Recent asymptotic expansions related to numerical integration and orthogonal polynomial expansions

Series
Analysis Seminar
Time
Wednesday, February 22, 2012 - 2:00pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Prof. Avram Sidi – Tecnion-IIT, Haifa, Israel
Organizer
Doron Lubinsky
We discuss some recent generalizations of Euler--Maclaurin expansions for the trapezoidal rule and of analogous asymptotic expansions for Gauss--Legendre quadrature, in the presence of arbitrary algebraic-logarithmic endpoint singularities. In addition of being of interest by themselves, these asymptotic expansions enable us to design appropriate variable transformations to improve the accuracies of these quadrature formulas arbitrarily. In general, these transformations are singular, and their singularities can be adjusted easily to achieve this improvement. We illustrate this issue with a numerical example involving Gauss--Legendre quadrature. We also discuss some recent asymptotic expansions of the coefficients of Legendre polynomial expansions of functions over a finite interval, assuming that the functions may have arbitrary algebraic-logarithmic interior and endpoint suingularities. These asymptotic expansions can be used to make definitive statements on the convergence acceleration rates of extrapolation methods as these are applied to the Legendre polynomial expansions.