SINGULAR AND NEAR‐SINGULAR INTEGRALS IN HIGH‐PRECISION DERIVATIVE COMPUTATION

Accurate numerical differentiation of approximate data by methods based on Green's second identity often involves singular or nearly singular integrals over domains or their boundaries. This paper applies the finite part integration concept to evaluate such integrals and to generate suitable quadrature formulae. The weak singularity involved in first derivatives is removable; the strong singularities encountered in computing higher derivatives can be reduced. To find derivatives on or near the edge of the integration region, special treatment of boundary integrals is required. Values of normal derivative at points on the edge are obtainable by the method described. Example results are given for derivatives of analytically known functions, as well as results from finite element analysis.