Numerical indefinite integration of functions with singularities

Authors
Citation
Ap. Jang et S. Haber, Numerical indefinite integration of functions with singularities, MATH COMPUT, 70(233), 2001, pp. 205-221
Citations number
17
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF COMPUTATION
ISSN journal
00255718 → ACNP
Volume
70
Issue
233
Year of publication
2001
Pages
205 - 221
Database
ISI
SICI code
0025-5718(200101)70:233<205:NIIOFW>2.0.ZU;2-K
Abstract
We derive an indefinite quadrature formula, based on a theorem of Ganelius, for H-P functions, for p > 1, over the interval (-1, 1). The main factor i n the error of our indefinite quadrature formula is O(e(-pi rootN/q)), with 2N nodes and 1/p + 1/q = 1 The convergence rate of our formula is better t han that of the Stenger-type formulas by a factor of root2 in the constant of the exponential. We conjecture that our formula has the best possible va lue for that constant. The results of numerical examples show that our inde finite quadrature formula is better than Haber's indefinite quadrature form ula for H-P-Functions.