The practical Gauss type rules for Hadamard finite-part integrals using Puiseux expansions

A general framework is constructed for efficiently and stably evaluating the Hadamard finite-part integrals by composite quadrature rules. Firstly, the integrands are assumed to have the Puiseux expansions at the endpoints with arbitrary algebraic and logarithmic singularities. Secondly, the Euler-Maclaurin expansion of a general composite quadrature rule is obtained directly by using the asymptotic expansions of the partial sums of the Hurwitz zeta function and the generalized Stieltjes constant, which shows that the standard numerical integration formula is not convergent for computing the Hadamard finite-part integrals. Thirdly, the standard quadrature formula is recast in two steps. In step one, the singular part of the integrand is integrated analytically and in step two, the regular integral of the remaining part is evaluated using the standard composite quadrature rule. In this stage, a threshold is introduced such that the function evaluations in the vicinity of the singularity are intentionally excluded, where the threshold is determined by analyzing the roundoff errors caused by the singular nature of the integrand. Fourthly, two practical algorithms are designed for evaluating the Hadamard finite-part integrals by applying the Gauss-Legendre and Gauss-Kronrod rules to the proposed framework. Practical error indicator and implementation involved in the Gauss-Legendre rule are addressed. Finally, some typical examples are provided to show that the algorithms can be used to effectively evaluate the Hadamard finite-part integrals over finite or infinite intervals.     

On the number of flats spanned by a set of points in PG(d, q)

It is shown that for fixed 1 r s < d and > 0, if X PG(d, q) contains (1 + )q^s points, then the number of r-flats spanned by X is at least c()q^{(r+1)(s+1−r)}, i.e. a positive fraction of the number of r-flats in PG(s + 1,q).     

On some integrals arising in mathematical physics

This paper presents in the first section the exact evaluation of three single integrals relating to the dielectric behavior of two-dimensional electron plasmas. In the second section we present a procedure for reducing 3d-dimensional integrals of the form: ∫∫∫dqdpdkD(q)(p+k+q)ƒ(p)[1−ƒ(p+q)]ƒ(k)[1−ƒ(k+q)], where the vectors lie in d-dimensional space and ƒ denotes the Fermi function, to tractable form. The second-order exchange integral for a d-dimensional electron gas is taken as an example and is evaluated in closed form as a function of d.     

The Dempster–Shafer calculus for statisticians

The Dempster–Shafer (DS) theory of probabilistic reasoning is presented in terms of a semantics whereby every meaningful formal assertion is associated with a triple (p, q, r) where p is the probability “for” the assertion, q is the probability “against” the assertion, and r is the probability of “don’t know”. Arguments are presented for the necessity of “don’t know”. Elements of the calculus are sketched, including the extension of a DS model from a margin to a full state space, and DS combination of independent DS uncertainty assessments on the full space. The methodology is applied to inference and prediction from Poisson counts, including an introduction to the use of join-tree model structure to simplify and shorten computation. The relation of DS theory to statistical significance testing is elaborated, introducing along the way the new concept of “dull” null hypothesis.     

Gauss quadrature routines for two classes of logarithmic weight functions

By means of the Matlab symbolic/variable-precision facilities, routines are developed that generate an arbitrary number of recurrence coefficients to any given precision for polynomials orthogonal with respect to weight functions of Laguerre and Jacobi type containing logarithmic factors. The vehicle used is a symbolic modified Chebyshev algorithm based on ordinary as well as modified moments, executed with sufficiently high precision. The results are applied to Gaussian quadrature of integrals involving weight functions of the type mentioned.     

Bounds on the error of fejer and clenshaw-curtis type quadrature for analytic functions

We consider the problem of integrating a function f : [-1,1] → R which has an analytic extension to an open disk D^r of radius r and center the origin, such that for any . The goal of this paper is to study the minimal error among all algorithms which evaluate the integrand at the zeros of the n-degree Chebyshev polynomials of first or second kind (Fejer type quadrature formulas) or at the zeros of (n-2)-degree Chebyshev polynomials jointed with the endpoints -1,1 (Clenshaw-Curtis type quadrature formulas), and to compare this error to the minimal error among all algorithms which evaluate the integrands at n points. In the case r > 1, it is easy to prove that Fejer and Clenshaw-Curtis type quadrature are almost optimal. In the case r = 1, we show that Fejer type formulas are not optimal since the error of any algorithm of this type is at least about n^-2. These results hold for both the worst-case and the asymptotic settings.     

On an algorithm for calculating diffraction integrals

An algorithm for calculating integrals of rapidly oscillating functions given on a smooth two-dimensional surface is proposed. The surface is approximated by a collection of flat triangles with the values of the integrand known at their vertices. These values are used as reference ones to extend the function to other points of a triangle. The integral of the extended function over the surface of a triangle is calculated exactly. The desired value of the full diffraction integral is determined as the sum of the integrals calculated over the surfaces of all triangles. The resulting formulas for integral calculation involve singularities (indeterminate forms). Much attention is given to representations of these formulas in such a way that the indeterminate forms are automatically evaluated. Numerical results are presented.     

Oscillators in resonance p:q:r

A canonical transformation is proposed to handle Hamiltonian systems made of the addition or subtraction of three harmonic oscillators in p:q:r resonance. This transformation is an extension of the classical Lissajous transformation for the 1:1 resonance. Our extended Lissajous variables consist of three pairs of action-angle variables, which makes possible the application of perturbation theories without encountering small divisors. A set of functions, related with the Lissajous variables, are found, and are used to describe the phase flow of reduced space after normalization.     

