Error analysis for a sinh transformation used in evaluating nearly singular boundary element integrals
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In the two-dimensional boundary element method, one often needs to evaluate numerically integrals of the form 1-1 g(x)j (x) f ((x-a)2+b2) dx where j 2 is a quadratic, g is a polynomial and f is a rational, logarithmic or algebraic function with a singularity at zero. The constants a and b are such that -1 a 1 and 0<b>1 so that the singularities of f will be close to the interval of integration. In this case the direct application of Gauss-Legendre quadrature can give large truncation errors. By making the transformation x=a+b sinh( u- ), where the constants and are chosen so that the interval of integration is again [-1, 1], it is found that the truncation errors arising, when the same Gauss-Legendre quadrature is applied to the transformed integral, are much reduced. The asymptotic error analysis for Gauss-Legendre quadrature, as given by Donaldson and Elliott [A unified approach to quadrature rules with asymptotic estimates of their remainders, SIAM J. Numer. Anal. 9 (1972) 573-602], is then used to explain this phenomenon and justify the transformation.
Journal of Computational and Applied Mathematics
Copyright 2007 Elsevier. This is the author-manuscript version of this paper. Reproduced in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version.