Emergent Mind

Abstract

We consider the numerical computation of finite-range singular integrals $$I[f]=\intBarb_a f(x)\,dx,\quad f(x)=\frac{g(x)}{(x-t)m},\quad m=1,2,\ldots,\quad a<t<b,$$ 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 $\mathbb{R}t=\mathbb{R}\setminus{t+ kT}\infty{k=-\infty}$, $T=b-a$. Using a generalization of the Euler--Maclaurin expansion developed in [A. Sidi, {Euler--Maclaurin} expansions for integrals with arbitrary algebraic endpoint singularities. {\em 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{align} \widehat{T}{(0)}{3,n}[f]&=h\sum{n-1}{j=1}f(t+jh)-\frac{\pi2}{3}\,g'(t)\,h{-1} +\frac{1}{6}\,g'''(t)\,h, \quad h=\frac{T}{n}, \widehat{T}{(1)}{3,n}[f]&=h\sumn{j=1}f(t+jh-h/2)-\pi2\,g'(t)\,h{-1},\quad h=\frac{T}{n}, \widehat{T}{(2)}{3,n}[f]&=2h\sumn{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{align}

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