Asymptotic Gauss–Jacobi quadrature error estimation for Schwarz–Christoffel integrals

Abstract

Numerical conformal mapping packages based on the Schwarz–Christoffel formula have been in existence for a number of years. Various authors, for good reasons of practical efficiency, have chosen to use composite n-point Gauss–Jacobi rules for the estimation of the Schwarz–Christoffel path integrals. These implementations rely on an ad hoc, but experimentally well-founded, heuristic for selecting the spacing of the integration end-points relative to the position of the nearby integrand singularities. In the present paper we derive an explicitly computable estimate, asymptotic as n → ∞ , for the relevant Gauss–Jacobi quadrature error. A numerical example illustrates the potential accuracy of the estimate even at low values of n. It is apparent that the error estimate will allow the adaptive construction of composite rules in a manner that is more efficient than has been possible hitherto.