Asymptotic error expansions and splitting extrapolation algorithm for two classes of two-dimensional Cauchy principal-value integrals

Yanying Ma and Jin Huang

Applied Mathematics and Computation, 2019, vol. 357, issue C, 107-118

Abstract: This paper proposes numerical quadrature rules for two-dimensional Cauchy principal-value integrals of the forms ∫∫Ωf(x,y)(x−s)2+(y−t)2dydx and ∫∫Ωf(x,y)(x−s)(y−t)dydx. The derivation of these quadrature rules is based on the Euler–Maclaurin error expansion of a modified trapezoidal rule for one-dimensional Cauchy singular integrals. The corresponding error estimations are investigated, and the convergence rates O(hm2μ+hn2μ) are obtained for the proposed quadrature rules, where hm and hn are partition sizes in x and y directions, μ is a positive integer determined by integrand. To further improve accuracy, a splitting extrapolation algorithm is developed based on the asymptotic error expansions. Several numerical tests are performed to verify the effectiveness of the proposed methods.

Keywords: Two-dimensional Cauchy principal-value integral; Asymptotic error expansion; Quadrature rule; Splitting extrapolation algorithm (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:357:y:2019:i:c:p:107-118

DOI: 10.1016/j.amc.2019.03.056

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