Skip to main content
Log in

Quadrature methods for periodic singular and weakly singular Fredholm integral equations

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

High-accuracy numerical quadrature methods for integrals of singular periodic functions are proposed. These methods are based on the appropriate Euler-Maclaurin expansions of trapezoidal rule approximations and their extrapolations. They are subsequently used to obtain accurate quadrature methods for the solution of singular and weakly singular Fredholm integral equations. Throughout the development the periodic nature of the problem plays a crucial role. Such periodic equations are used in the solution of planar elliptic boundary value problems such as those that arise in elasticity, potential theory, conformal mapping, free surface flows, etc. The use of the quadrature methods is demonstrated with numerical examples.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Abramowitz, M., and Stegun, I. A. (1964).Handbook of Mathematical Functions, National Bureau of Standards, Applied Mathematics Series, No. 55, Government Printing Office, Washington, D.C.

    Google Scholar 

  • Atkinson, K. E. (1967). The numerical solution of Fredholm integral equations of the second kind,SIAM J. Numer. Anal. 4, 337–348.

    Google Scholar 

  • Atkinson, K. E. (1972a). The numerical solution of Fredholm integral equations of the second kind with singular kernels,Numer. Math. 19, 248–259.

    Google Scholar 

  • Atkinson, K. E. (1972b). The numerical evaluation of the Cauchy transform on simple closed curves,SIAM J. Numer. Anal. 9, 284–299.

    Google Scholar 

  • Baker, C. T. H. (1977).The Numerical Treatment of Integral Equations, Clarendon Press, Oxford.

    Google Scholar 

  • Brezinski, C. (1980). A general extrapolation algorithm,Numer. Math. 35, 175–187.

    Google Scholar 

  • Bulirsch, R., and Stoer, J. (1964). Fehlerabschätzungen und Extrapolation mit rationalen Funktionen bei Verfahren vom Richardson-Typus,Numer. Math. 6, 413–427.

    Google Scholar 

  • Christiansen, S. (1971). Numerical solution of an integral equation with a logarithmic kernel,BIT 11, 276–287.

    Google Scholar 

  • Davis, P. J. (1959). On the numerical integration of periodic analytic functions, inOn Numerical Approximation, Langer, R. (ed.), University of Wisconsin Press, Madison, pp. 45–59.

    Google Scholar 

  • Davis, P. J., and Rabinowitz, P. (1984).Methods of Numerical Integration, Second edition, Academic Press, New York.

    Google Scholar 

  • Ford, W. F., and Sidi, A. (1987). An algorithm for a generalization of the Richardson extrapolation process,SIAM J. Numer. Anal. 24, 1212–1232.

    Google Scholar 

  • Gaier, D. (1964).Konstruktive Methoden der konformen Abbildung, Springer-Verlag, Berlin.

    Google Scholar 

  • Graham, I. G. (1982). Singularity expansions for the solutions of second kind Fredholm integral equations with weakly singular convolution kernels,J. Integral Eq. 4, 1–30.

    Google Scholar 

  • Gutknecht, M. H. (1981). Solving Theodorsen's integral equation for conformal maps with the fast Fourier transform and various nonlinear iterative methods,Numer. Math. 36, 405–29.

    Google Scholar 

  • Håvie, T. (1979). Generalized Neville type extrapolation schemes,BIT 19, 204–213.

    Google Scholar 

  • Henrici, P. (1979). Fast Fourier methods in computatinoal complex analysis,SIAM Rev. 21, 481–527.

    Google Scholar 

  • Jaswon, M. A., and Symm, G. T. (1977).Integral Equation Methods in Potential Theory and Elastostatics Academic Press, London.

    Google Scholar 

  • Kantorovich, L. V., and Krylov, V. I. (1964).Approximate Methods of Higher Analysis, P. Noordhoff, Groningen.

    Google Scholar 

  • Kussmaul, R., and Werner, P. (1968). Fehlerabschätzungen für ein numerisches Verfahren zur Auflösung linearer Integralgleichungen mit schwachsingulären Kernen,Computing 3, 22–46.

    Google Scholar 

  • Lyness, J. N., and Ninham, B. W. (1967). Numerical quadrature and asymptotic expansions,Math. Comp. 21, 162–178.

    Google Scholar 

  • MacCamy, R. C. (1958). On singular integral equations with logarithmic or Cauchy kernels,J. Math. Mech. 7, 355–375.

    Google Scholar 

  • Mikhlin, S. G. (1964).Integral Equations, 2nd Revised Edition, Pergamon Press, Oxford.

    Google Scholar 

  • Navot, I. (1961). An extension of the Euler-Maclaurin summation formula to functions with a branch singularity,J. Math, and Phys. 40, 271–276.

    Google Scholar 

  • Navot, I. (1962). A further extension of the Euler-Maclaurin summation formula,J. Math. and Phys. 41, 155–163.

    Google Scholar 

  • Schneider, C. (1975). Vereinfachte Rekursionen zur Richardson-Extrapolation in Spezialfällen,Numer. Math. 24, 177–184.

    Google Scholar 

  • Sidi, A. (1979). Some properties of a generalization of the Richardson extrapolation process,J. Inst. Math. Appl,24, 327–346.

    Google Scholar 

  • Sidi, A. (1982). An algorithm for a special case of a generalization of the Richardson extrapolation process,Numer. Math. 38, 299–307.

    Google Scholar 

  • Steffensen, J. F. (1950).Interpolation, Chelsea Publishing, New York.

    Google Scholar 

  • Symm, G. T. (1966). An integral equation method in conformal mapping,Numer. Math. 9, 250–258.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sidi, A., Israeli, M. Quadrature methods for periodic singular and weakly singular Fredholm integral equations. J Sci Comput 3, 201–231 (1988). https://doi.org/10.1007/BF01061258

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01061258

Key words

Navigation