete Legendre Galerkin ethod for Hammerstein
More informationMultistage Methods I: Runge-Kutta Methods
Multistage Methods I: Runge-Kutta Methods Varun Shankar January, 0 Introduction Previously, we saw that explicit multistep methods (AB methods) have shrinking stability regions as their orders are increased.
More informationConvergence and Stability of a New Quadrature Rule for Evaluating Hilbert Transform
Convergence and Stability of a New Quadrature Rule for Evaluating Hilbert Transform Maria Rosaria Capobianco CNR - National Research Council of Italy Institute for Computational Applications Mauro Picone,
More informationTransactions on Modelling and Simulation vol 12, 1996 WIT Press, ISSN X
Simplifying integration for logarithmic singularities R.N.L. Smith Department ofapplied Mathematics & OR, Cranfield University, RMCS, Shrivenham, Swindon, Wiltshire SN6 SLA, UK Introduction Any implementation
More informationAn a posteriori error estimate and a Comparison Theorem for the nonconforming P 1 element
Calcolo manuscript No. (will be inserted by the editor) An a posteriori error estimate and a Comparison Theorem for the nonconforming P 1 element Dietrich Braess Faculty of Mathematics, Ruhr-University
More informationIntegration. Topic: Trapezoidal Rule. Major: General Engineering. Author: Autar Kaw, Charlie Barker.
Integration Topic: Trapezoidal Rule Major: General Engineering Author: Autar Kaw, Charlie Barker 1 What is Integration Integration: The process of measuring the area under a function plotted on a graph.
More informationSpline Element Method for Partial Differential Equations
for Partial Differential Equations Department of Mathematical Sciences Northern Illinois University 2009 Multivariate Splines Summer School, Summer 2009 Outline 1 Why multivariate splines for PDEs? Motivation
More informationScientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1
Scientific Computing WS 2017/2018 Lecture 18 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 18 Slide 1 Lecture 18 Slide 2 Weak formulation of homogeneous Dirichlet problem Search u H0 1 (Ω) (here,
More informationOn the decay of elements of inverse triangular Toeplitz matrix
On the decay of elements of inverse triangular Toeplitz matrix Neville Ford, D. V. Savostyanov, N. L. Zamarashkin August 03, 203 arxiv:308.0724v [math.na] 3 Aug 203 Abstract We consider half-infinite triangular
More informationOverlapping Schwarz preconditioners for Fekete spectral elements
Overlapping Schwarz preconditioners for Fekete spectral elements R. Pasquetti 1, L. F. Pavarino 2, F. Rapetti 1, and E. Zampieri 2 1 Laboratoire J.-A. Dieudonné, CNRS & Université de Nice et Sophia-Antipolis,
More informationA Gauss Lobatto quadrature method for solving optimal control problems
ANZIAM J. 47 (EMAC2005) pp.c101 C115, 2006 C101 A Gauss Lobatto quadrature method for solving optimal control problems P. Williams (Received 29 August 2005; revised 13 July 2006) Abstract This paper proposes
More informationOn Riesz-Fischer sequences and lower frame bounds
On Riesz-Fischer sequences and lower frame bounds P. Casazza, O. Christensen, S. Li, A. Lindner Abstract We investigate the consequences of the lower frame condition and the lower Riesz basis condition
More informationSECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS
Proceedings of ALGORITMY 2009 pp. 1 10 SECOND ORDER TIME DISCONTINUOUS GALERKIN METHOD FOR NONLINEAR CONVECTION-DIFFUSION PROBLEMS MILOSLAV VLASÁK Abstract. We deal with a numerical solution of a scalar
More informationAsymptotics of Integrals of. Hermite Polynomials
Applied Mathematical Sciences, Vol. 4, 010, no. 61, 04-056 Asymptotics of Integrals of Hermite Polynomials R. B. Paris Division of Complex Systems University of Abertay Dundee Dundee DD1 1HG, UK R.Paris@abertay.ac.uk
