Error estimates for Filon quadrature formulae

In this paper, upper bounds for the error of (generalized) Filon quadrature formulae are stated. Furthermore, the main term of this error is derived, yielding simple modified quadrature rules of higher asymptotical precision.     

The error norm of Gaussian quadrature formulae for weight functions of Bernstein-Szegö type

Summary We consider the Gaussian quadrature formulae for the Bernstein-Szegö weight functions consisting of any one of the four Chebyshev weights divided by an arbitrary quadratic polynomial that remains positive on [–1, 1]. Using the method in Akrivis (1985), we compute the norm of the error functional of these quadrature formulae. The quality of the bounds for the error functional, that can be obtained in this way, is demonstrated by two numerical examples.     

The error norm of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegö type

We consider the Gauss-Kronrod quadrature formulae for the Bernstein-Szegö weight functions consisting of any one of the four Chebyshev weights divided by the polynomial On certain spaces of analytic functions, the error term of these formulae is a continuous linear functional. We compute explicitly the norm of the error functional.     

Error estimates for interpolatory quadrature formulae

Summary In this paper we study the remainder of interpolatory quadrature formulae. For this purpose we develop a simple but quite general comparison technique for linear functionals. Applied to quadrature formulae it allows to eliminate one of the nodes and to estimate the remainder of the old formula in terms of the new one. By repeated application we may compare with quadrature formulae having only a few nodes left or even no nodes at all. With the help of this method we obtain asymptotically best possible error bounds for the Clenshaw-Curtis quadrature and other Pólya type formulae.Our comparison technique can also be applied to the problem of definiteness, i.e. the question whether the remainderR[f] of a formula of orderm can be represented asc·f ^(m)(). By successive elimination of nodes we obtain a sequence of sufficient criteria for definiteness including all the criteria known to us as special cases.Finally we ask for good and worst quadrature formulae within certain classes. We shall see that amongst all quadrature formulae with positive coefficients and fixed orderm the Gauss type formulae are worst. Interpreted in terms of Peano kernels our theorem yields results on monosplines which may be of interest in themselves.     

Monotonicity of quadrature formulae of Gauss type and comparison theorems for monosplines

Summary This paper deals with quadrature formulae of Gauss type corresponding to subspaces of spline functionsS _{m–1, k} of degreem–1 withk fixed knots. We shall show monotonicity of the quadrature formulae for functions which are contained in the so-called convexity cone ofS _m–1,k Moreover, we apply these results to monosplines and establish comparison theorems for these splines.     

Eine Fehlerabschätzung für positive Quadraturformeln

Summary Some well-known error estimates for the quadrature formulas of Lobatto and Radau are shown to be applicable to all positive quadrature formulae of the same degree.Herrn Prof. Dr. L. Collatz zum 75. Geburtstag gewidmet     

On Gautschi’s conjecture for generalized Gauss-Radau and Gauss-Lobatto formulae

Recently, Gautschi introduced so-called generalized Gauss-Radau and Gauss-Lobatto formulae which are quadrature formulae of Gaussian type involving not only the values but also the derivatives of the function at the endpoints. In the present note we show the positivity of the corresponding weights; this positivity has been conjectured already by Gautschi.As a consequence, we establish several convergence theorems for these quadrature formulae.     

Error bounds for rational quadrature formulae of analytic functions

We study the error of rational quadrature rules when functions which are analytic on a neighborhood of the set of integration are considered. A computable upper bound of the error is presented which is valid for a broad range of rational quadrature formulae and a comparison is made with the exact error for a number of numerical examples.This work was supported by the Dirección General de Investigación (DGI), Ministerio de Ciencia y Tecnología, under grants BFM2003-06335-C03-02 and BFM2002-04315- C02-01.     

Suboptimal Kronrod extension formulae for numerical quadrature

Summary We consider cases where the Stieltjes polynomial associated with a Gaussian quadrature formula has complex zeros. In such cases a Kronrod extension of the Gaussian rule does not exist. A method is described for modifying the Stieltjes polynomial so that the resulting polynomial has no complex zeros. The modification is performed in such a way that the Kronrod-type extension rule resulting from the addition of then+1 zeros of the modified Stieltjes polynomial to the original knots of the Gaussian rule has only slightly lower degree of precision than normally achieved when the Kronrod extension rule exists. As examples of the use of the method, we present some new formulae extending the classical Gauss-Hermite quadrature rules. We comment on the limited success of the method in extending Gauss-Laguerre rules and show that several modified extensions of the Gauss Gegenbauer formulae exist in cases where the standard Kronrod extension does not.     

Peano kernels and bounds for the error constants of Gaussian and related quadrature rules for Cauchy principal value integrals

Summary. We show that, if (), the error term of every modified positive interpolatory quadrature rule for Cauchy principal value integrals of the type , , fulfills uniformly for all , and hence it is of optimal order of magnitude in the classes (). Here, is a weight function with the property . We give explicit upper bounds for the Peano-type error constants of such rules. This improves and completes earlier results by Criscuolo and Mastroianni (Calcolo 22 (1985), 391–441 and Numer. Math. 54 (1989), 445–461) and Ioakimidis (Math. Comp. 44 (1985), 191–198). For the special case of the Gaussian rule, we show that the restriction can be dropped. The results are based on a new representation of the Peano kernels of these formulae via the Peano kernels of the underlying classical quadrature formulae. This representation may also be useful in connection with some different problems. Received November 21, 1994     

On the quadrature error in operational quadrature methods for convolutions

Summary We analyze the quadrature error associated with operational quadrature methods for convolution equations. The assumptions are that the convolution kernel is inL ¹ and that its Laplace transform is analytic and bounded in an obtuse sector of the complex plane. Under these circumstances the Laplace transform has a slow variation property which admits a Fourier analysis of the quadrature error. We provide generalL ^p error estimates assuming suitable smoothness conditions on the function under convolution.     

