Richardson Extrapolation on Some Recent Numerical Quadrature Formulas for Singular and Hypersingular Integrals and Its Study of Stability

被引:12
作者
Sidi, Avram [1 ]
机构
[1] Technion Israel Inst Technol, Dept Comp Sci, IL-32000 Haifa, Israel
关键词
Cauchy principal value; Hadamard finite part; Singular integral; Hypersingular integral; Numerical quadrature; Trapezoidal rule; Euler-Maclaurin expansion; Richardson extrapolation; EULER-MACLAURIN EXPANSIONS; END-POINT SINGULARITIES; EQUATION; SCATTERING; CRACK;
D O I
10.1007/s10915-013-9788-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Recently, we derived some new numerical quadrature formulas of trapezoidal rule type for the integrals and I(1)[g] = integral(b)(a) g(x)/x-t dx and I((2)[)g] = integral(b)(a) g(x)/(x-t)(2) dx. These integrals are not defined in the regular sense; I-(1) [g] is defined in the sense of Cauchy Principal Value while I-(2) [g] is defined in the sense of Hadamard Finite Part. With h = (b - a)/n, n = 1,2, ... , and t - a+kh for some k epsilon {1, ... , n-1}, t being fixed, the numerical quadrature formulas for and for are We provided a complete analysis of the errors in these formulas under the assumption that . We actually show that the constants being independent of . In this work, we apply the Richardson extrapolation to to obtain approximations of very high accuracy to . We also give a thorough analysis of convergence and numerical stability (in finite-precision arithmetic) for them. In our study of stability, we show that errors committed when computing the function , which form the main source of errors in the rest of the computation, propagate in a relatively mild fashion into the extrapolation table, and we quantify their rate of propagation. We confirm our conclusions via numerical examples.
引用
收藏
页码:141 / 159
页数:19
相关论文
共 19 条
[1]  
[Anonymous], 2010, Handbook of Mathematical Functions
[2]  
[Anonymous], J SCI COMPUT
[3]  
[Anonymous], 1984, Methods of Numerical Integration
[4]  
Atkinson KE., 1989, INTRO NUMERICAL ANAL
[5]   Integral equations with hypersingular kernels - theory and applications to fracture mechanics [J].
Chan, YS ;
Fannjiang, AC ;
Paulino, GH .
INTERNATIONAL JOURNAL OF ENGINEERING SCIENCE, 2003, 41 (07) :683-720
[6]   Analytical study and numerical experiments for degenerate scale problems in the boundary element method for two-dimensional elasticity [J].
Chen, JT ;
Kuo, SR ;
Lin, JH .
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2002, 54 (12) :1669-1681
[7]   Hypersingular integral equation method for three-dimensional crack problem in shear mode [J].
Chen, YZ .
COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING, 2004, 20 (06) :441-454
[8]  
Evans G., 1993, PRACTICAL NUMERICAL
[9]   ON THE NUMERICAL-SOLUTION OF A HYPERSINGULAR INTEGRAL-EQUATION IN SCATTERING-THEORY [J].
KRESS, R .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1995, 61 (03) :345-360
[10]   Integral equation methods for scattering from an impedance crack [J].
Kress, R ;
Lee, KM .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2003, 161 (01) :161-177