《数字信号处理》教学参考资料（Numerical Recipes in C，The Art of Scientific Computing Second Edition）Chapter 18.3

18.3 Integral Equations with Singular Kernels 797 This procedure can be repeated as with Romberg integration. The general consensus is that the best of the higher order methods is the block-by-block method (see [1)).Another important topic is the use of variable stepsize methods,which are much more efficient if there are sharp features in K or f.Variable stepsize methods are quite a bit more complicated than their counterparts for differential equations:we refer you to the literature [1,2]for a discussion. You should also be on the lookout for singularities in the integrand.If you find them.then look to 818.3 for additional ideas. CITED REFERENCES AND FURTHER READING: 8 Linz,P.1985,Analytical and Numerical Methods for Volterra Equations (Philadelphia:S.I.A.M.). [1] Delves,L.M.,and Mohamed,J.L.1985,Computationa/Methods for Integral Equations (Cam- bridge,U.K.:Cambridge University Press).[2] Cam ICAL RECIPES 18.3 Integral Equations with Singular Kernels Many integral equations have singularities in either the kernel or the solution or both. 巴互2。 A simple quadrature method will show poor convergence with N if such singularities are ignored.There is sometimes art in how singularities are best handled. We start with a few straightforward suggestions: 1.Integrable singularities can often be removed by a change of variable.For example,the singular behavior K(t,s)s1/2 or s-1/2 near s=0 can be removed by the transformation =s1/2.Note that we are assuming that the singular behavior is confined to K,whereas SCIENTIFIC the quadrature actually involves the product K(t,s)f(s),and it is this product that must be 6 "fixed."Ideally,you must deduce the singular nature of the product before you try a numerical solution,and take the appropriate action.Commonly,however,a singular kernel does not produce a singular solution f(t).(The highly singular kernel K(t,s)=6(t-s)is simply the identity operator,for example.) 2.If K(t,s)can be factored as w(s)K(t,s),where w(s)is singular and K(t,s)is smooth,then a Gaussian quadrature based on w(s)as a weight function will work well.Even if the factorization is only approximate,the convergence is often improved dramatically.All you have to do is replace gauleg in the routine fred2 by another quadrature routine.Section Numerica 10621 4.5 explained how to construct such quadratures;or you can find tabulated abscissas and 431 weights in the standard references [1,2].You must of course supply K instead of K. This method is a special case of the product Nystrom method [3,4],where one factors out Recipes a singular term p(t,s)depending on both t and s from K and constructs suitable weights for (outside its Gaussian quadrature.The calculations in the general case are quite cumbersome,because the weights depend on the chosent as well as the form of p(t,s). Software. 首 We prefer to implement the product Nystrom method on a uniform grid,with a quadrature scheme that generalizes the extended Simpson's 3/8 rule (equation 4.1.5)to arbitrary weight functions.We discuss this in the subsections below. 3.Special quadrature formulas are also useful when the kernel is not strictly singular but is "almost"so.One example is when the kernel is concentrated near t =s on a scale much smaller than the scale on which the solution f(t)varies.In that case,a quadrature formula can be based on locally approximating f(s)by a polynomial or spline,while calculating the first few moments of the kernel K(t,s)at the tabulation points ti.In such a scheme the narrow width of the kernel becomes an asset,rather than a liability:The quadrature becomes exact as the width of the kernel goes to zero. 4.An infinite range of integration is also a form of singularity.Truncating the range at a large finite value should be used only as a last resort.If the kernel goes rapidly to zero,then

