Arbitrarily high-order trapezoidal rules for functions with fractional singularities in two dimensions

Senbao Jiang and Xiaofan Li

Applied Mathematics and Computation, 2022, vol. 429, issue C

Abstract: In this paper, we introduce and analyze arbitrarily high-order quadrature rules for evaluating the two-dimensional singular integrals of the formsIi,j=∫R2ϕ(x)xixj|x|2+αdx,0<α<2where i,j∈{1,2} and ϕ∈CcN for N≥2. This type of singular integrals and its quadrature rule appear in the numerical discretization of fractional Laplacian in non-local Fokker-Planck Equations in 2D. The quadrature rules are trapezoidal rules equipped with correction weights for points around singularity. We prove the order of convergence is 2p+4−α, where p∈N0 is associated with total number of correction weights. Although we work in 2D setting, we formulate definitions and theorems in n∈N dimensions when appropriate for the sake of generality. We present numerical experiments to validate the order of convergence of the proposed modified quadrature rules.

Keywords: High-order; Modified trapezoidal rule; Weakly singular integrals; Correction weights; Fractional Laplacian (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:429:y:2022:i:c:s0096300322003101

DOI: 10.1016/j.amc.2022.127236

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