Integral Representations and Quadrature Schemes for the Modified Hilbert Transformation

Abstract: We present quadrature schemes to calculate matrices, where the so-called modified Hilbert transformation is involved. These matrices occur as temporal parts of Galerkin finite element discretizations of parabolic or hyperbolic problems when the modified Hilbert transformation is used for the variational setting. This work provides the calculation of these matrices to machine precision for arbitrary polynomial degrees and non-uniform meshes. The proposed quadrature schemes are based on weakly singular integral representations of the modified Hilbert transformation. First, these weakly singular integral representations of the modified Hilbert transformation are proven. Second, using these integral representations, we derive quadrature schemes, which treat the occurring singularities appropriately. Thus, exponential convergence with respect to the number of quadrature nodes for the proposed quadrature schemes is achieved. Numerical results, where this exponential convergence is observed, conclude this work.