18.3 Integral Equations with Singular Kernels 797 Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machine￾readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). This procedure can be repeated as with Romberg integration. The general consensus is that the best of the higher order methods is the block-by-block method (see [1]). Another important topic is the use of variable stepsize methods, which are much more efficient if there are sharp features in K or f. Variable stepsize methods are quite a bit more complicated than their counterparts for differential equations; we refer you to the literature [1,2] for a discussion. You should also be on the lookout for singularities in the integrand. If you find them, then look to §18.3 for additional ideas. CITED REFERENCES AND FURTHER READING: Linz, P. 1985, Analytical and Numerical Methods for Volterra Equations (Philadelphia: S.I.A.M.). [1] Delves, L.M., and Mohamed, J.L. 1985, Computational Methods for Integral Equations (Cam￾bridge, U.K.: Cambridge University Press). [2] 18.3 Integral Equations with Singular Kernels Many integral equations have singularities in either the kernel or the solution or both. A simple quadrature method will show poor convergence with N if such singularities are ignored. There is sometimes art in how singularities are best handled. We start with a few straightforward suggestions: 1. Integrable singularities can often be removed by a change of variable. For example, the singular behavior K(t, s) ∼ s1/2 or s−1/2 near s = 0 can be removed by the transformation z = s1/2. Note that we are assuming that the singular behavior is confined to K, whereas the quadrature actually involves the product K(t, s)f(s), and it is this product that must be “fixed.” Ideally, you must deduce the singular nature of the product before you try a numerical solution, and take the appropriate action. Commonly, however, a singular kernel does not produce a singular solution f(t). (The highly singular kernel K(t, s) = δ(t − s) is simply the identity operator, for example.) 2. If K(t, s) can be factored as w(s)K(t, s), where w(s) is singular and K(t, s) is smooth, then a Gaussian quadrature based on w(s) as a weight function will work well. Even if the factorization is only approximate, the convergence is often improved dramatically. All you have to do is replace gauleg in the routine fred2 by another quadrature routine. Section 4.5 explained how to construct such quadratures; or you can find tabulated abscissas and weights in the standard references [1,2]. You must of course supply K instead of K. This method is a special case of the product Nystrom method [3,4], where one factors out a singular term p(t, s) depending on both t and s from K and constructs suitable weights for its Gaussian quadrature. The calculations in the general case are quite cumbersome, because the weights depend on the chosen {ti} as well as the form of p(t, s). We prefer to implement the product Nystrom method on a uniform grid, with a quadrature scheme that generalizes the extended Simpson’s 3/8 rule (equation 4.1.5) to arbitrary weight functions. We discuss this in the subsections below. 3. Special quadrature formulas are also useful when the kernel is not strictly singular, but is “almost” so. One example is when the kernel is concentrated near t = s on a scale much smaller than the scale on which the solution f(t) varies. In that case, a quadrature formula can be based on locally approximating f(s) by a polynomial or spline, while calculating the first few moments of the kernel K(t, s) at the tabulation points ti. In such a scheme the narrow width of the kernel becomes an asset, rather than a liability: The quadrature becomes exact as the width of the kernel goes to zero. 4. An infinite range of integration is also a form of singularity. Truncating the range at a large finite value should be used only as a last resort. If the kernel goes rapidly to zero, then

