Numerical evaluation of certain strongly singular integrals

Interpolatory quadrature rules have been well studied and widely applied for numerical integration in the presence of simple singularities. However, these rules have been used less for strongly singular integrals due to the fact that divergence and instability problems increase with respect to the o...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:IMA journal of numerical analysis 2014-04, Vol.34 (2), p.651-674
1. Verfasser: Criscuolo, G.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Interpolatory quadrature rules have been well studied and widely applied for numerical integration in the presence of simple singularities. However, these rules have been used less for strongly singular integrals due to the fact that divergence and instability problems increase with respect to the order of the singularity. In the present paper we study this aspect proving convergence and stability of suitable interpolatory rules to compute certain singular and hypersingular integrals. The particular case of these integrals for oscillatory functions is also examined. Some numerical tests confirming our theoretical analysis are also presented.
ISSN:0272-4979
1464-3642
DOI:10.1093/imanum/drt017