The superconvergence of the Newton-Cotes rule for Cauchy principal value integrals

We consider the general (composite) Newton-Cotes method for the computation of Cauchy principal value integrals and focus on its pointwise superconvergence phenomenon, which means that the rate of convergence of the Newton-Cotes quadrature rule is higher than what is globally possible when the singular point coincides with some a priori known point. The necessary and sufficient conditions satisfied by the superconvergence point are given. Moreover, the superconvergence estimate is obtained and the properties of the superconvergence points are investigated. Finally, some numerical examples are provided to validate the theoretical results.     

The Superconvergence of the Composite Trapezoidal Rule for Hadamard Finite Part Integrals

The composite trapezoidal rule has been well studied and widely applied for numerical integrations and numerical solution of integral equations with smooth or weakly singular kernels. However, this quadrature rule has been less employed for Hadamard finite part integrals due to the fact that its global convergence rate for Hadamard finite part integrals with (p+1)-order singularity is p-order lower than that for the Riemann integrals in general. In this paper, we study the superconvergence of the composite trapezoidal rule for Hadamard finite part integrals with the second-order and the third-order singularity, respectively. We obtain superconvergence estimates at some special points and prove the uniqueness of the superconvergence points. Numerical experiments confirm our theoretical analysis and show that the composite trapezoidal rule is efficient for Hadamard finite part integrals by noting the superconvergence phenomenon. The work of this author was partially supported by the National Natural Science Foundation of China(No.10271019), a grant from the Research Grants Council of the Hong Kong Special Administractive Region, China (Project No. City 102204) and a grant from the Laboratory of Computational Physics The work of this author was supported in part by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CityU 102204).     

Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space

We approximate weighted integrals over Euclidean space by using shifted rank-1 lattice rules with good bounds on the “generalised weighted star discrepancy”. This version of the discrepancy corresponds to the classic L_∞ weighted star discrepancy via a mapping to the unit cube. The weights here are general weights rather than the product weights considered in earlier works on integrals over R^d. Known methods based on an averaging argument are used to show the existence of these lattice rules, while the component-by-component technique is used to construct the generating vector of these shifted lattice rules. We prove that the bound on the weighted star discrepancy considered here is of order O(n^−1+δ) for any δ>0 and with the constant involved independent of the dimension. This convergence rate is better than the O(n^−1/2) achieved so far for both Monte Carlo and quasi-Monte Carlo methods.     

Computation of poisson type integrals

We consider problems of computing the Poisson integral when the point at which the integral is evaluated approaches the ball surface. Techniques are proposed enabling one to improve the computation efficiency.     

Efficient quadrature for highly oscillatory integrals involving critical points

This paper based on the Levin collocation method and Levin-type method together with composite two-point Gauss–Legendre quadrature presents efficient quadrature for integral transformations of highly oscillatory functions with critical points. The effectiveness and accuracy of the quadrature are tested.     

Fully symmetric integration rules for the 4-cube

In this paper we discuss fully symmetric integration rules of degree 7 and 9 for the 4-cube. In particular we are interested in good rules. (i.e. rules with all the evaluation points inside the cube and all the weights positive).This work was supported by the Norwegian Research Council for Sciences and Humanities.     

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

The superconvergence phenomenon of the composite Simpson’s rule for the finite-part integral with a third-order singularity is studied. The superconvergence points are located and the superconvergence estimate is obtained. Some applications of the superconvergence result, including the evaluation of the finite-part integrals and the solution of a certain finite-part integral equation, are also discussed and two algorithms are suggested. Numerical experiments are presented to confirm the superconvergence analysis and to show the efficiency of the algorithms.     

On the uniform convergence of Gaussian quadrature rules for Cauchy principal value integrals

Summary In a previous paper the authors proposed a modified Gaussian rule _* ^m (wf;t)to compute the integral (wf;t) in the Cauchy principal value sense associated with the weightw, and they proved the convergence in closed sets contained in the integration interval. The main purpose of the present work is to prove uniform convergence of the sequence { _* ^m (wf;t)} on the whole integration interval and to give estimates for the remainder term. The same results are shown for particular subsequences of the Gaussian rules _m (wf;t) for the evaluation of Cauchy principal value integrals. A result on the uniform convergence of the product rules is also discussed and an application to the numerical solution of singular integral equations is made.     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

Numerical evaluation for Cauchy type singular integrals on the interval

The singular integral (SI) with the Cauchy kernel is considered. New quadrature formulas (QFs) based on the modification of discrete vortex method to approximate SI are constructed. Convergence of QFs and error bounds are shown in the classes of functions H^α([−1,1]) and C¹([−1,1]). Numerical examples are shown to validate the QFs constructed.     