798 Chapter 18.Integral Equations and Inverse Theory a Gauss-Laguerre [w~exp(-as)]or Gauss-Hermite [w~exp(-s2)]quadrature should work well.Long-tailed functions often succumb to the transformation 2+1-a (18.3.1) which maps 0<s<oo to 1>>-1 so that Gauss-Legendre integration can be used. Here o>0 is a constant that you adjust to improve the convergence 5.A common situation in practice is that K(t,s)is singular along the diagonal line t=s.Here the Nystrom method fails completely because the kernel gets evaluated at(,s). Subtraction of the singularity is one possible cure: K(t,s)f(s)ds= K(t,s)[f(s)-f(t)]ds+ K(t,s)f(t)ds (18.3.2) K(t,s)[f(s)-f(t)]ds+r(t)f(t) 是2%a nted for where r(t)=K(t,s)ds is computed analytically or numerically.If the first term on the right-hand side is now regular,we can use the Nystrom method.Instead of equation (18.1.4),ve get wj Kislfs -fi]+Arifi+gi (18.3.3) (Nort server 2 America University Press. THE Sometimes the subtraction process must be repeated before the kernel is completely regularized. See [3]for details.(And read on for a different,we think better,way to handle diagonal ART singularities. 9 Programs Quadrature on a Uniform Mesh with Arbitrary Weight It is possible in general to find n-point linear quadrature rules that approximate the 是 integral of a function f(),times an arbitrary weight function ()over an arbitrary range 可 of integration (a,b),as the sum of weights times n evenly spaced values of the function f(), say at kh,(+1)h,...,(k+n-1)h.The general scheme for deriving such quadrature rules is to write down then linear equations that must be satisfied if the quadrature rule is to be exact for the n functions f()=const,x,,...,x" and then solve these for the OF SCIENTIFIC COMPUTING(ISBN 0-521- coefficients.This can be done analytically,once and for all,if the moments of the weight function over the same range of integration, 1 (18.3.4) 1988-1992 by Numerical Recipes -43198.5 are assumed to be known.Here the prefactor h"is chosen to make Wn scale as h if(as in the usual case)b-a is proportional to h. (outside Carrying out this prescription for the four-point case gives the result Software. 。w(ofei= Amer 若hk++20k+3wo-32+12k+1)w+3k+2w-Wm +fk+1h)-kk+2k+3)Wo+(3k2+10k+6)W1-(3+5)W2+W +2fk+2h)k+1k+3)W%-3k2+8k+3)w+(3k+4W-W +a0k+3[-kk+1k+2w%+(3k2+6k+2)W-3+1w+W (18.3.5)

798 Chapter 18. Integral Equations and Inverse Theory Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machine￾readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). a Gauss-Laguerre [w ∼ exp(−αs)] or Gauss-Hermite [w ∼ exp(−s2)] quadrature should work well. Long-tailed functions often succumb to the transformation s = 2α z + 1 − α (18.3.1) which maps 0 <s< ∞ to 1 >z> −1 so that Gauss-Legendre integration can be used. Here α > 0 is a constant that you adjust to improve the convergence. 5. A common situation in practice is that K(t, s) is singular along the diagonal line t = s. Here the Nystrom method fails completely because the kernel gets evaluated at (ti, si). Subtraction of the singularity is one possible cure:
b a K(t, s)f(s) ds =
b a K(t, s)[f(s) − f(t)] ds +
b a K(t, s)f(t) ds =
b a K(t, s)[f(s) − f(t)] ds + r(t)f(t) (18.3.2) where r(t) = b a K(t, s) ds is computed analytically or numerically. If the first term on the right-hand side is now regular, we can use the Nystrom method. Instead of equation (18.1.4), we get fi = λ N j=1 j=i wjKij [fj − fi] + λrifi + gi (18.3.3) Sometimes the subtraction process must be repeated before the kernel is completely regularized. See [3] for details. (And read on for a different, we think better, way to handle diagonal singularities.) Quadrature on a Uniform Mesh with Arbitrary Weight It is possible in general to find n-point linear quadrature rules that approximate the integral of a function f(x), times an arbitrary weight function w(x), over an arbitrary range of integration (a, b), as the sum of weights times n evenly spaced values of the function f(x), say at x = kh,(k + 1)h, . . . ,(k + n − 1)h. The general scheme for deriving such quadrature rules is to write down the n linear equations that must be satisfied if the quadrature rule is to be exact for the n functions f(x) = const, x, x2,...,xn−1, and then solve these for the coefficients. This can be done analytically, once and for all, if the moments of the weight function over the same range of integration, Wn ≡ 1 hn
