On Gregory- and modified Gregory-type corrections to Newton—Cotes quadrature

Gregory-type formulae associated with the class of composite Newton—Cotes quadrature rules of the closed type are established. Furthermore, it is shown how these formulae can be extended by introducing mixed interpolation functions which contain a polynomial and a trigonometric part. The case of the modified Gregory rules associated with the composite Simpson quadrature rule is worked out in detail. Also the error term is analysed and the obtained rules are numerically tested.     

Truncation error in interpolation and numerical differentiation

Summary A bound is obtained for the error incurred when derivatives are found in terms of differences. The method depends on the use of an auxiliary function, and it is shown that by appropriately choosing the auxiliary function one may considerably improve the estimate of the error, especially in the neighbourhood of a singularity. The result, in addition, provides an alternative form for the remainder term in interpolation formulae, and it can also be regarded as an extension of Cauchy's generalised mean-value theorem.     

Remarks on a unified theory for classical and generalized interpolation and extrapolation

A unified theory for generalized interpolation, as developed by Mühlbach, and classical polynomial interpolation is discussed. A fundamental theorem for generalized linear iterative interpolation is given and used to derive generalizations of the classical formulae due to Neville, Aitken and Lagrange. Using Mühlbach's definition of generalized divided differences, Newton's generalized interpolation formula, including an expression for the error term, is derived as a pure identity.     

Fourier and barycentric formulae for equidistant Hermite trigonometric interpolation

We consider the Hermite trigonometric interpolation problem of order 1 for equidistant nodes, i.e., the problem of finding a trigonometric polynomial t that interpolates the values of a function and of its derivative at equidistant points. We give a formula for the Fourier coefficients of t in terms of those of the two classical trigonometric polynomials interpolating the values and those of the derivative separately. This formula yields the coefficients with a single FFT. It also gives an aliasing formula for the error in the coefficients which, on its turn, yields error bounds and convergence results for differentiable as well as analytic functions. We then consider the Lagrangian formula and eliminate the unstable factor by switching to the barycentric formula. We also give simplified formulae for even and odd functions, as well as consequent formulae for Hermite interpolation between Chebyshev points.     

The Determination of Derivative Parameters for a Monotonic Rational Quadratic Interpolant

Explicit formulae are developed for determining the derivativeparameters of a monotonic interpolation method of Gregory &Delbourgo (1982).     

A nodal spline interpolant for the Gregory rule of even order

Summary The Gregory rule is a well-known example in numerical quadrature of a trapezoidal rule with endpoint corrections of a given order. In the literature, the methods of constructing the Gregory rule have, in contrast to Newton-Cotes quadrature,not been based on the integration of an interpolant. In this paper, after first characterizing an even-order Gregory interpolant by means of a generalized Lagrange interpolation operator, we proceed to explicitly construct such an interpolant by employing results from nodal spline interpolation, as established in recent work by the author and C.H. Rohwer. Nonoptimal order error estimates for the Gregory rule of even order are then easily obtained.     

Some algorithms for numerical quadrature using the derivatives of the integrand in the integration interval

Some quadrature formulae using the derivatives of the integrand are discussed. As special cases are obtained generalizations of both the ordinary and the modified Romberg algorithms. In all cases the error terms are expressed in terms of Bernoulli polynomials and functions.     

Bézier curves and interpolation in Riemannian manifolds

In a connected Riemannian manifold, generalised Bézier curves are C^∞ curves defined by a generalisation, in which line segments are replaced by minimal geodesics, of the classical de Casteljau algorithm. As in Euclidean space, these curves join their first and last control points. We compute the endpoint velocities and (covariant) accelerations of a generalised Bézier curve of arbitrary degree and use the formulae to express the curve's control points in terms of these quantities. These results allow generalised Bézier curves to be pieced together into C² splines, and thereby allow C² interpolation of a sequence of data points. For the case of uniform splines in symmetric spaces, we show that C² continuity is equivalent to a simple relationship, involving the global symmetries at knot points, between the control points of neighbouring curve segments. We also present some examples in hyperbolic 2-space.     

