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A near-resonant Nyström equation amplifies midpoint quadrature error

Example

For 0<δ<1, set λ:=3(1−δ), define (Ku)(x):=λx∫01yu(y) dy, and let f(x)=1. The exact solution of u−Ku=f is u(x)=1+λ2δx. For the N-panel composite midpoint rule with h=1/N, the Nyström solution is uN(x)=1+λ2(δ+λh2/12)x. Its error is the midpoint residual multiplied by a factor (δ+λh2/12)−1, which is at least (2δ)−1 whenever λh2/12≤δ. Thus a small quadrature residual can produce a much larger solution error as δ approaches the resonance value 0.

Facts & Assumptions

Given: 0<δ<1, λ=3(1−δ), h=1/N, f≡1, and the rank-one integral operator and midpoint Nyström rule in the Example.

[F1]

Nyström quadrature operators and their reconstructed equations: KNu(x)=λxQN(yu(y)) for the rank-one kernel k(x,y)=λxy.

[F2]

Composite midpoint rule on a uniform grid: QNg=h∑j=0N−1g((j+12)h).

Verification

Given: The data above, and the exact and discrete affine candidates u(x)=1+cx and uN(x)=1+cNx.

1.1givenalgebra

Substituting u=1+cx into u=1+Ku gives c=λ(1/2+c/3), so c(1−λ/3)=λ/2. Since 1−λ/3=δ>0, the unique coefficient is c=λ/(2δ), proving the exact formula.

1.2givenF2algebra

On each midpoint panel, direct integration gives ∫jh(j+1)hy dy=h(j+12)h and ∫jh(j+1)hy2 dy−h((j+12)h)2=h3/12. Summing the N panels yields QN(y)=1/2 and QN(y2)=1/3−h2/12.

2.1givenF1step 1.2algebra

Any discrete solution has the form uN(x)=1+cNx because the range of KN is contained in the span of x. Its coefficient satisfies cN=λ(1/2+cN(1/3−h2/12)), hence cN=λ/(2(δ+λh2/12)); the denominator is positive, so the discrete solution is unique.

3.1givenF1step 1.1step 1.2step 2.1algebra∎

On the direction x, Kx=(λ/3)x, so I−K scales that direction by δ. Also KNx=λ(1/3−h2/12)x, so I−KN scales it by δ+λh2/12. Directly using the exact and discrete coefficients from steps 1.1 and 2.1 gives ∥KNu−Ku∥∞=λ2h224δ,∥uN−u∥∞=λ2h224δ(δ+λh2/12). The ratio of solution error to quadrature residual is exactly (δ+λh2/12)−1, and the stated lower bound follows when λh2/12≤δ.

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