Explicit error bounds of the SE and DE formulas for integrals with logarithmic and algebraic singularity

Autor: Okayama, Tomoaki, Arakawa, Kosei, Kamigaki, Ryo, Yabumoto, Eita
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: The SE and DE formulas are known as efficient quadrature formulas for integrals with endpoint singularity. Particularly, for integrals with algebraic singularity, explicit error bounds in a computable form have been provided, which are useful for computations with guaranteed accuracy. Such explicit error bounds have also been provided for integrals with logarithmic singularity. However, these error bounds have two points to be discussed. The first point is on overestimation of divergence speed of logarithmic singularity. The second point is on the case where there exist both logarithmic and algebraic singularity. To address these issues, this study provides new error bounds for integrals with logarithmic and algebraic singularity. Although existing and new error bounds described above handle integrals over the finite interval, the SE and DE formulas can be applied to integrals over the semi-infinite interval. On the basis of the new results, this study provides new error bounds for integrals over the semi-infinite interval with logarithmic and algebraic singularity at the origin.
Comment: Keyword: SE transformation, DE transformation, trapezoidal formula, error bound
Databáze: arXiv