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Euler-Maclaurin expansions for integrals with arbitrary algebraic endpoint singularities

. Mathematics of Computation, 81 (280): 2159-2173 (October 2012)
DOI: 10.1090/S0025-5718-2012-02597-X

Abstract

In this paper, we provide the Euler-Maclaurin expansions for (offset) trapezoidal rule approximations of the divergent finite-range integrals $ ^b_af(x)\,dx$, where $ fC^ınfty(a,b)$ but can have arbitrary algebraic singularities at one or both endpoints. We assume that $ f(x)$ has asymptotic expansions of the general forms: ... where $ K,L$, and $ c_s, d_s$, $ s=0,1,,$ are some constants, $ K\vert+L\vert0,$ and $ _s$ and $ _s$ are distinct, arbitrary and, in general, complex, and different from $ -1$, and satisfy ... Hence the integral $ ^b_af(x)\,dx$ exists in the sense of Hadamard finite part. The results we obtain in this work extend some of the results in A. Sidi, Numer. Math. 98 (2004), pp. 371-387 that pertain to the cases in which $ K=L=0.$ They are expressed in very simple terms based only on the asymptotic expansions of $f(x)$ as $xa+$ and $ xb-$. With $ h=(b-a)/n$, where $ n$ is a positive integer, one of these results reads ... where $ If$ is the Hadamard finite part of $ ^b_af(x)\,dx$, $ C$ is Euler's constant and $ (z)$ is the Riemann Zeta function. We illustrate the results with an example.

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