b a xnw(x)dx (18.3.4) are assumed to be known. Here the prefactor h−n is chosen to make Wn scale as h if (as in the usual case) b − a is proportional to h. Carrying out this prescription for the four-point case gives the result
b a w(x)f(x)dx = 1 6 f(kh)  (k + 1)(k + 2)(k + 3)W0 − (3k2 + 12k + 11)W1 + 3(k + 2)W2 − W3  + 1 2 f([k + 1]h)  − k(k + 2)(k + 3)W0 + (3k2 + 10k + 6)W1 − (3k + 5)W2 + W3  + 1 2 f([k + 2]h)  k(k + 1)(k + 3)W0 − (3k2 + 8k + 3)W1 + (3k + 4)W2 − W3  + 1 6 f([k + 3]h)  − k(k + 1)(k + 2)W0 + (3k2 + 6k + 2)W1 − 3(k + 1)W2 + W3  (18.3.5)

18.3 Integral Equations with Singular Kernels 799 While the terms in brackets superficially appear to scale ask2,there is typically cancellation at both O()and O(). Equation (18.3.5)can be specialized to various choices of (a,b).The obvious choice is a =kh,b=(k+3)h,in which case we get a four-point quadrature rule that generalizes Simpson's 3/8 rule (equation 4.1.5).In fact,we can recover this special case by setting w(x)=1,in which case (18.3.4)becomes n+lk+3)m+1-kn+] (18.3.6) The four terms in square brackets equation (18.3.5)each become independent of k,and (18.3.5)in fact reduces to r(k+3)h kh e)k=3距， +警1+++2物+警r+A(83刀 81 Back to the case of general w(x),some other choices for a and b are also useful.For example,we may want to choose (a,b)to be (k+1h,+3h)or (k+2h,k+3h), 速 allowing us to finish off an extended rule whose number of intervals is not a multiple of three,without loss of accuracy:The integral will be estimated using the four values f(kh),...,f([+3]h).Even more useful is to choose (a,b)to be (+1]h,[+2]h),thus using four points to integrate a centered single interval.These weights,when sewed together RECIPES I into an extended formula,give quadrature schemes that have smooth coefficients,i.e.,without 令 the Simpson-like 2.4,2.4.2 alternation.(In fact,this was the technique that we used to derive equation 4.1.14,which you may now wish to reexamine. All these rules are of the same order as the extended Simpson's rule,that is,exact for f()a cubic polynomial.Rules of lower order,if desired,are similarly obtained.The Press. three point formula is u(f)=f(k+1(k+2Wo-(2k+3w+W +f(k+)-k(k+2)W+2(+1)W1-W (18.3.8) SCIENTIFIC 6 +[k+2kk+1Wo-(2k+1)W+W Here the simple special case is to take,w()=1,so that w=车7k+2+1-k h (18.3.9) Then equation (18.3.8)becomes Simpson's rule, Numerical 色 e)证=专+警rk+)+专k+2 (k+2)h (18.3.10) 43126 For nonconstant weight functions w(),however,equation (18.3.8)gives rules of one order (outside less than Simpson,since they do not benefit from the extra symmetry of the constant case. The two point formula is simply North (k+1)h w(x)f(x)da=f(kh)[(k+1)Wo-W+f(k+1]h)[-Wo+W](18.3.11) /kh Here is a routine wwghts that uses the above formulas to return an extended N-point quadrature rule for the interval (a,b)=(0,[N-1]h).Input to wwghts is a user-supplied routine,kermom,that is called to get the first four indefinite-integral moments of w(),namely 「y Fm(y）= s"w(s)ds m=0,1,2,3 (18.3.12) (The lower limit is arbitrary and can be chosen for convenience.Cautionary note:When called with N<4,wwghts returns a rule of lower order than Simpson;you should structure your problem to avoid this

