On the Convergence Rate of Clenshaw–Curtis Quadrature for Jacobi Weight Applied to Functions with Algebraic Endpoint Singularities

Abstract

Applying the aliasing asymptotics on the coefficients of the Chebyshev expansions, the convergence rate of Clenshaw–Curtis quadrature for Jacobi weights is presented for functions with algebraic endpoint singularities. Based upon a new constructed symmetric Jacobi weight, the optimal error bound is derived for this kind of function. In particular, in this case, the Clenshaw–Curtis quadrature for a new constructed Jacobi weight is exponentially convergent. Numerical examples illustrate the theoretical results.

Keywords

• Clenshaw–Curtis quadrature
• algebraic singularities
• Chebyshev coefficient
• Jacobi weight
• optimal convergence rate