Locally Corrected Multidimensional Quadrature Rules for Singular Functions

Locally Corrected Multidimensional Quadrature Rules for Singular Functions

Accurate numericalintegrationof singularfunctions usually requireseither adaptivity or product integration. Both interfere with fast summation techniques and thus hamper large-scale computations. This paper presents a method for computing highly accurate quadrature formulas for singular functions which combine well with fast summation methods. Given the singularity and the N nodes, we rst const...

Hierarchical quadrature for multidimensional singular integrals

We introduce a method for the evaluation of singular integrals arising in the discretisation of integral equations. The method is based on the idea of repeated subdivision of domains. The integrals defined on these subdomains are classified. Each class can be expressed as a sum of regular integrals and representatives of other classes. A system of equations describes the relations between the c...

Quadrature rules for rational functions

It is shown how recent ideas on rational Gauss-type quadrature rules can be extended to Gauss-Kronrod, Gauss-Turr an, and Cauchy principal value quadrature rules. Numerical examples illustrate the advantages in accuracy thus achievable. 0. Introduction The idea of constructing quadrature rules that are exact for rational functions with prescribed poles, rather than for polynomials, has received...

Quadrature Rules for Fuzzy Integrals

Gauss-type Quadrature Rules for Rational Functions

When integrating functions that have poles outside the interval of integration, but are regular otherwise, it is suggested that the quadrature rule in question ought to integrate exactly not only polynomials (if any), but also suitable rational functions. The latter are to be chosen so as to match the most important poles of the integrand. We describe two methods for generating such quadrature ...