Abstract

We investigate the possibility of using two-dimensional Romberg integration to approximate integrals, over the square 0 ⩽ x 0 \leqslant x , y ⩽ 1 y \leqslant 1 , of integrand functions of the form g ( x , y ) / ( x − y ) g(x,y)/(x - y) where g ( x , y ) g(x,y) is, for example, analytic in x and y. We show that Romberg integration may be properly justified so long as it is based on a diagonally symmetric rule and function values on the singular diagonal, if required, are defined in a particular way. We also investigate the consequences of ignoring fhese function values (i.e. setting them to zero) in the context of such a calculation. We also derive the asymptotic expansion on which extrapolation methods can be based when g ( x , y ) g(x,y) has a point singularity of a specified nature at the origin.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.