Numerical integration rules with improved accuracy close to singularities

TL;DR

This paper introduces a nonlinear correction technique for numerical integration that improves accuracy near singularities by incorporating known jump information, applicable to data at grid points.

Contribution

It presents a novel nonlinear method with explicit correction terms that enhance classical quadrature formulas near singularities using known jump data.

Findings

Correction terms improve accuracy close to singularities

Method achieves high-order integration with singularity data

Numerical experiments confirm theoretical improvements

Abstract

Sometimes it is necessary to obtain a numerical integration using only discretised data. In some cases, the data contains singularities which position is known but does not coincide with a discretisation point, and the jumps in the function and its derivatives are available at these positions. The motivation of this paper is to use the previous information to obtain numerical quadrature formulas that allow approximating the integral of the discrete data over certain intervals accurately. This work is devoted to the construction and analysis of a new nonlinear technique that allows to obtain accurate numerical integrations of any order using data that contains singularities, and when the integrand is only known at grid points. The novelty of the technique consists in the inclusion of correction terms with a closed expression that depends on the size of the jumps of the function and its derivatives at the singularities, that are supposed to be known. The addition of these terms allows recovering the accuracy of classical numerical integration formulas even close to the singularities, as these correction terms account for the error that the classical integration formulas commit up to their accuracy at smooth zones. Thus, the correction terms can be added during the integration or as post-processing, which is useful if the main calculation of the integral has been already done using classical formulas. The numerical experiments performed allow us to confirm the theoretical conclusions reached in this paper.