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A Novel Class of Symmetric and Nonsymmetric Periodizing Variable Transformations for Numerical Integration
Authors:Avram Sidi
Affiliation:(1) Computer Science Department, Technion – Israel Institute of Technology, Haifa, 32000, Israel
Abstract:Variable transformations for numerical integration have been used for improving the accuracy of the trapezoidal rule. Specifically, one first transforms the integral $${I[f]=int^1_0f(x) dx}$$ via a variable transformation $${x=phi(t)}$$ that maps [0,1] to itself, and then approximates the resulting transformed integral $${I[f]= int^1_0 fbig(phi(t)big)phi'(t) dt}$$ by the trapezoidal rule. In this work, we propose a new class of symmetric and nonsymmetric variable transformations which we denote $${mathcal{T}_{r,s}}$$ , where r and s are positive scalars assigned by the user. A simple representative of this class is $${phi(t)=(sinfrac{pi}{2}t)^r/[(sinfrac{pi}{2}t)^r+(cosfrac{pi}{2}t)^s]}$$ . We show that, in case $${fin C^infty[0,1]}$$ , or $${in C^infty(0,1)}$$ but has algebraic (endpoint) singularities at x = 0 and/or x = 1, the trapezoidal rule on the transformed integral produces exceptionally high accuracies for special values of r and s. In particular, when $${fin C^infty[0,1]}$$ and we employ $${phiin{mathcal T}_{r,r}}$$ , the error in the approximation is (i) O(h r ) for arbitrary r and (ii) O(h 2r ) if r is a positive odd integer at least 3, h being the integration step. We illustrate the use of these transformations and the accompanying theory with numerical examples.
Keywords:Numerical integration  variable transformations  sin m -transformation  Euler–  Maclaurin expansions  asymptotic expansions  trapezoidal rule
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