18.3 Integral Equations with Singular Kernels 799 Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machine￾readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). While the terms in brackets superficially appear to scale as k2, there is typically cancellation at both O(k2) and O(k). Equation (18.3.5) can be specialized to various choices of (a, b). The obvious choice is a = kh, b = (k + 3)h, in which case we get a four-point quadrature rule that generalizes Simpson’s 3/8 rule (equation 4.1.5). In fact, we can recover this special case by setting w(x)=1, in which case (18.3.4) becomes Wn = h n + 1 [(k + 3)n+1 − kn+1] (18.3.6) The four terms in square brackets equation (18.3.5) each become independent of k, and (18.3.5) in fact reduces to
(k+3)h kh f(x)dx = 3h 8 f(kh)+ 9h 8 f([k+1]h)+ 9h 8 f([k+2]h)+ 3h 8 f([k+3]h) (18.3.7) Back to the case of general w(x), some other choices for a and b are also useful. For example, we may want to choose (a, b) to be ([k + 1]h, [k + 3]h) or ([k + 2]h, [k + 3]h), allowing us to finish off an extended rule whose number of intervals is not a multiple of three, without loss of accuracy: The integral will be estimated using the four values f(kh),...,f([k + 3]h). Even more useful is to choose (a, b) to be ([k + 1]h, [k + 2]h), thus using four points to integrate a centered single interval. These weights, when sewed together into an extended formula, give quadrature schemes that have smooth coefficients, i.e., without the Simpson-like 2, 4, 2, 4, 2 alternation. (In fact, this was the technique that we used to derive equation 4.1.14, which you may now wish to reexamine.) All these rules are of the same order as the extended Simpson’s rule, that is, exact for f(x) a cubic polynomial. Rules of lower order, if desired, are similarly obtained. The three point formula is
b a w(x)f(x)dx = 1 2 f(kh)  (k + 1)(k + 2)W0 − (2k + 3)W1 + W2  + f([k + 1]h)  − k(k + 2)W0 + 2(k + 1)W1 − W2  + 1 2 f([k + 2]h)  k(k + 1)W0 − (2k + 1)W1 + W2  (18.3.8) Here the simple special case is to take, w(x)=1, so that Wn = h n + 1 [(k + 2)n+1 − kn+1] (18.3.9) Then equation (18.3.8) becomes Simpson’s rule,
(k+2)h kh f(x)dx = h 3 f(kh) + 4h 3 f([k + 1]h) + h 3 f([k + 2]h) (18.3.10) For nonconstant weight functions w(x), however, equation (18.3.8) gives rules of one order less than Simpson, since they do not benefit from the extra symmetry of the constant case. The two point formula is simply
(k+1)h kh w(x)f(x)dx = f(kh)[(k + 1)W0 − W1] + f([k + 1]h)[−kW0 + W1] (18.3.11) Here is a routine wwghts that uses the above formulas to return an extended N-point quadrature rule for the interval (a, b) = (0, [N − 1]h). Input to wwghts is a user-supplied routine, kermom, that is called to get the first four indefinite-integral moments of w(x), namely Fm(y) ≡
y smw(s)ds m = 0, 1, 2, 3 (18.3.12) (The lower limit is arbitrary and can be chosen for convenience.) Cautionary note: When called with N < 4, wwghts returns a rule of lower order than Simpson; you should structure your problem to avoid this

800 Chapter 18.Integral Equations and Inverse Theory void wwghts(float wghts[],int n,float h, void (*kermom)(double double ,int)) Constructs in wghts[1..n]weights for the n-point equal-interval quadrature from 0 to(n-1)h of a function f(x)times an arbitrary (possibly singular)weight function w()whose indefinite- integral moments Fn(y)are provided by the user-supplied routine kermom. int j,k; double wold[5],wnew[5],w[5],hh,hi,c,fac,a,b; Double precision on internal calculations even though the interface is in single precision. hh=h; hi=1.0/hh: for (i=1;i<=n;++)wghts[i]=0.0; Zero all the weights so we can sum into them. (*kermom)(o1d,0.0,4); Evaluate indefinite integrals at lower end. 83g 1f(n>=4)[ Use highest available order. 