End-Point Corrected Trapezoidal Quadrature Rules for Singular Functions.
Abstract
A group of quadrature formulae for end-point singular functions is presented generalizing classical end-point corrected trapezoidal quadrature rules. The actual values of the end-point corrections are obtained for each singularity as a solution of a system of linear algebraic equations. The algorithm is applicable to a wide class of monotonic singularities and does not require that an analytical expression for the singularity be known; only the knowledge of its first several moments and the ability to evaluate it on the interval of integration are needed. Keywords: convergence; numerical analysis; numerical integration. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1985
- Accession Number
- ADA163242
Entities
People
- Vladimir Rokhlin
Organizations
- Yale University