Cubature formulae for nearly singular and highly oscillating integrals

Abstract

The paper deals with the approximation of integrals of the type $$\begin{aligned} I(f;{\mathbf {t}})=\int _{{\mathrm {D}}} f({\mathbf {x}}) {\mathbf {K}}({\mathbf {x}},{\mathbf {t}}) {\mathbf {w}}({\mathbf {x}}) d{\mathbf {x}},\quad \quad {\mathbf {x}}=(x_1,x_2),\quad {\mathbf {t}}\in \mathrm {T}\subseteq \mathbb {R}^p, p\in \{1,2\} \end{aligned}$$ where $${\mathrm {D}}=[-\,1,1]^2$$ , f is a function defined on $${\mathrm {D}}$$ with possible algebraic singularities on $$\partial {\mathrm {D}}$$ , $${\mathbf {w}}$$ is the product of two Jacobi weight functions, and the kernel $${\mathbf {K}}$$ can be of different kinds. We propose two cubature rules determining conditions under which the rules are stable and convergent. Along the paper we diffusely treat the numerical approximation for kernels which can be nearly singular and/or highly oscillating, by using a bivariate dilation technique. Some numerical examples which confirm the theoretical estimates are also proposed.