A note on generalized averaged Gaussian formulas

We have recently proposed a very simple numerical method for constructing the averaged Gaussian quadrature formulas. These formulas exist in many more cases than the real positive Gauss–Kronrod formulas. In this note we try to answer whether the averaged Gaussian formulas are an adequate alternative to the corresponding Gauss–Kronrod quadrature formulas, to estimate the remainder term of a Gaussian rule.     

Fibonacci求积公式对具有有界混合差分的光滑函数类的误差估计

考虑对具有有界混合差分的二元光滑函数类Ｂ＾γ，ｐ，θ的求积公式，本文证明了Ｆｉｂｏｎａｃｃｉ求积公式是渐近最优的，并求出了春误差的渐近最优价。     

AN EXTREMAL APPROACH TO BIRKHOFF QUADRATURE FORMULAS

1. Introduction and Main ResultsIn tfor paPer we shaJl use the ddstions and notations of [3l. Let E = (e'k)7t' kt. be anincidence matrir with entries consisting of zeros and ones and satisfying lEl:= Z.,* ei* = n + 1(here we allow a zero row ). Furthermore, in wha follOws we assume that(A) E satisfies the P6lya condition(B) all sequences of E in the interior rows, 0 < i < m + 1, are even.Let Sm denote the set of poiats X = (xo, z1 l "') xm, x.+1) fOr whichand Sm its clOusure. If some O…     

Convergence of Gaussian quadrature formulas on infinite intervals

More general and stronger estimations of bounds for the fundamental functions of Hermite interpolation of high order on an arbitrary system of nodes on infinite intervals are given. Based on this result, convergence of Gaussian quadrature formulas for Riemann–Stieltjes integrable functions on an arbitrary system of nodes on infinite intervals is discussed.     

On computing rational Gauss-Chebyshev quadrature formulas

We provide an algorithm to compute the nodes and weights for Gauss-Chebyshev quadrature formulas integrating exactly in spaces of rational functions with arbitrary real poles outside . Contrary to existing rational quadrature formulas, the computational effort is very low, even for extremely high degrees, and under certain conditions on the poles it can be shown that the complexity is of order . This method is based on the derivation of explicit expressions for Chebyshev orthogonal rational functions, which are (thus far) the only examples of explicitly known orthogonal rational functions on with arbitrary real poles outside this interval.

     

Optimal quadrature formulas for Fourier coefficients in $W_2^{(m,m-1)}$ space

This paper studies the problem of construction of optimal quadrature formulas in the sense of Sard in the $W_2^{(m,m-1)}[0,1]$ space for calculating Fourier coefficients. Using S.~L.\ Sobolev''s method we obtain new optimal quadrature formulas of such type for $N 1\geq m$, where $N 1$ is the number of the nodes. Moreover, explicit formulas for the optimal coefficients are obtained. We investigate the order of convergence of the optimal formula for $m=1$. The obtained optimal quadrature formula in the $W_2^{(m,m-1)}[0,1]$ space is exact for $\exp(-x)$ and $P_{m-2}(x)$, where $P_{m-2}(x)$ is a polynomial of degree $m-2$. Furthermore, we present some numerical results, which confirm the obtained theoretical results.     

三步五阶迭代方法解非线性方程组

本文根据求积公式, 给出了三种求解非线性方程组的迭代方法, 并证明了所提出的三步迭代方法具有五阶收敛性. 最后给出了四个数值实例, 将本文的实验结果与现有的几种迭代方法的实验结果作了比较分析, 表明本文所提出的方法具有明显的优越性.     

A matricial computation of rational quadrature formulas on the unit circle

A matricial computation of quadrature formulas for orthogonal rational functions on the unit circle, is presented in this paper. The nodes of these quadrature formulas are the zeros of the para-orthogonal rational functions with poles in the exterior of the unit circle and the weights are given by the corresponding Christoffel numbers. We show how these nodes can be obtained as the eigenvalues of the operator Möbius transformations of Hessenberg matrices and also as the eigenvalues of the operator Möbius transformations of five-diagonal matrices, recently obtained. We illustrate the preceding results with some numerical examples.     

Efficiency of numerical integration algorithms related to divisor theory in cyclotomic fields

For function classes with dominant mixed derivative and bounded mixed difference in the metric ofL ^q (1<q≤2), quadrature formulas are constructed so that the following properties are achieved simultaneously: the grid is simple, the algorithm is efficient and close to the optimal algorithm for constructing the grid, and the order of the error on the power scale cannot be further improved. The caseq=2 was studied earlier. Translated fromMatematicheskie Zametki, Vol. 61, No. 2, pp. 297–301, February, 1997. Translated by N. K. Kulman     

Product Gaussian Quadrature on Circular Lunes

Resorting to recent results on subperiodic trigonometric quadrature, we provide three product Gaussian quadrature formulas exact on algebraic polynomials of degree $n$ on circular lunes. The first works on any lune, and has $n^2 +\mathcal{O}(n)$ cardinality. The other two have restrictions on the lune angular intervals, but their cardinality is $n^2/2 +\mathcal{O}(n)$.     