Indefinite integrals involving complete elliptic integrals of the third kind

A method developed recently for obtaining indefinite integrals of functions obeying inhomogeneous second-order linear differential equations has been applied to obtain integrals with respect to the modulus of the complete elliptic integral of the third kind. A formula is derived which gives an integral involving the complete integral of the third kind for every known integral for the complete elliptic integral of the second kind. The formula requires only differentiation and can therefore be applied for any such integral, and it is applied here to almost all such integrals given in the literature. Some additional integrals are derived using the recurrence relations for the complete elliptic integrals. This gives a total of 27 integrals for the complete integral of the third kind, including the single integral given in the literature. Some typographical errors in a previous related paper are corrected.     

Approximation order of bivariate spline interpolation for arbitrary smoothness

By using the algorithm of Nürnberger and Riessinger (1995), we construct Hermite interpolation sets for spaces of bivariate splines S_q^r(Δ¹) of arbitrary smoothness defined on the uniform type triangulations. It is shown that our Hermite interpolation method yields optimal approximation order for q 3.5r + 1. In order to prove this, we use the concept of weak interpolation and arguments of Birkhoff interpolation.     

对数三角函数的定积分

定义了三种积分表示的两元函数.这些两元函数有伽马函数表示,可以展开为幂级数.在积分符号内展开被积函数,先积分,再求和,也得到级数展开.对比展开系数,就得到一些对数三角函数定积分的值.选取合适的围道,得到其他两类对数三角函数定积分的值.     

On oscillation of second order neutral type delay differential equations

Oscillation criteria are obtained by using the so called H-method for the second order neutral type delay differential equations of the form

(r(t)ψ(x(t))z^′(t))^′+q(t)f(x(σ(t)))=0, tt₀,

where z(t)=x(t)+p(t)x(τ(t)), r, p, q, τ, σ, C([t₀,∞),R) and f,ψC(R,R).

The results of the paper contains several results obtained previously as special cases. Furthermore, we are also able to fix an error in a recent paper related to the oscillation of second order nonneutral delay differential equations.     

几个含有根式的不定积分例题的另解

实例说明用第一类换元积分法或分部积分法求解几个典型不定积分,其被积函数含有根式a2-x2或x2±a2.     

Nyström discretization of parabolic boundary integral equations

A Nyström method for the discretization of thermal layer potentials is proposed and analyzed. The method is based on considering the potentials as generalized Abel integral operators in time, where the kernel is a time dependent surface integral operator. The time discretization is the trapezoidal rule with a corrected weight at the endpoint to compensate for singularities of the integrand. The spatial discretization is a standard quadrature rule for surface integrals of smooth functions. We will discuss stability and convergence results of this discretization scheme for second-kind boundary integral equations of the heat equation. The method is explicit, does not require the computation of influence coefficients, and can be combined easily with recently developed fast heat solvers.     

Computation of oscillating integrals

An adaptive quadrature method for the automatic computation of integrals with strongly oscillating integrand is presented. The integration method is based on a truncated Chebyshev series approximation. The algorithm uses a global subinterval division strategy. There is a protection against the influence of round-off errors. A Fortran implementation of the algorithm is given.     

Convergence acceleration of some Gaussian quadrature formulas for analytic functions

Let (S_n) be the sequence given by the Jacobi-Gauss quadrature method when the integrand is an analytic function with a lopatilluric singularity or with a branch point on the real axis, and S its limi. We give an asymptotic representation of the errors S − S_n and of S_n+s − S_n, which leads to building other sequences which give a better approximation of the exact value of the integral than S_n. All the results are illustrated by numerical examples.     

On the estimation of multi-dimensional integrals with strongly oscillating integrands

The estimation of integrals with rapidly oscillating integrands is difficult, as positive and negative contributions will cancel nearly completely. The effect becomes more pronounced as the number of dimensions of the region of integration is increased. The article shows how an integral over ann-dimensional region can be reduced to integrals over itsn?1 dimensional surfaces in such a manner that the oscillating character of the integrand is taken into account. The method can be interpreted as the repeated application of integration by parts along lines normal to the wave fronts which are determined by the integrand. The remaining integral is estimated by the second mean value theorem of integral calculus. The integrations by parts appear only indirectly in the form of an application of Gauss' integral theorem to a vector field which is determined by the integrand.     

Oscillation criteria for second-order nonlinear differential equations with integrable coefficient

In this paper, we consider the second-order nonlinear differential equation

[a(t)|y′(t)|^σ−1y′(t)|′+q(t)f(y(t))=r(t)

where σ > 0 is a constant, a C(R, (0, ∞)), q C(R, R), f C(R, R), xf(x) > 0, f′(x) ≥ 0 for x ≠ 0. Some new sufficient conditions for the oscillation of all solutions of (*) are obtained. Several examples which dwell upon the importance of our results are also included.     

Henstock-Kurzweil and McShane product integration; Descriptive definitions

The Henstock-Kurzweil and McShane product integrals generalize the notion of the Riemann product integral. We study properties of the corresponding indefinite integrals (i.e. product integrals considered as functions of the upper bound of integration). It is shown that the indefinite McShane product integral of a matrix-valued function A is absolutely continuous. As a consequence we obtain that the McShane product integral of A over [a, b] exists and is invertible if and only if A is Bochner integrable on [a, b]. Supported by grant No. 201/04/0690 of the Grant Agency of the Czech Republic.