Gauss-Radau and Gauss-Lobatto interval quadrature rules for Jacobi weight function

In this paper we prove the existence and uniqueness of the Gauss-Lobatto and Gauss-Radau interval quadrature formulae for the Jacobi weight function. An algorithm for numerical construction is also investigated and some suitable solutions are proposed. For the special case of the Chebyshev weight of the first kind and a special set of lengths we give an analytic solution. The authors were supported in parts by the Swiss National Science Foundation (SCOPES Joint Research Project No. IB7320–111079 ``New Methods for Quadrature') and the Serbian Ministry of Science and Environmental Protection. Serbian Ministry of Science and Environmental Protection.     

Variance bounds and existence results for randomly shifted lattice rules

We study the convergence of the variance for randomly shifted lattice rules for numerical multiple integration over the unit hypercube in an arbitrary number of dimensions. We consider integrands that are square integrable but whose Fourier series are not necessarily absolutely convergent. For such integrands, a bound on the variance is expressed through a certain type of weighted discrepancy. We prove existence and construction results for randomly shifted lattice rules such that the variance bounds are almost O(n^−α)$O\left(n^{-\alpha }\right)$, where n$n$ is the number of function evaluations and α>1$\alpha >1$ depends on our assumptions on the convergence speed of the Fourier coefficients. These results hold for general weights, arbitrary n$n$, and any dimension. With additional conditions on the weights, we obtain a convergence that holds uniformly in the dimension, and this provides sufficient conditions for strong tractability of the integration problem. We also show that lattice rules that satisfy these bounds are not difficult to construct explicitly and we provide numerical illustrations of the behaviour of construction algorithms.     

A discussion of a new error estimate for adaptive quadrature

Previously D. P. Laurie has introduced a new and sharper error estimate for adaptive quadrature routines with the attractive property that the error is guaranteed to be in a small interval if some constraints are satisfied. In this paper we discuss how to test whether or not the constraints are satisfied, and we report a selection of results from our tests with one dimensional integrals to see how the error estimate works in practice. It turns out that we get a more economic routine using this error estimate, but the loss in reliability, even with the new tests, can be catastrophic.This work was supported by the Norwegian Research Council for Sciences and Huminaties.     

A modified Gaussian quadrature rule for integrals involving poles of any order

By applying the theory of completely symmetric functions we derive a Gaussian quadrature rule which generalizes that due to McNamee. A feature of this generalization is the inclusion of an explicit correction term taking account of the presence of poles (of any order) of the integrand close to the integration-interval. A numerical example is provided to illustrate the formulae.     

An algorithm for numerical integration based on quasi-interpolating splines

In this paper product quadratures based on quasi-interpolating splines are proposed for the numerical evaluation of integrals with anL ₁-kernel and of Cauchy Principal Value integrals.Work sponsored by Ministero dell'Università e Ricerca Scientifica of Italy.     

An error expansion for cubature with an integrand with homogeneous boundary singularities

Summary A common strategy in the numerical integration over ann-dimensional hypercube or simplex, is to consider a regular subdivision of the integration domain intom ⁿ subdomains and to approximate the integral over each subdomain by means of a cubature formula. An asymptotic error expansion whenm is derived in case of an integrand with homogeneous boundary singularities. The error expansion also copes with the use of different cubature formulas for the boundary subdomains and for the interior subdomains.     

On rates of acceleration of extrapolation methods for oscillatory infinite integrals

The purpose of this work is to complement and expand our knowledge of the convergence theory of some extrapolation methods for the accurate computation of oscillatory infinite integrals. Specifically, we analyze in detail the convergence properties of theW- and -transformations of the author as they are applied to three integrals, all with totally different behavior at infinity. The results of the analysis suggest different convergence and acceleration of convergence behavior for the above mentioned transformations on the different integrals, and they improve considerably those that can be obtained from the existing convergence theories.     

The evaluation of Cauchy principal value integrals involving unknown poles

A method is described for the evaluation of a Cauchy principal value integral of the formf ₀ ^p f(t)dt, wheref is analytic in the interval [0,p] except at a simple pole at an unknown point in (0,p), with an unknown residue. The method is based on the trapezoidal rule.