The superconvergence of the composite trapezoidal rule for hadamard finite part integrals

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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Original languageEnglish
Pages (from-to)343-363
Journal / PublicationNumerische Mathematik
Volume102
Issue number2
Publication statusPublished - Dec 2005

Abstract

The composite trapezoidal rule has been well studied and widely applied for numerical integrations and numerical solution of integral equations with smooth or weakly singular kernels. However, this quadrature rule has been less employed for Hadamard finite part integrals due to the fact that its global convergence rate for Hadamard finite part integrals with (p+1)-order singularity is p-order lower than that for the Riemann integrals in general. In this paper, we study the superconvergence of the composite trapezoidal rule for Hadamard finite part integrals with the second-order and the third-order singularity, respectively. We obtain superconvergence estimates at some special points and prove the uniqueness of the superconvergence points. Numerical experiments confirm our theoretical analysis and show that the composite trapezoidal rule is efficient for Hadamard finite part integrals by noting the superconvergence phenomenon.