Asymptotic behaviour of fixed-order error constants of modified quadratureformulae for Cauchy principal value integrals

Citation
K. Diethelm et P. Kohler, Asymptotic behaviour of fixed-order error constants of modified quadratureformulae for Cauchy principal value integrals, J INEQUAL A, 5(2), 2000, pp. 167-190
Citations number
24
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF INEQUALITIES AND APPLICATIONS
ISSN journal
10255834 → ACNP
Volume
5
Issue
2
Year of publication
2000
Pages
167 - 190
Database
ISI
SICI code
1025-5834(2000)5:2<167:ABOFEC>2.0.ZU;2-U
Abstract
We consider quadrature formulae for Cauchy principal value integrals I-w,I-xi[f] = integral(a)(b) f(x)/x-xi w(x) dx, a < xi < b. The quadrature formulae considered here are so-called modified formulae, wh ich are obtained by first subtracting the singularity, and then applying so me standard quadrature formula Q(n). The aim of this paper is to determine the asymptotic behaviour of the constants kappa(i,n) in error estimates of the form \R-n(mod) [f; xi]\ < kappa(i,n) (xi) \\f((i)) \\(infinity) for fix ed i and n --> infinity, where R-n(mod) [f; xi] is the quadrature error. Th is is done for quadrature formulae Q(n) for which the Peano kernels K-i,K-n of fixed order i behave in a certain regular way, including, e.g., many in terpolatory quadrature formulae as Gauss-Legendre and Clenshaw-Curtis formu lae, as well as compound quadrature formulae. It turns out that essentially all the interpolatory formulae behave in a very similar way.