Numerical solution to a two-dimensional hypersingular integral equation and sound propagation in urban areas

A mathematical model of sound propagation from a noise source in urban areas is constructed. The exterior Neumann problem for the scalar Helmholtz equation is reduced to a system of hypersingular integral equations. A numerical method for solving the system of integral equations is described. The convergence of the quadrature formulas underlying the numerical method is estimated. Numerical results are presented for particular applications.     

Quadrature formulas for periodic functions and their application to the boundary element method

Two-dimensional and axisymmetric boundary value problems for the Laplace equation in a domain bounded by a closed smooth contour are considered. The problems are reduced to integral equations with a periodic singular kernel, where the period is equal to the length of the contour. Taking into account the periodicity property, high-order accurate quadrature formulas are applied to the integral operator. As a result, the integral equations are reduced to a system of linear algebraic equations. This substantially simplifies the numerical schemes for solving boundary value problems and considerably improves the accuracy of approximation of the integral operator. The boundaries are specified by analytic functions, and the remainder of the quadrature formulas decreases faster than any power of the integration step size. The examples include the two-dimensional potential inviscid circulation flow past a single blade or a grid of blades; the axisymmetric flow past a torus; and free-surface flow problems, such as wave breakdown, standing waves, and the development of Rayleigh-Taylor instability.     

一类广义Gauss型求积公式

基于被积函数在n次第一类和第二类Chebyshev多项式的零点处的差商,该本构造了两种Gauss型求积公式. 这些求积公式包含了某些已知结果作为特例.更重要的是这些新结果与Gauss-Turan求积公式有密切的联系.     

Numerical evaluation of finite Fourier integrals

A computationally efficient algorithm for evaluating Fourier integrals ∫¹_?1?(x)e^iωxdx using interpolatory quadrature formulas on any set of collocation points is presented. Examples are given to illustrate the performances of interpolatory formulas which are based on the applications of the Fejér, Clenshaw—Curtis, Basu and the Newton—Cotes points. Initially, the formulas for nonoscillatory integrals are generated and then generalizations to finite Fourier integrals are made. Extensions of this algorithm to some other weighted integrals are also considered.     

Chebyshev series method for computing weighted quadrature formulas

In this paper we study convergence and computation of interpolatory quadrature formulas with respect to a wide variety of weight functions. The main goal is to evaluate accurately a definite integral, whose mass is highly concentrated near some points. The numerical implementation of this approach is based on the calculation of Chebyshev series and some integration formulas which are exact for polynomials. In terms of accuracy, the proposed method can be compared with rational Gauss quadrature formula.     

Numerical Quadratures for Hadamard Hypersingular Integrals

In this paper,we develop Gaussian quadrature formulas for the Hadamard fi- nite part integrals.In our formulas,the classical orthogonal polynomials such as Legendre and Chebyshev polynomials are used to approximate the density function f(x)so that the Gaussian quadrature formulas have degree n-1.The error estimates of the formulas are obtained.It is found from the numerical examples that the convergence rate and the accu- racy of the approximation results are satisfactory.Moreover,the rate and the accuracy can be improved by choosing appropriate weight functions.     

About some quadrature formulas

In this paper, we studied a class of quadrature formulas obtained by using the connection between the monospline functions and the quadrature formulas. For this class we obtain the optimal quadrature formula with regard to the error and we give some inequalities for the remainder term of this optimal quadrature formula.      

Adaptive Quadrature—Revisited

First, the basic principles of adaptive quadrature are reviewed. Adaptive quadrature programs being recursive by nature, the choice of a good termination criterion is given particular attention. Two Matlab quadrature programs are presented. The first is an implementation of the well-known adaptive recursive Simpson rule; the second is new and is based on a four-point Gauss-Lobatto formula and two successive Kronrod extensions. Comparative test results are described and attention is drawn to serious deficiencies in the adaptive routines quad and quad8 provided by Matlab.     

Rational approximation to harmonic functions

Padé-type approximation is the rational function analogue of Taylor’s polynomial approximation to a power series. A general method for obtaining Padé-type approximants to Fourier series expansions of harmonic functions is defined. This method is based on the Newton-Cotes and Gauss quadrature formulas. Several concrete examples are given and the convergence behavior of a sequence of such approximants is studied. This revised version was published online in June 2006 with corrections to the Cover Date.     

Gaussian quadrature in Ramanujan’s Second Notebook

Ramanujan’s notebooks contain many approximations, usually without explanations. Some of his approximations to series are explained as quadrature formulas, usually of Gaussian type. Dedicated to the memory of Professor K G Ramanathan