Let M(f) denote the Midpoint Rule and T(f) the Trapezoidal Rule for estimating integral_a^b f(x) dx. Then Simpson's Rule = tM(f) + (1-t)T(f), where t = 2/3. We generalize Simpson's Rule to multiple integrals as follows.
Let D be some polygonal region in R^n, let P_0,...,P_m denote the vertices of D, and let P_(m+1) = center of mass of D.
Define the linear functionals M(f) = Vol(D)f(P_(m+1)), which generalizes the Midpoint Rule, and T(f) = Vol(D)(1/(m+1))sum(f(P_j), j = 0,...,m), which generalizes the Trapezoidal Rule. Finally, our generalization of Simpson's Rule is given by the cubature rule(CR) L_t = tM(f) + (1-t)T(f), for t in [0,1]. We choose t, depending on D, so that L_t is exact for polynomials of as large a degree as possible. In particular we derive CRs for the n simplex and unit n cube.
This paper provides a product integration rule for highly oscillating integrands, based on equally spaced nodes. The stability and the error estimate are proven in the space of continuous functions, and some numerical tests which confirm such estimates are provided.
In this article, quadrature rules for the efficient computation of the stiffness matrix for the fractional Laplacian in three dimensions are presented. These rules are based on the Duffy transformation, which is a common tool for singularity removal. Here, this transformation is adapted to the needs of the fractional Laplacian in three dimensions. The integrals resulting from this Duffy transformation are regular integrals over less-dimensional domains. We present bounds on the number of Gauss points to guarantee error estimates which are of the same order of magnitude as the finite element er…
In this work we develop the Gaussian quadrature rule for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. Besides the computation based on the use of the standard and the modified Chebyshev algorithm, here we present a very stable algorithm based on the preconditioning of the moment matrix. Numerical experiments are provided and a geophysical application is considered.
Filon-Clenshaw-Curtis rules are among rapid and accurate quadrature rules for computing highly oscillatory integrals. In the implementation of the Filon-Clenshaw-Curtis rules in the case when the oscillator function is not linear, its inverse should be evaluated at some points. In this paper, we solve this problem by introducing an approach based on the interpolation, which leads to a class of modifications of the original Filon-Clenshaw-Curtis rules. In the absence of stationary points, two kinds of modified Filon-Clenshaw-Curtis rules are introduced. For each kind, an error estimate is given…
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…
In this paper we present a new class of cubature rules with the aim of accurately integrating weakly singular double integrals. In particular we focus on those integrals coming from the discretization of Boundary Integral Equations for 3D Laplace boundary value problems, using a collocation method within the Isogeometric Analysis paradigm. In such setting the regular part of the integrand can be defined as the product of a tensor product B-spline and a general function. The rules are derived by using first the spline quasi-interpolation approach to approximate such function and then the extens…
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…
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…
For the numerical solution of the Lippmann-Schwinger equation, while the pre-corrected trapezoidal rule converges with high-order for smooth compactly supported densities, it exhibits only the linear convergence in the case of discontinuity in material properties across the interface. In this short article, we propose a Nyström solver based on "Fourier smoothed pre-corrected trapezoidal rule" that converges with second order for such scattering problems while maintaining the computational complexity of $O(N \log N)$. Moreover, the method is not only very simple to implement, it is also applica…
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\(O(h^{2p + 2 + d - s})\)。
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…
In this paper, we characterize the logarithmic singularities arising in the method of moments from the Green's function in integrals over the test domain, and we use two approaches for designing geometrically symmetric quadrature rules to integrate these singular integrands. These rules exhibit better convergence properties than quadrature rules for polynomials and, in general, lead to better accuracy with a lower number of quadrature points. We demonstrate their effectiveness for several examples encountered in both the scalar and vector potentials of the electric-field integral equation (sin…
In this paper, we solve the linearized Poisson-Boltzmann equation, used to model the electric potential of macromolecules in a solvent. We derive a corrected trapezoidal rule with improved accuracy for a boundary integral formulation of the linearized Poisson-Boltzmann equation. More specifically, in contrast to the typical boundary integral formulations, the corrected trapezoidal rule is applied to integrate a system of compacted supported singular integrals using uniform Cartesian grids in $\mathbb{R}^3$, without explicit surface parameterization. A Krylov method, accelerated by a fast multi…
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…
