Variable transformations for numerical integration have been used for improving the accuracy of the trapezoidal rule. Specifically, one first transforms the integral \({I[f]=\int^1_0f(x) dx}\) via a variable transformation \({x=\phi(t)}\) that maps [0,1] to itself, and then approximates the resulting transformed integral \({I[f]= \int^1_0 f\big(\phi(t)\big)\phi'(t) dt}\) by the trapezoidal rule. In this work, we propose a new class of symmetric and nonsymmetric variable transformations which we denote \({\mathcal{T}_{r,s}}\) , where r and s are positive scalars assigned by the user. A simple representative of this class is \({\phi(t)=(sin\frac{\pi}{2}t)^r/[(sin\frac{\pi}{2}t)^r+(\cos\frac{\pi}{2}t)^s]}\) . We show that, in case \({f\in C^\infty[0,1]}\) , or \({\in C^\infty(0,1)}\) but has algebraic (endpoint) singularities at x = 0 and/or x = 1, the trapezoidal rule on the transformed integral produces exceptionally high accuracies for special values of r and s. In particular, when \({f\in C^\infty[0,1]}\) and we employ \({\phi\in{\mathcal T}_{r,r}}\) , the error in the approximation is (i) O(h r) for arbitrary r and (ii) O(h 2r) if r is a positive odd integer at least 3, h being the integration step. We illustrate the use of these transformations and the accompanying theory with numerical examples.
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Sidi, A. A Novel Class of Symmetric and Nonsymmetric Periodizing Variable Transformations for Numerical Integration. J Sci Comput 31, 391–417 (2007). https://doi.org/10.1007/s10915-006-9110-z
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DOI: https://doi.org/10.1007/s10915-006-9110-z
Keywords
- Numerical integration
- variable transformations
- sinm-transformation
- Euler–Maclaurin expansions
- asymptotic expansions
- trapezoidal rule