More informationSupraconvergence of a Non-Uniform Discretisation for an Elliptic Third-Kind Boundary-Value Problem with Mixed Derivatives
Supraconvergence of a Non-Uniform Discretisation for an Elliptic Third-Kind Boundary-Value Problem with Mixed Derivatives Etienne Emmrich Technische Universität Berlin, Institut für Mathematik, Straße
More informationMatrix construction: Singular integral contributions
Matrix construction: Singular integral contributions Seminar Boundary Element Methods for Wave Scattering Sophie Haug ETH Zurich November 2010 Outline 1 General concepts in singular integral computation
More informationSuperconvergence of discontinuous Galerkin methods for 1-D linear hyperbolic equations with degenerate variable coefficients
Superconvergence of discontinuous Galerkin methods for -D linear hyperbolic equations with degenerate variable coefficients Waixiang Cao Chi-Wang Shu Zhimin Zhang Abstract In this paper, we study the superconvergence
More informationNumerical Analysis: Interpolation Part 1
Numerical Analysis: Interpolation Part 1 Computer Science, Ben-Gurion University (slides based mostly on Prof. Ben-Shahar s notes) 2018/2019, Fall Semester BGU CS Interpolation (ver. 1.00) AY 2018/2019,
More informationThe Laplace Transform
C H A P T E R 6 The Laplace Transform Many practical engineering problems involve mechanical or electrical systems acted on by discontinuous or impulsive forcing terms. For such problems the methods described
More informationA gradient recovery method based on an oblique projection and boundary modification
ANZIAM J. 58 (CTAC2016) pp.c34 C45, 2017 C34 A gradient recovery method based on an oblique projection and boundary modification M. Ilyas 1 B. P. Lamichhane 2 M. H. Meylan 3 (Received 24 January 2017;
More informationWe consider the problem of finding a polynomial that interpolates a given set of values:
Chapter 5 Interpolation 5. Polynomial Interpolation We consider the problem of finding a polynomial that interpolates a given set of values: x x 0 x... x n y y 0 y... y n where the x i are all distinct.
More informationAN ELEMENTARY PROOF OF THE OPTIMAL RECOVERY OF THE THIN PLATE SPLINE RADIAL BASIS FUNCTION
J. KSIAM Vol.19, No.4, 409 416, 2015 http://dx.doi.org/10.12941/jksiam.2015.19.409 AN ELEMENTARY PROOF OF THE OPTIMAL RECOVERY OF THE THIN PLATE SPLINE RADIAL BASIS FUNCTION MORAN KIM 1 AND CHOHONG MIN
More informationRemarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable?
Remarks on the analysis of finite element methods on a Shishkin mesh: are Scott-Zhang interpolants applicable? Thomas Apel, Hans-G. Roos 22.7.2008 Abstract In the first part of the paper we discuss minimal
More informationCOVARIANCE IDENTITIES AND MIXING OF RANDOM TRANSFORMATIONS ON THE WIENER SPACE
Communications on Stochastic Analysis Vol. 4, No. 3 (21) 299-39 Serials Publications www.serialspublications.com COVARIANCE IDENTITIES AND MIXING OF RANDOM TRANSFORMATIONS ON THE WIENER SPACE NICOLAS PRIVAULT
More informationComputational Methods in Optimal Control Lecture 8. hp-collocation
Computational Methods in Optimal Control Lecture 8. hp-collocation William W. Hager July 26, 2018 10,000 Yen Prize Problem (google this) Let p be a polynomial of degree at most N and let 1 < τ 1 < τ 2
More informationAy190 Computational Astrophysics
CALIFORNIA INSTITUTE OF TECHNOLOGY Division of Physics, Mathematics, and Astronomy Ay190 Computational Astrophysics Christian D. Ott and Andrew Benson cott@tapir.caltech.edu, abenson@tapir.caltech.edu
More informationELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS
ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR PARABOLIC PROBLEMS CHARALAMBOS MAKRIDAKIS AND RICARDO H. NOCHETTO Abstract. It is known that the energy technique for a posteriori error analysis
More information