19881992 b=0.0; For another problem,you might change for(j=1;j<n-3;j+)( this lower limit. c=j-1; This is called k in equation (18.3.5) a=b; Set upper and lower limits for this step. b=a+hh; FO州fro 1f(灯=n-3)b=(n-1)*hh Last interval:go all the way to end. (*kermom)(wnew,b,4); for (fac=1.0,k=1;k<=4;k++,fac*=hi) Equation (18.3.4). w[k]=(wnew [k]-wold[k])*fac; (North wghts[j]+ Equation (18.3.5). ((c+1.0)*(c+2.0)*(c+3.0)*w[1] America server computer, -(11.0+c*(12.0+c*3.0))*w[2] one paper University Press. THE ART +3.0*(c+2.0)*w[3]-8[4])/6.0); wghts[j+1]+ 是 (-c*(c+2.0)*(c+3.0)*w[1] Programs +(6.0+c*(10.0+c*3.0))*w[2] -(3.0*c+5.0)*w[3]+w[4])*0.5); ghts[+2]+=( st st (c*(c+1.0)*(c+3.0)*w[1] -(3.0+c*(8.0+c*3.0))*w[2] to dir +(3.0*c+4.0)w[3]-w[4])*0.5): wghts[j+3]+ (-c*(c+1.0)*(c+2.0)*w[1] OF SCIENTIFIC COMPUTING(ISBN +(2.0+c*(6.0+c*3.0))*w[2] -3.0*(c+1.0)*w[3]+8[4])/6.0); for (k=1;k<=4;k++)wold[k]=wnew[k]; Reset lower limits for moments. v@cam else if (n ==3){ Lower-order cases;not recommended. (*kermom)(wnew,hh+hh,3); w[1]=wnew[1]-wo1d[1]; .Further reproduction, 1988-1992 by Numerical Recipes 10-621 43108 w[2]=hi*(wnew [2]-wold[2]); w[3]=hi*hi*(wnew [3]-wold[3]); wghts[1]=w[1]-1.5*w[2]+0.5*w[3]; (outside wghts[2]=2.0*w[2]-w[3]; wghts[3]=0.5*(w[3]-w[2]): Software. ]e1se1f(n=2){ (*kermom)(wnew,hh,2); ying of wghts [1]=wnev[1]-wold[1]-(wghts [2]=hi*(wnew [2]-wold[2])); We will now give an example of how to apply wwghts to a singular integral equation

800 Chapter 18. Integral Equations and Inverse Theory Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machine￾readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). void wwghts(float wghts[], int n, float h, void (*kermom)(double [], double ,int)) Constructs in wghts[1..n] weights for the n-point equal-interval quadrature from 0 to (n−1)h of a function f(x) times an arbitrary (possibly singular) weight function w(x) whose indefinite￾integral moments Fn(y) are provided by the user-supplied routine kermom. { int j,k; double wold[5],wnew[5],w[5],hh,hi,c,fac,a,b; Double precision on internal calculations even though the interface is in single precision. hh=h; hi=1.0/hh; for (j=1;j<=n;j++) wghts[j]=0.0; Zero all the weights so we can sum into them. (*kermom)(wold,0.0,4); Evaluate indefinite integrals at lower end. if (n >= 4) { Use highest available order. b=0.0; For another problem, you might change for (j=1;j<=n-3;j++) { this lower limit. c=j-1; This is called k in equation (18.3.5). a=b; Set upper and lower limits for this step. b=a+hh; if (j == n-3) b=(n-1)*hh; Last interval: go all the way to end. (*kermom)(wnew,b,4); for (fac=1.0,k=1;k<=4;k++,fac*=hi) Equation (18.3.4). w[k]=(wnew[k]-wold[k])*fac; wghts[j] += ( Equation (18.3.5). ((c+1.0)*(c+2.0)*(c+3.0)*w[1] -(11.0+c*(12.0+c*3.0))*w[2] +3.0*(c+2.0)*w[3]-w[4])/6.0); wghts[j+1] += ( (-c*(c+2.0)*(c+3.0)*w[1] +(6.0+c*(10.0+c*3.0))*w[2] -(3.0*c+5.0)*w[3]+w[4])*0.5); wghts[j+2] += ( (c*(c+1.0)*(c+3.0)*w[1] -(3.0+c*(8.0+c*3.0))*w[2] +(3.0*c+4.0)*w[3]-w[4])*0.5); wghts[j+3] += ( (-c*(c+1.0)*(c+2.0)*w[1] +(2.0+c*(6.0+c*3.0))*w[2] -3.0*(c+1.0)*w[3]+w[4])/6.0); for (k=1;k<=4;k++) wold[k]=wnew[k]; Reset lower limits for moments. } } else if (n == 3) { Lower-order cases; not recommended. (*kermom)(wnew,hh+hh,3); w[1]=wnew[1]-wold[1]; w[2]=hi*(wnew[2]-wold[2]); w[3]=hi*hi*(wnew[3]-wold[3]); wghts[1]=w[1]-1.5*w[2]+0.5*w[3]; wghts[2]=2.0*w[2]-w[3]; wghts[3]=0.5*(w[3]-w[2]); } else if (n == 2) { (*kermom)(wnew,hh,2); wghts[1]=wnew[1]-wold[1]-(wghts[2]=hi*(wnew[2]-wold[2])); } } We will now give an example of how to apply wwghts to a singular integral equation

18.3 Integral Equations with Singular Kernels 801 Worked Example:A Diagonally Singular Kernel As a particular example,consider the integral equation f(x)+ K(x,y)f(y)dy sin x (18.3.13) with the (arbitrarily chosen)nasty kernel K(x,）=cosxcosy× ∫-ln(e-)y<x (18.3.14) Ivy-t y≥x which has a logarithmic singularity on the left of the diagonal,combined with a square-root discontinuity on the right. The first step is to do (analytically,in this case)the required moment integrals over the singular part of the kernel,equation (18.3.12).Since these integrals are done at a fixed value of x,we can use as the lower limit.For any specified value of y,the required indefinite integral is then either Fm(y:) s"(s-)112ds= (x+t)mt2dt ify>x (18.3.15) from NUMERICAL RECIPES I 18881892 (Nort server 令 Fm(y;x）=- s"M In(x-s)ds (x-t)"Intdt ify<x (18.3.16) America computer, make one paper University Press. THE (where a change of variable has been made in the second equality in each case).Doing these integrals analytically (actually,we used a symbolic integration package!),we package the ART resulting formulas in the following routine.Note that (j+1)returns F(y;). 