A randomised trapezoidal quadrature rule is proposed for continuous functions which enjoys less regularity than commonly required. Indeed, we consider functions in some fractional Sobolev space. Various error bounds for this randomised rule are established while an error bound for classical trapezoidal quadrature is obtained for comparison. The randomised trapezoidal quadrature rule is shown to improve the order of convergence by half.
A high-order accurate quadrature rule for the discretization of boundary integral equations (BIEs) on closed smooth contours in the plane is introduced. This quadrature can be viewed as a hybrid of the spectral quadrature of Kress (1991) and the locally corrected trapezoidal quadrature of Kapur and Rokhlin (1997). The new technique combines the strengths of both methods, and attains high-order convergence, numerical stability, ease of implementation, and compatibility with the "fast" algorithms (such as the Fast Multipole Method or Fast Direct Solvers). Important connections between the punctu…
The sub-optimality of Gauss--Hermite quadrature and the optimality of the trapezoidal rule are proved in the weighted Sobolev spaces of square integrable functions of order $α$, where the optimality is in the sense of worst-case error. For Gauss--Hermite quadrature, we obtain matching lower and upper bounds, which turn out to be merely of the order $n^{-α/2}$ with $n$ function evaluations, although the optimal rate for the best possible linear quadrature is known to be $n^{-α}$. Our proof of the lower bound exploits the structure of the Gauss--Hermite nodes; the bound is independent of the qua…
This paper describes a trapezoidal quadrature method for the discretization of singular and hypersingular boundary integral operators (BIOs) that arise in solving boundary value problems for elliptic partial differential equations. The quadrature is based on a uniform grid in parameter space coupled with the standard punctured Trapezoidal rule. A key observation is that the error incurred by the singularity in the kernel can be expressed exactly using generalized Euler-Maclaurin formulae that involve the Riemann zeta function in 2D and the Epstein zeta functions in 3D. These expansions are exp…
In this paper, we introduce and analyze arbitrarily high-order quadrature rules for evaluating the two-dimensional singular integrals of the forms \begin{align} I_{i,j} = \int_{\mathbb{R}^2}ϕ(x)\frac{x_ix_j}{|x|^{2+α}} \d x, \quad 0< α< 2 \end{align} where $i,j\in\{1,2\}$ and $ϕ\in C_c^N$ for $N\geq 2$. 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 con…
We present new higher-order quadratures for a family of boundary integral operators re-derived using the approach introduced in [Kublik, Tanushev, and Tsai - J. Comp. Phys. 247: 279-311, 2013]. In this formulation, a boundary integral over a smooth, closed hypersurface is transformed into an equivalent volume integral defined in a sufficiently thin tubular neighborhood of the surface. The volumetric formulation makes it possible to use the simple trapezoidal rule on uniform Cartesian grids and relieves the need to use parameterization for developing quadrature. Consequently, typical point sing…
We present convergence theory for corrected quadrature rules on uniform Cartesian grids for functions with a point singularity. We begin by deriving an error estimate for the punctured trapezoidal rule, and then derive error expansions. We define the corrected trapezoidal rules, based on the punctured trapezoidal rule, where the weights for the nodes close to the singularity are judiciously corrected based on these expansions. Then we define the composite corrected trapezoidal rules for a larger family of functions using series expansions around the point singularity and applying corrected tra…
In this paper we propose and analyze a general arbitrarily high-order modified trapezoidal rule for a class of weakly singular integrals of the forms $I = \int_{\mathbb{R}^n}ϕ(x)s(x)dx$ in $n$ dimensions, where $ϕ\in C_c^N(\mathbb{R}^n)$ for some sufficiently large $N$ and $s$ is the weakly singular kernel. The admissible class of weakly singular kernel requires $s$ satisfies dilation and symmetry properties and is large enough to contain functions of the form $\frac{P(x)}{|x|^r}$ where $r > 0$ and $P(x)$ is any monomials such that $\text{deg} P < r < \text{deg} P + n$. The modified trapezoida…
The manuscript describes a quadrature rule that is designed for the high order discretization of boundary integral equations (BIEs) using the Nyström method. The technique is designed for surfaces that can naturally be parameterized using a uniform grid on a rectangle, such as deformed tori, or channels with periodic boundary conditions. When a BIE on such a geometry is discretized using the Nyström method based on the Trapezoidal quadrature rule, the resulting scheme tends to converge only slowly, due to the singularity in the kernel function. The key finding of the manuscript is that the con…
Gauss-Legendre quadrature and the trapezoidal rule are powerful tools for numerical integration of analytic functions. For nearly singular problems, however, these standard methods become unacceptably slow. We discuss and generalize some existing methods for improving on these schemes when the location of the nearby singularity is known. We conclude with an application to some nearly singular surface integrals of viscous flow.
