Quadrature error expansions

Summary We continue the work of Part I, treating in detail the theory of numerical quadrature over a square [0, 1]² using anm ² copy,Q ^(m), of a one-point quadrature rule. As before, we determine the nature of an asymptotic expansion for the quadrature error functionalQ ^(m) F—IF in inverse powers ofm and related functions, valid for specified classes of the integrand functionF. The extreme case treated here is one in which the integrand function has a full-corner algebraic singularity. This has the formx y r, (x, y). Here , , and need not be integer, andr is (x ²+y ²)^/2 or some other similar homogeneous function. The error expansion forms the theoretic basis for the use of extrapolation, for this kind of integrand.This work was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under Contract W-31-109-Eng-38     

Quadrature formulas for Fourier coefficients

We consider quadrature formulas of high degree of precision for the computation of the Fourier coefficients in expansions of functions with respect to a system of orthogonal polynomials. In particular, we show the uniqueness of a multiple node formula for the Fourier-Tchebycheff coefficients given by Micchelli and Sharma and construct new Gaussian formulas for the Fourier coefficients of a function, based on the values of the function and its derivatives.     

General Gaussian Quadrature Formulas on Chebyshev Nodes

本文给出了基于（第一类及第二类）Ｃｈｅｂｙｓｈｅｖ节点的广义Ｇａｕｓ求积公式的Ｃｏｔｅｓ数的明显公式及其渐进性态．     

Rational quadrature formulae on the unit circle with arbitrary poles

Interpolatory quadrature rules exactly integrating rational functions on the unit circle are considered. The poles are prescribed under the only restriction of not lying on the unit circle. A computable upper bound of the error is obtained which is valid for any choice of poles, arbitrary weight functions and any degree of exactness provided that the integrand is analytic on a neighborhood of the unit circle. A number of numerical examples are given which show the advantages of using such rules as well as the sharpness of the error bound. Also, a comparison is made with other error bounds appearing in the literature. The work of the first author was supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grants MTM2006-13000-C03-02 and MTM2006-07186 and by UPM and Comunidad de Madrid under grant CCG06-UPM/MTM-539. The work of the second author was partially supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grant MTM2005-08571.     

Rational interpolation through the optimal attachment of poles to the interpolating polynomial

After recalling some pitfalls of polynomial interpolation (in particular, slopes limited by Markov's inequality) and rational interpolation (e.g., unattainable points, poles in the interpolation interval, erratic behavior of the error for small numbers of nodes), we suggest an alternative for the case when the function to be interpolated is known everywhere, not just at the nodes. The method consists in replacing the interpolating polynomial with a rational interpolant whose poles are all prescribed, written in its barycentric form as in [4], and optimizing the placement of the poles in such a way as to minimize a chosen norm of the error. This revised version was published online in June 2006 with corrections to the Cover Date.     

Gauss-Radau and Gauss-Lobatto interval quadrature rules for Jacobi weight function

In this paper we prove the existence and uniqueness of the Gauss-Lobatto and Gauss-Radau interval quadrature formulae for the Jacobi weight function. An algorithm for numerical construction is also investigated and some suitable solutions are proposed. For the special case of the Chebyshev weight of the first kind and a special set of lengths we give an analytic solution. The authors were supported in parts by the Swiss National Science Foundation (SCOPES Joint Research Project No. IB7320–111079 ``New Methods for Quadrature') and the Serbian Ministry of Science and Environmental Protection. Serbian Ministry of Science and Environmental Protection.     

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.     

Quadrature rules for rational functions

Summary. It is shown how recent ideas on rational Gauss-type quadrature rules can be extended to Gauss-Kronrod, Gauss-Turán, and Cauchy principal value quadrature rules. Numerical examples illustrate the advantages in accuracy thus achievable. Received June 21, 1999 / Revised version received September 14, 1999 / Published online June 21, 2000     

A survey of truncation error analysis for Padé and continued fraction approximants

To compute the value of a functionf(z) in the complex domain by means of a converging sequence of rational approximants {f _n(z)} of a continued fraction and/or Padé table, it is essential to have sharp estimates of the truncation error ¦f(z)–f _n(z)¦. This paper is an expository survey of constructive methods for obtaining such truncation error bounds. For most cases dealt with, {f _n(z)} is the sequence of approximants of a continued fractoin, and eachf _n(z) is a (1-point or 2-point) Padé approximant. To provide a common framework that applies to rational approximantf _n(z) that may or may not be successive approximants of a continued fraction, we introduce linear fractional approximant sequences (LFASs). Truncation error bounds are included for a large number of classes of LFASs, most of which contain representations of important functions and constants used in mathematics, statistics, engineering and the physical sciences. An extensive bibliography is given at the end of the paper.Research supported in part by the U.S. National Science Foundation under Grants INT-9113400 and DMS-9302584.     

