On the Universalityof the Gaussian Quadrature FormulaKnut
نویسنده
چکیده
Several deenitions of universality of an n-point quadrature formula Q n are discussed. Universality means that Q n is able to compete with the respective optimal formula in many classes of functions. It is proved in a certain sense that the Gaus-sian quadrature formula satisses such a universality criterion. The underlying classes of functions are In each of these classes, we loose at most the factor 22 3 n p n + 1 in the error estimate if we take the n-point Gaussian formula instead of the respective optimal formula. Note that the optimal formulae are (probably) diierent for diierent s , while there is just one Gaussian formula.
منابع مشابه
Efficient quadrature rules for a class of cordial Volterra integral equations: A comparative study
A natural algorithm with an optimal order of convergence is proposed for numerical solution of a class of cordial weakly singular Volterra integral equations. The equations of this class appear in heat conduction problems with mixed boundary conditions. The algorithm is based on a representation of the solution and compound Gaussian quadrature rules with graded meshes. A comparative stud...
متن کاملA hybrid method to find cumulative distribution function of completion time of GERT networks
This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...
متن کاملA Survey of Gauss-Christoffel Quadrature Formulae
4. 4.1. 4.1.1. 4.1.2. 4.1.3. 4.2. 4.3. Gaussian quadrature with preassigned nodes Christoffel's work and related developments Kronrod's extension of quadrature rules Gaussian quadrature with multiple nodes The quadrature formula of Turan Arbitrary multiplicities and preassigned nodes Power-orthogonal polynomials Constructive aspects and applications Further miscellaneous extensions Product-type...
متن کاملStopping functionals for Gaussian quadrature formulas
Gaussian formulas are among the most often used quadrature formulas in practice. In this survey, an overview is given on stopping functionals for Gaussian formulas which are of the same type as quadrature formulas, i.e., linear combinations of function evaluations. In particular, methods based on extended formulas like the important Gauss-Kronrod and Patterson schemes, and methods which are bas...
متن کاملOn the computation of Macdonald functions by numerical quadrature
The use of Gaussian quadrature formulae is explored for the computation of the Macdonald function Kν(x) = ∫ ∞ 0 e cosh t cosh νt dt when x > 0 and ν is complex, ν = α+ iβ. It is shown that Gaussian quadrature with weight function w(t) = exp(−et) on [0,∞] is a viable approach, unless x is small and/or β large, but in combination with Gauss–Legendre quadrature, even in these latter cases.
متن کامل