This paper concerns a class of deferred correction methods recently developed for initial value ordinary differential equations; such methods are based on a Picard integral form of the correction equation. These methods divide a given timestep [tn, tn+1] into substeps, and use function values computed at these substeps to approximate the Picard integral by means of a numerical quadrature. The m...

We study the kernel Kn,s(z) of the remainder term Rn,s( f ) of Gauss–Turán–Kronrod quadrature rules with respect to one of the generalized Chebyshev weight functions for analytic functions. The location on the elliptic contours where the modulus of the kernel attains its maximum value is investigated. This leads to effective L∞-error bounds of Gauss–Turán–Kronrod quadratures. Following Kronrod,...

This paper proposes a direct approach for solving optimal control problems. The time domain is divided into multiple subdomains, and a Lagrange interpolating polynomial using the Legendre–Gauss– Lobatto points is used to approximate the states and controls. The state equations are enforced at the Legendre–Gauss–Lobatto nodes in a nonlinear programming implementation by partial Gauss–Lobatto qua...

Recently Laurie presented a new algorithm for the computation of (2n+1)-point Gauss-Kronrod quadrature rules with real nodes and positive weights. This algorithm first determines a symmetric tridiagonal matrix of order 2n+ 1 from certain mixed moments, and then computes a partial spectral factorization. We describe a new algorithm that does not require the entries of the tridiagonal matrix to b...

In this work, we have theoretically analyzed and numerically evaluated the accuracy of high-order lattice Boltzmann (LB) models for capturing non-equilibrium effects in rarefied gas flows. In the incompressible limit, the LB equation is proved to be equivalent to the linearized Bhatnagar-Gross-Krook (BGK) equation. Therefore, when the same Gauss-Hermite quadrature is used, LB method closely ass...

We show that the weights of extended Gauss-Legendre quadrature rules are all positive.

It is shown that the Kronrod extension to the «-point Gauss integration rule, with respect to the weight function (1 x2)V~"2, 0 < M < 2, ju i= 1, is of exact precision 3n + 1 for n even and 3n + 2 for n odd. Similarly, for the (n-t-l)-point Lobatto rule, with — V¡ < M < 1, u ^ 0, the exact precision is 3n for n odd and 3n + 1 for n even.

A quadrature-based mixed Petrov-Galerkin finite element method is applied to a fourth-order linear ordinary differential equation. After employing a splitting technique, a cubic spline trial space and a piecewise linear test space are considered in the method. The integrals are then replaced by the Gauss quadrature rule in the formulation itself. Optimal order a priori error estimates are obtai...

Various concepts of orthogonality on the real line are reviewed that arise in connection with quadrature rules. Orthogonality relative to a positive measure and Gauss-type quadrature rules are classical. More recent types of orthogonality include orthogonality relative to a sign-variable measure, which arises in connection with Gauss-Kronrod quadrature, and power (or implicit) orthogonality enc...

Abstract. Gauss quadrature is a popular approach to approximate the value of a desired integral determined by a measure with support on the real axis. Laurie proposed an (n+1)-point quadrature rule that gives an error of the same magnitude and of opposite sign as the associated n-point Gauss quadrature rule for all polynomials of degree up to 2n + 1. This rule is referred to as an anti-Gauss ru...