On the expected discounted penalty function at ruin of a surplus process with interest

In this paper, we study the expected value of a discounted penalty function at ruin of the classical surplus process modified by the inclusion of interest on the surplus. The ‘penalty’ is simply a function of the surplus immediately prior to ruin and the deficit at ruin. An integral equation for the expected value is derived, while the exact solution is given when the initial surplus is zero. Dickson’s [Insurance: Mathematics and Economics 11 (1992) 191] formulae for the distribution of the surplus immediately prior to ruin in the classical surplus process are generalised to our modified surplus process.     

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.     

伪双曲型方程的一个H1-Galerkin非协调混合元格式

讨论了一类伪双曲型方程的一个H1-Galerkin非协调混合有限元方法.利用插值算子的特殊性质,在半离散和全离散格式下,得到了与传统混合有限元相同的误差估计且不需要满足LBB条件.     

Full-Order Convergence of a Mixed Finite Element Method for Fourth-Order Elliptic Equations

By using a special interpolation operator and an elaborate element analysis, in this paper, we improve the classical error estimates to full order for a mixed finite element method for the fourth-order elliptic equations on the rectangular mesh. Therefore we obtain the truly optimal error estimates in view of the interpolation space for the first time.     

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     

An augmented mixed finite element method with Lagrange multipliers: A priori and a posteriori error analyses

In this paper, we provide a priori and a posteriori error analyses of an augmented mixed finite element method with Lagrange multipliers applied to elliptic equations in divergence form with mixed boundary conditions. The augmented scheme is obtained by including the Galerkin least-squares terms arising from the constitutive and equilibrium equations. We use the classical Babuška–Brezzi theory to show that the resulting dual-mixed variational formulation and its Galerkin scheme defined with Raviart–Thomas spaces are well posed, and also to derive the corresponding a priori error estimates and rates of convergence. Then, we develop a reliable and efficient residual-based a posteriori error estimate and a reliable and quasi-efficient Ritz projection-based one, as well. Finally, several numerical results illustrating the performance of the augmented scheme and the associated adaptive algorithms are reported.     

On Multivariate Interpolation

A new approach to interpolation theory for functions of several variables is proposed. We develop a multivariate divided difference calculus based on the theory of noncommutative quasi-determinants. In addition, intriguing explicit formulae that connect the classical finite difference interpolation coefficients for univariate curves with multivariate interpolation coefficients for higher dimensional submanifolds are established.     

Persistence and global stability of Bazykin predator–prey model with Beddington–DeAngelis response function

In this article, a predator–prey model of Beddington–DeAngelis type with discrete delay is proposed and analyzed. The essential mathematical features of the proposed model are investigated in terms of local, global analysis and bifurcation theory. By analyzing the associated characteristic equation, it is found that the Hopf bifurcation occurs when the delay parameter τ crosses some critical values. In this article, the classical Bazykin’s model is modified with Beddington–DeAngelis functional response. The parametric space under which the system enters into Hopf bifurcation for both delay and non-delay cases are investigated. Global stability results are obtained by constructing suitable Lyapunov functions for both the cases. We also derive the explicit formulae for determining the stability, direction and other properties of bifurcating periodic solutions by using normal form and central manifold theory. Our analytical findings are supported by numerical simulations. Biological implication of the analytical findings are discussed in the conclusion section.     

High accuracy analysis of a new nonconforming mixed finite element scheme for Sobolev equations

A nonconforming mixed finite element scheme is proposed for Sobolev equations based on a new mixed variational form under semi-discrete and Euler fully-discrete schemes. The corresponding optimal convergence error estimates and superclose property are obtained without using Ritz projection, which are the same as the traditional mixed finite elements. Furthemore, the global superconvergence is obtained through interpolation postprocessing technique. The numerical results show the validity of the theoretical analysis.     

Quadrature Rules for L 1-Weighted Norms of Orthogonal Polynomials

In this paper, we obtain L ¹-weighted norms of classical orthogonal polynomials (Hermite, Laguerre and Jacobi polynomials) in terms of the zeros of these orthogonal polynomials; these expressions are usually known as quadrature rules. In particular, these new formulae are useful to calculate directly some positive defined integrals as several examples show.

     

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.