An error bound for multidimensional quadrature is derived that includes the Koksma-Hlawka inequality as a special case. This error bound takes the form of a product of two terms. One term, which depends only on the integrand, is defined as a generalized variation. The other term, which depends only on the quadrature rule, is defined as a generalized discrepancy. The generalized discrepancy is a...

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...

Turetzkii [Uchenye Zapiski, Vypusk 1 (149) (1959), 31–55, (English translation in East J. Approx. 11 (2005) 337–359)] considered quadrature rules of interpolatory type with simple nodes, with maximal trigonometric degree of exactness. For that purpose Turetzkii made use of orthogonal trigonometric polynomials of semi–integer degree. Ghizzeti and Ossicini [Quadrature Formulae, Academie-Verlag, B...

Efficient, accurate, multi-dimensional, numerical integration has become an important tool for approximating the integrals which arise in modern economic models built on unobserved heterogeneity, incomplete information, and uncertainty. This paper demonstrates that polynomialbased rules out-perform number-theoretic quadrature (Monte Carlo) rules both in terms of efficiency and accuracy. To show...

This thesis presents a novel approach for the numerical solution of problems of diffraction by infinitely thin screens and apertures. The new methodology relies on combination of weighted versions of the classical operators associated with the Dirichlet and Neumann open-surface problems. In the two-dimensional case, a rigorous proof is presented, establishing that the new weighted formulations ...

We present a novel methodology for the numerical solution of problems of diffraction by infinitely thin screens in three dimensional space. Our approach relies on new integral formulations as well as associated high-order quadrature rules. The new integral formulations involve weighted versions of the classical integral operators associated with the thin-screen Dirichlet and Neumann problems as...

cretization of certain boundary integral equations on a very general class of two-dimensional domains with corner points. The resulting quadrature rules allow for the rapid high accuracy solution of Laplace’s equation and the Helmholtz equation on such domains. Our approach can be adapted to many other boundary value problems as well as to the case of surfaces with singularities in three dimens...

This article considers the error of the scrambled equidistribution quadrature rules in the worst-case, random-case, and average-case settings. The underlying space of integrands is a Hilbert space of multidimensional Haar wavelet series, Hwav . The asymptotic orders of the errors are derived for the case of the scrambled (λ, t,m, s)-nets and (t, s)-sequences. These rules are shown to have the b...

The order structure of the set of six operators connected with quadrature rules is established in the class of 3–convex functions. Convex combinations of these operators are studied and their error bounds for four times differentiable functions are given. In some cases they are obtained for less regular functions as in the classical results. Quadrature Rules, Inequalities and Error Bounds Szymo...