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arXiv 1401.0638math.NAcs.NA
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Clenshaw-Curtis求积法的收敛速度与加速研究:具有端点奇性的函数

Convergence rate and acceleration of Clenshaw-Curtis quadrature for functions with endpoint singularities

Huazhong University of Science and Technology(华中科技大学)

Haiyong Wang

AI总结:

本文研究了Clenshaw-Curtis求积法在具有端点奇性的函数上的收敛速度及加速方法,证明了其收敛率为O(n^{-s-2}),并给出了误差展开式以实现收敛加速。

摘要:

本文研究了Clenshaw-Curtis求积法在具有端点奇性的函数上的收敛速度及加速方法。对于X^s空间中的函数(X^s表示Chebyshev系数按k^{-s-1}衰减的函数空间),我们证明了(n+1)点Clenshaw-Curtis求积法的收敛率为O(n^{-s-2})。此外,本文还给出了Clenshaw-Curtis求积法的渐近误差展开式,使得可以通过某些外推技术加速其收敛。提供了数值例子以验证分析结果。

英文摘要:

In this paper, we investigate the rate of convergence of Clenshaw-Curtis quadrature and its acceleration for functions with endpoint singularities in X^s, where X^s denotes the space of functions whose Chebyshev coefficients decay asymptotically as a_k = O(k^{-s-1}) for some positive s. For such unctions, we show that the convergence rate of (n + 1)-point Clenshaw-Curtis quadrature is O(n^{-s-2}). Furthermore, an asymptotic error expansion for Clenshaw-Curtis quadrature is presented which enables us to employ some extrapolation techniques to accelerate its convergence. Numerical examples are provided to confirm our analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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