On the numerical evaluation of finite-part integrals involving an algebraic singularity

Kutt, H. R. (Helmut Richard) (1975-08)

Thesis (PhD)--Stellenbosch University, 1975.


ENGLISH ABSTRACT: Some problems of applied mathematics, for instance in the fields of aerodynamics or electron optics, involve certain singular integrals which do not exist classically. The problems can, however, be solved pLovided that such integrals are interpreted as finite-part integrals. Although the concept of a finite-part integral has existed for about fifty years, it was possible to define it rigorously only by means of distribution theory, developed about twenty-five years ago. But, to the best of our knowledge, no quadrature formula for the numerical eva= luation of finite-part integrals ha~ been given in the literature. The main concern of this thesis is the study and discussion of.two kinds of quadrature formulae for evaluating finite-part integrals in= volving an algebraic singularity. Apart from a historical introduction, the first chapter contains some physical examples of finite-part integrals and their definition based on distribution theory. The second chapter treats the most im= portant properties of finite-part integrals; in particular we study their behaviour under the most common rules for ordinary integrals. In chapters three and four we derive a quadrature formula for equispaced stations and one which is optimal in the sense of the Gauss-type quadra= ture. In connection with the latter formula, we also study a new class of orthogonal polynomials. In the fifth and.last chapter we give a derivative-free error bound for the equispaced quadrature formula. The error quantities which are independent of the integrand were computed for the equispaced quadrature formula and are also given. In the case of some examples, we compare the computed error bounds with the actual errors. ~esides this theoretical investigation df finite-part integrals, we also computed - for several orders of the algebraic singularity the coefficients for both of the aforesaid quadrature formulae, in which the number of stations ranges from three up to twenty. In the case of the equispaced quadrature fortnu1a,we give the weights and - for int~ger order of the singularity - the coefficients for a numerical derivative of the integrand function. For the Gauss-type quadrature, we give the stations, the corresponding weights and the coefficients of the orthogonal polynomials. These data are being published in a separate report [18] which also contains detailed instructions on the use of the tables.

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