9 Programs #include <math.h> extern double x; Defined in quadmx. 兰 void kermom(double w,double y,int m) Returns in w[1..m]the first m indefinite-integral moments of one row of the singular part of the kernel.(For this example,m is hard-wired to be 4.)The input variable y labels the column, while the global variable x is the row.We can take x as the lower limit of integration.Thus, we return the moment integrals either purely to the left or purely to the right of the diagonal. double d,df,clog,x2,x3,x4,y2; if (y >=x){ d=y-x; df=2.0*sgrt(d)*d; 和6 1988-1992 by Numerical Recipes OF SCIENTIFIC COMPUTING (ISBN 0-521 w[1]=df/3.0; Further reproduction,or -431085 w[2]=df*(x/3.0+d/5.0); w[3]=df*((x/3.0+0.4*d)*x+d*d/7.0): w[4]=df*(((x/3.0+0.6*d)*x+3.0*d*d/7.0)*x+d*d*d/9.0); else x3=(x2=x*x)*x; X4=X2*X2; y2=y*y; (outside North America). Software. d=x-yi w[1]=d*((c1og=1og(d))-1.0); w[2]=-0.25*(3.0*x+y-2.0*c1og*(x+y)*d; w[3]=(-11.0*x3+y*(6.0*x2+y*(3.0*x+2.0*y)) +6.0*c1og*(x3-y*y2))/18.0; w[4]=(-25.0*x4+y*(12.0*x3+y*(6.0*x2+y* (4.0*x+3.0*y))+12.0*c1og*(x4-(y2*y2))/48.0; 2

18.3 Integral Equations with Singular Kernels 801 Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copyin Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5) g of machine￾readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America). Worked Example: A Diagonally Singular Kernel As a particular example, consider the integral equation f(x) +
π 0 K(x, y)f(y)dy = sin x (18.3.13) with the (arbitrarily chosen) nasty kernel K(x, y) = cos x cos y ×  − √ ln(x − y) y<x y − x y ≥ x (18.3.14) which has a logarithmic singularity on the left of the diagonal, combined with a square-root discontinuity on the right. The first step is to do (analytically, in this case) the required moment integrals over the singular part of the kernel, equation (18.3.12). Since these integrals are done at a fixed value of x, we can use x as the lower limit. For any specified value of y, the required indefinite integral is then either Fm(y; x) =
y x s m(s − x) 1/2 ds =
y−x 0 (x + t) mt 1/2 dt if y>x (18.3.15) or Fm(y; x) = −
y x sm ln(x − s)ds =
x−y 0 (x − t) m ln t dt if y<x (18.3.16) (where a change of variable has been made in the second equality in each case). Doing these integrals analytically (actually, we used a symbolic integration package!), we package the resulting formulas in the following routine. Note that w(j + 1) returns Fj (y; x). #include <math.h> extern double x; Defined in quadmx. void kermom(double w[], double y, int m) Returns in w[1..m] the first m indefinite-integral moments of one row of the singular part of the kernel. (For this example, m is hard-wired to be 4.) The input variable y labels the column, while the global variable x is the row. We can take x as the lower limit of integration. Thus, we return the moment integrals either purely to the left or purely to the right of the diagonal. { double d,df,clog,x2,x3,x4,y2; if (y >= x) { d=y-x; df=2.0*sqrt(d)*d; w[1]=df/3.0; w[2]=df*(x/3.0+d/5.0); w[3]=df*((x/3.0 + 0.4*d)*x + d*d/7.0); w[4]=df*(((x/3.0 + 0.6*d)*x + 3.0*d*d/7.0)*x+d*d*d/9.0); } else { x3=(x2=x*x)*x; x4=x2*x2; y2=y*y; d=x-y; w[1]=d*((clog=log(d))-1.0); w[2] = -0.25*(3.0*x+y-2.0*clog*(x+y))*d; w[3]=(-11.0*x3+y*(6.0*x2+y*(3.0*x+2.0*y)) +6.0*clog*(x3-y*y2))/18.0; w[4]=(-25.0*x4+y*(12.0*x3+y*(6.0*x2+y* (4.0*x+3.0*y)))+12.0*clog*(x4-(y2*y2)))/48.0; } }