Quadrature formulae with free nodes for periodic functions

Summary. The problem of existence and uniqueness of a quadrature formula with maximal trignonometric degree of precision for 2-periodic functions with fixed number of free nodes of fixed different multiplicities at each node is considered. Our approach is based on some properties of the topological degree of a mapping with respect to an open bounded set and a given point. The explicit expression for the quadrature formulae with maximal trignometric degree of precision in the 2-periodic case of multiplicities is obtained. An error analysis for the quadrature with maximal trigonometric degree of precision is given. Received April 16, 1992/Revised version received June 21, 1993     

On the Smolyak cubature error for analytic functions

We consider Smolyak's construction for the numerical integration over the d‐dimensional unit cube. The underlying class of integrands is a tensor product space consisting of functions that are analytic in the Cartesian product of ellipses. The Kronrod–Patterson quadrature formulae are proposed as the corresponding basic sequence and this choice is compared with Clenshaw–Curtis quadrature formulae. First, error bounds are derived for the one‐dimensional case, which lead by a recursion formula to error bounds for higher dimensional integration. The applicability of these bounds is shown by examples from frequently used test packages. Finally, numerical experiments are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

An IMT-type quadrature formula with the same asymptotic performance as the DE formula

We propose an IMT-type quadrature formula which achieves the same asymptotic error estimate as the DE formula. The point of the idea is to optimize the parameters of the IMT-type transformation depending on the number of sampling points. We also show the performance of our IMT-type quadrature formula by numerical examples.     

A discussion of a new error estimate for adaptive quadrature

Previously D. P. Laurie has introduced a new and sharper error estimate for adaptive quadrature routines with the attractive property that the error is guaranteed to be in a small interval if some constraints are satisfied. In this paper we discuss how to test whether or not the constraints are satisfied, and we report a selection of results from our tests with one dimensional integrals to see how the error estimate works in practice. It turns out that we get a more economic routine using this error estimate, but the loss in reliability, even with the new tests, can be catastrophic.This work was supported by the Norwegian Research Council for Sciences and Huminaties.     

A modified Gaussian quadrature rule for integrals involving poles of any order

By applying the theory of completely symmetric functions we derive a Gaussian quadrature rule which generalizes that due to McNamee. A feature of this generalization is the inclusion of an explicit correction term taking account of the presence of poles (of any order) of the integrand close to the integration-interval. A numerical example is provided to illustrate the formulae.     

Error estimates of anti-Gaussian quadrature formulae

Anti-Gauss quadrature formulae associated with four classical Chebyshev weight functions are considered. Complex-variable methods are used to obtain expansions of the error in anti-Gaussian quadrature formulae over the interval [−1,1]$[-1,1]$. The kernel of the remainder term in anti-Gaussian quadrature formulae is analyzed. The location on the elliptic contours where the modulus of the kernel attains its maximum value is investigated. This leads to effective L^∞$L^{\infty }$-error bounds of anti-Gauss quadratures. Moreover, the effective L¹$L^1$-error estimates are also derived. The results obtained here are an analogue of some results of Gautschi and Varga (1983) [11], Gautschi et al. (1990) [9] and Hunter (1995) [10] concerning Gaussian quadratures.     

Gregory type quadrature based on quadratic nodal spline interpolation

Summary. Using a method based on quadratic nodal spline interpolation, we define a quadrature rule with respect to arbitrary nodes, and which in the case of uniformly spaced nodes corresponds to the Gregory rule of order two, i.e. the Lacroix rule, which is an important example of a trapezoidal rule with endpoint corrections. The resulting weights are explicitly calculated, and Peano kernel techniques are then employed to establish error bounds in which the associated error constants are shown to grow at most linearly with respect to the mesh ratio parameter. Specializing these error estimates to the case of uniform nodes, we deduce non-optimal order error constants for the Lacroix rule, which are significantly smaller than those calculated by cruder methods in previous work, and which are shown here to compare favourably with the corresponding error constants for the Simpson rule. Received July 27, 1998/ Revised version received February 22, 1999 / Published online January 27, 2000     

Theoretical and practical efficiency measures for symmetric interpolatory quadrature formulas

We study two criteria to evaluate quadrature formulas when used in automatic quadrature programs. The former consists of the computation of a quantity depending on both the truncation error behavior and the geometric properties of the nodes of the rule. This measure allows estimating the asymptotical computational cost in various abstract models of automatic quadrature. The latter is a testing technique which can be used to measure the efficiency of the formulas under consideration in a real environment. The relationships between the two criteria are investigated and the two approaches seem in good agreement.Work supported by CNR, Grant No. 93.00570.CT01.     

Schur complements on Hilbert spaces and saddle point systems

For any continuous bilinear form defined on a pair of Hilbert spaces satisfying the compatibility Ladyshenskaya–Babušca–Brezzi condition, symmetric Schur complement operators can be defined on each of the two Hilbert spaces. In this paper, we find bounds for the spectrum of the Schur operators only in terms of the compatibility and continuity constants. In light of the new spectral results for the Schur complements, we review the classical Babušca–Brezzi theory, find sharp stability estimates, and improve a convergence result for the inexact Uzawa algorithm. We prove that for any symmetric saddle point problem, the inexact Uzawa algorithm converges, provided that the inexact process for inverting the residual at each step has the relative error smaller than 1/3. As a consequence, we provide a new type of algorithm for discretizing saddle point problems, which combines the inexact Uzawa iterations with standard a posteriori error analysis and does not require the discrete stability conditions.