Optimal error estimates for corrected trapezoidal rules
University of the Fraser Valley（弗雷泽河谷大学）；Department of Mathematical and Statistical Sciences, University of Alberta（阿尔伯塔大学数学与统计科学系）；University of Waterloo（滑铁卢大学）
The quadrature error associated with a regular quadrature rule for evaluation of a layer potential increases rapidly when the evaluation point approaches the surface and the integral becomes nearly singular. Error estimates are needed to determine when the accuracy is insufficient and a more costly special quadrature method should be utilized. The final result of this paper are such quadrature error estimates for the composite Gauss-Legendre rule and the global trapezoidal rule, when applied to evaluate layer potentials defined over smooth curved surfaces in R^3. The estimates have no unknown …
In this paper we propose a method for computing the Faddeeva function $w(z) := e^{-z^2}\mathrm{erfc}(-i z)$ via truncated modified trapezoidal rule approximations to integrals on the real line. Our starting point is the method due to Matta and Reichel (Math. Comp. 25 (1971), pp. 339-344) and Hunter and Regan (Math. Comp. 26 (1972), pp. 339-541). Addressing shortcomings flagged by Weideman (SIAM. J. Numer. Anal. 31 (1994), pp. 1497-1518), we construct approximations which we prove are exponentially convergent as a function of $N+1$, the number of quadrature points, obtaining error bounds which …
SinCoTrap: A High-Order Locally Corrected Trapezoidal Rule for Periodic Singular Integrals in Arbitrary Dimensions
School of Mathematical Sciences, Fudan University（复旦大学数学科学学院）；Shanghai Key Laboratory for Contemporary Applied Mathematics, Fudan University and Key Laboratory of Computational Physical Sciences, Ministry of Education（复旦大学现代应用数学上海市重点实验室和教育部计算物理重点实验室）
研究任意维度下周期奇异积分，提出SinCoTrap方法，通过保留均匀张量网格并修改奇点附近权重模板，利用解析延拓导出公式，使该方法在应用中高效且对高阶精度鲁棒，误差率达\(O(h^{2p + 2 + d - s})\)。
We consider the numerical computation of finite-range singular integrals $$I[f]=\intBar^b_a f(x)\,dx,\quad f(x)=\frac{g(x)}{(x-t)^m},\quad m=1,2,\ldots,\quad a<t<b,$$ that are defined in the sense of Hadamard Finite Part, assuming that $g\in C^\infty[a,b]$ and $f(x)\in C^\infty(\mathbb{R}_t)$ is $T$-periodic with $\mathbb{R}_t=\mathbb{R}\setminus\{t+ kT\}^\infty_{k=-\infty}$, $T=b-a$. Using a generalization of the Euler--Maclaurin expansion developed in [A. Sidi, {Euler--Maclaurin} expansions for integrals with arbitrary algebraic endpoint singularities. {\em Math. Comp.}, 81:2159--2173, 2012]…
The present work is devoted to extension of the trapezoidal rule in the space $W_2^{(2,1)}$. The optimal quadrature formula is obtained by minimizing the error of the formula by coefficients at values of the first derivative of a integrand. Using the discrete analog of the operator $\frac{d^2}{dx^{2}}-1$ the explicit formulas for the coefficients of the optimal quadrature formula are obtained. Furthermore, it is proved that the obtained quadrature formula is exact for any function of the set $\mathbf{F}=\mathrm{span}\{1,x,e^{x},e^{-x}\}$. Finally, in the space $W_2^{(2,1)}$ the square of the n…
A framework is presented to compute approximations of an integral $I(f)=\displaystyle \int_a^b f(x) dx$ from a pair of companion rules and its associate rule. We show that an associate rule is a weighted mean of two companion rules. In particular, the trapezoidal (T) and Simpson (S) rules are weighted means of the companion pairs (L,R) and (T,M) respectively, with L the left rectangle, R the right rectangle and M the midpoint rules. As L,R,T and M reproduce exactly the number $π=\displaystyle \int_0^π2\, \sin^2(x) dx$, we named them the four "{beautiful}" \ rules. For this example the geometri…
Numerical simulations with rigid particles, drops or vesicles constitute some examples that involve 3D objects with spherical topology. When the numerical method is based on boundary integral equations, the error in using a regular quadrature rule to approximate the layer potentials that appear in the formulation will increase rapidly as the evaluation point approaches the surface and the integrand becomes sharply peaked. To determine when the accuracy becomes insufficient, and a more costly special quadrature method should be used, error estimates are needed. In this paper we present quadratu…
In this work, we study a global quadrature scheme for analytic functions on compact intervals based on function values on quasi-uniform grids of quadrature nodes. In practice it is not always possible to sample functions at optimal nodes that give well-conditioned and quickly converging interpolatory quadrature rules at the same time. Therefore, we go beyond classical interpolatory quadrature by lowering the degree of the polynomial approximant and by applying auxiliary mapping functions that map the original quadrature nodes to more suitable fake nodes. More precisely, we investigate the comb…
