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Direct midpoint quadrature loses order on a half-order singularity
Example
At , take the weakly singular kernel and smooth factor , . The exact integral is . The composite midpoint rule on panels of width underestimates it by at least so direct midpoint sampling of this singular integrand is not second order. The product-integration rule of Piecewise-linear product integration for a half-order diagonal singularity is exact for this constant smooth factor, because its interpolant is identically .
Facts & Assumptions
Given: , , the function on , its improper integral, and the product-integration rule from the A page. For the midpoint algorithm, use the extension given by and for .
The half-order diagonal singularity defines a bounded improper integral: and the product weights integrate the constant function with their total weight .
Piecewise-linear product integration for a half-order diagonal singularity: and the hats form the piecewise-linear interpolant.
Composite midpoint rule on a uniform grid applies to the everywhere evaluable function and uses on each panel with weight . No endpoint is sampled, and the assigned value at zero does not enter the improper integral.
On , is with and ; positive-base powers are exponentials and the exponential is positive (Continuity and derivatives of positive-base real powers, Real powers for positive bases, with the zero-base positive-exponent convention, The exponential is positive and satisfies ).
The mean value theorem on a closed interval gives a point where the derivative equals the secant slope (Mean value theorem on a closed real interval).
A continuous function on a closed interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Integrals add when a closed interval is split at an interior point (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ).
A nonnegative integrable function has nonnegative integral (If on and both are integrable then ; and ).
Differentiating compositions, sums, and scalar multiples uses the chain rule and algebra of derivatives (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , Sums, scalar multiples, products and quotients: , , , and when ).
Verification
Given: The data in the Example, , for , and the extension above.
Since every , the admissible call equals by [F3]. On the first panel, the substitution gives by [F1]; this substitution follows by scaling tagged sums on each truncated interval and then taking the improper limit. The midpoint contribution is . Their difference is .
For every later panel , , the function is by [F4]. Its second derivative is positive because for , using [F4]. The mean value theorem [F5] applied to shows that is increasing there. For , put . By [F9], in the interior; another application of [F5] on gives . Splitting at and substituting and gives : the left substitution reverses the limits, while the right preserves them, and each has Jacobian magnitude . Thus the integral identity follows directly from the tagged Riemann sums under these affine maps. The integrals exist by [F6], the split at is additive by [F7], and the nonnegative difference integrates to at least zero by [F8]. Thus no later panel cancels the positive first-panel error, and the total midpoint error is at least .
For the product rule, and give . On each panel the two adjacent hat formulas in [F2] sum to , so . By [F1] and [F2], . Hence this case is exact under product integration although direct midpoint sampling has only the lower-bound rate above.
Depends on
- Piecewise-linear product integration for a half-order diagonal singularity
- The half-order diagonal singularity defines a bounded improper integral
- Composite midpoint rule on a uniform grid
- Continuity and derivatives of positive-base real powers
- Mean value theorem on a closed real interval
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- Real powers for positive bases, with the zero-base positive-exponent convention
- The exponential is positive and satisfies $\exp(-x)=1/\exp(x)$
Used by
Nothing in the library uses this result yet.
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Sources
- Jiri Lebl, Basic Analysis I, §5.5 Improper Integrals (standard reference, not scraped)
- Andreas Neubauer and Ronny Ramlau, Lecture Notes: Integral Equations and Boundary Value Problems, §3.3 (standard reference, not scraped)