Euler–Maclaurin expansions for integrals with arbitrary algebraic endpoint singularities

Author:

Sidi Avram

Abstract

In this paper, we provide the Euler–Maclaurin expansions for (offset) trapezoidal rule approximations of the divergent finite-range integrals a b f ( x ) d x \int ^b_af(x)\,dx , where f C ( a , b ) f\in C^{\infty }(a,b) but can have arbitrary algebraic singularities at one or both endpoints. We assume that f ( x ) f(x) has asymptotic expansions of the general forms a m p ; f ( x ) K ( x a ) 1 + s = 0 c s ( x a ) γ s as   x a + , a m p ; f ( x ) L ( b x ) 1 + s = 0 d s ( b x ) δ s as   x b , \begin{align*} &f(x)\sim K\,(x-a)^{-1}+\sum ^{\infty }_{s=0}c_s(x-a)^{\gamma _s} \quad \text {as}\ x\to a+,\\ &f(x)\sim L\,(b-x)^{-1}+\sum ^{\infty }_{s=0}d_s(b-x)^{\delta _s} \quad \text {as}\ x\to b-, \end{align*} where K , L K,L , and c s , d s c_s, d_s , s = 0 , 1 , , s=0,1,\ldots , are some constants, | K | + | L | 0 , |K|+|L|\neq 0, and γ s \gamma _s and δ s \delta _s are distinct, arbitrary and, in general, complex, and different from 1 -1 , and satisfy \[ γ 0 γ 1 ,     lim s γ s = + ; δ 0 δ 1 ,     lim s δ s = + . \Re \gamma _0\leq \Re \gamma _1\leq \cdots , \ \ \lim _{s\to \infty }\Re \gamma _s=+\infty ;\quad \Re \delta _0\leq \Re \delta _1\leq \cdots , \ \ \lim _{s\to \infty }\Re \delta _s=+\infty . \] Hence the integral a b f ( x ) d x \int ^b_af(x)\,dx exists in the sense of Hadamard finite part. The results we obtain in this work extend some of the results in [A. Sidi, Numer. Math. 98 (2004), pp. 371–387] that pertain to the cases in which K = L = 0. K=L=0. They are expressed in very simple terms based only on the asymptotic expansions of f ( x ) f(x) as x a + x\to a+ and x b x\to b- . With h = ( b a ) / n h=(b-a)/n , where n n is a positive integer, one of these results reads h i = 1 n 1 f ( a + i h ) I [ f ] a m p ; + K ( C log h ) + s = 0 γ s { 2 , 4 , } c s ζ ( γ s ) h γ s + 1 a m p ; + L ( C log h ) + s = 0 δ s { 2 , 4 , } d s ζ ( δ s ) h δ s + 1 as  h 0 , \begin{align*} h\sum ^{n-1}_{i=1}f(a+ih)\sim I[f]&+K\,(C -\log h) + \sum ^{\infty }_{\substack {s=0\\ \gamma _s\not \in \{2,4,\ldots \}}}c_s \zeta (-\gamma _s)\,h^{\gamma _s+1}\\ &+L\,(C -\log h) +\sum ^{\infty }_{\substack {s=0\\ \delta _s\not \in \{2,4,\ldots \}}}d_s\zeta (-\delta _s) h^{\delta _s+1}\quad \text {as $h\to 0$}, \end{align*} where I [ f ] I[f] is the Hadamard finite part of a b f ( x ) d x \int ^b_af(x)\,dx , C C is Euler’s constant and ζ ( z ) \zeta (z) is the Riemann Zeta function. We illustrate the results with an example.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

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