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arXiv 2209.03049math.NAcs.NA
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具有接近奇点的改进精度的数值积分规则

Numerical integration rules with improved accuracy close to singularities

Sergio Amat, Zhilin Li, Juan Ruiz-Alvarez, Concepcion Solano, Juan C. Trillo

摘要:

有时需要仅使用离散数据来获得数值积分。在某些情况下,数据包含位置已知但与离散点不一致的奇点,并且函数及其导数中的跳跃在这些位置处可用。本文的动机是使用以前的信息,以获得数值求积公式,允许近似积分的离散数据在一定的时间间隔准确。这项工作是致力于建设和分析的一个新的非线性技术,允许获得准确的数值积分的任何顺序使用的数据,包含奇点,当被积函数只知道在网格点。该技术的新颖之处在于包含的校正项与一个封闭的表达式,取决于跳跃的函数及其衍生物的奇点,这应该是已知的大小。这些项的添加允许恢复经典数值积分公式的精度,甚至接近奇点,因为这些校正项考虑了经典积分公式在平滑区处的精度所带来的误差。因此,校正项可以在积分期间或作为后处理添加,如果积分的主要计算已经使用经典公式完成,则这是有用的。数值实验证实了本文的理论结论。

英文摘要:

Sometimes it is necessary to obtain a numerical integration using only discretised data. In some cases, the data contains singularities which position is known but does not coincide with a discretisation point, and the jumps in the function and its derivatives are available at these positions. The motivation of this paper is to use the previous information to obtain numerical quadrature formulas that allow approximating the integral of the discrete data over certain intervals accurately. This work is devoted to the construction and analysis of a new nonlinear technique that allows to obtain accurate numerical integrations of any order using data that contains singularities, and when the integrand is only known at grid points. The novelty of the technique consists in the inclusion of correction terms with a closed expression that depends on the size of the jumps of the function and its derivatives at the singularities, that are supposed to be known. The addition of these terms allows recovering the accuracy of classical numerical integration formulas even close to the singularities, as these correction terms account for the error that the classical integration formulas commit up to their accuracy at smooth zones. Thus, the correction terms can be added during the integration or as post-processing, which is useful if the main calculation of the integral has been already done using classical formulas. The numerical experiments performed allow us to confirm the theoretical conclusions reached in this paper.

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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