Fast computation of adaptive wavelet expansions

In this paper we describe and analyze an algorithm for the fast computation of sparse wavelet coefficient arrays typically arising in adaptive wavelet solvers. The scheme improves on an earlier version from Dahmen et al. (Numer. Math. 86, 49–101, 2000) in several respects motivated by recent developments of adaptive wavelet schemes. The new structure of the scheme is shown to enhance its performance while a completely different approach to the error analysis accommodates the needs put forward by the above mentioned context of adaptive solvers. The results are illustrated by numerical experiments for one and two dimensional examples.     

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     

A matrix for determining lower complexity barycentric representations of rational interpolants

Among the representations of rational interpolants, the barycentric form has several advantages, for example, with respect to stability of interpolation, location of unattainable points and poles, and differentiation. But it also has some drawbacks, in particular the more costly evaluation than the canonical representation. In the present work we address this difficulty by diminishing the number of interpolation nodes embedded in the barycentric form. This leads to a structured matrix, made of two (modified) Vandermonde and one Löwner, whose kernel is the set of weights of the interpolant (if the latter exists). We accordingly modify the algorithm presented in former work for computing the barycentric weights and discuss its efficiency with several examples.     

On a class of Gauss-like quadrature rules

Summary. We consider a problem that arises in the evaluation of computer graphics illumination models. In particular, there is a need to find a finite set of wavelengths at which the illumination model should be evaluated. The result of evaluating the illumination model at these points is a sampled representation of the spectral power density of light emanating from a point in the scene. These values are then used to determine the RGB coordinates of the light by evaluating three definite integrals, each with a common integrand (the SPD) and interval of integration but with distinct weight functions. We develop a method for selecting the sample wavelengths in an optimal manner. More abstractly, we examine the problem of numerically evaluating a set of definite integrals taken with respect to distinct weight functions but related by a common integrand and interval of integration. It is shown that when it is not efficient to use a set of Gauss rules because valuable information is wasted. We go on to extend the notions used in Gaussian quadrature to find an optimal set of shared abcissas that maximize precision in a well-defined sense. The classical Gauss rules come out as the special case and some analysis is given concerning the existence of these rules when . In particular, we give conditions on the weight functions that are sufficient to guarantee that the shared abcissas are real, distinct, and lie in the interval of integration. Finally, we examine some computational strategies for constructing these rules. Received July 15, 1991     

The numerical evaluation of cauchy principal value integrals with non-standard weight functions

The authors develop an algorithm for the numerical evaluation of the finite Hilbert transform, with respect to non-standard weight functions, by a product quadrature rule. In particular, this algorithm allows us to deal with the weight functions with algebraic and/or logarithmic singularities in the interval [−1, 1], by using the Chebyshev points as quadrature nodes. The practical application of the rule is shown to be straightforward and to yield satisfactory numerical results. Convergence theorems are also given, when the nodes are the zeros of certain classical Jacobi polynomials and the weight is defined as a generalized Ditzian-Totik weight. This work was supported by the Ministero dell'Università e della Ricerca Scientifica e Tecnologica (first author) and by the Italian Research Council (second author).     

Convergence of Gauss type product formulas for the evaluation of two-dimensional Cauchy principal value integrals

The authors consider product rules of Gauss type for the numerical approximation of certain two-dimensional Cauchy principal value integrals with respect to generalized smooth Jacobi weight functions.Convergence results for these rules are given, and some asymptotic estimates of the remainder are established.Work sponsored by Italian Research Council and by the Ministero della Pubblica Istruzione of Italy.     

The need for knowledge and reliability in numeric computation: Case study of multivariate Padé approximation

In this paper we review and link the numeric research projects carried out at the Department of Mathematics and Computer Science of the University of Antwerp since 1978. Results have and are being obtained in various areas. A lot of effort has been put in the theoretical investigation of the multivariate Padé approximation problem using different definitions (see Sections 3 and 7). The numerical implementation raises two delicate issues. First, there is the need to see the wood for the trees again: switching from one to many variables greatly increases the number of choices to be made on the way (see Sections 1 and 5). Second, there is the typical problem of breakdown when computing ratios of determinants: the added value of interval arithmetic combined with defect correction turns out to be significant (see Sections 2 and 4). In Section 6 these two problems are thoroughly illustrated and the interested reader is taken by the hand and guided through a typical computation session. On the way some open problems are indicated which motivate us to continue our research mainly in the area of gathering and offering more knowledge about the problem domain on one hand, and improving the arithmetic tools and numerical routines for a reliable computation of the approximants on the other hand.     

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.     

Sharp estimates in terms of moduli of smoothness for compound cubature rules

Summary In 1980 Dahmen-DeVore-Scherer introduced a modulus of continuity which turns out to reflect invariance properties of compound cubature rules effectively. Accordingly, sharp error bounds are derived, the existence of relevant counterexamples being a consequence of a quantitative resonance principle, established previously.