نتایج جستجو برای: weighted quadrature rules

تعداد نتایج: 236444  

Journal: :SIAM J. Scientific Computing 2015
Nicholas Hale J. A. C. Weideman

The solutions of certain elliptic PDEs can be expressed as contour integrals of Dunford type. In this paper efficient contours and quadrature rules for the approximation of such integrals are proposed. The trapezoidal and midpoint rules are used in combination with a conformal mapping that fully exploits the analyticity of the integrand, leading to rapidly converging quadrature formulas of doub...

2010
Hiroki Yanagiwara WALTER GAUTSCHI HIROKI YANAGIWARA

According to a result of S. N. Bernstein, «-point Chebyshev quadrature formulas, with all nodes real, do not exist when n = 8 or n ä 10. Modifications of such quadrature formulas have recently been suggested by R. E. Barnhill, J. E. Dennis, Jr. and G. M. Nielson, and by D. Kahaner. We establish here certain empirical observations made by these authors, notably the presence of multiple nodes. We...

Journal: :Journal of Applied Probability 2008

2005
Sophia Rabe-Hesketh Anders Skrondal Andrew Pickles

Gauss–Hermite quadrature is often used to evaluate and maximize the likelihood for random component probit models. Unfortunately, the estimates are biased for large cluster sizes and/or intraclass correlations. We show that adaptive quadrature largely overcomes these problems. We then extend the adaptive quadrature approach to general random coefficient models with limited and discrete dependen...

Journal: :CoRR 2015
Chengtao Li Suvrit Sra Stefanie Jegelka

We address quadrature-based approximations of the bilinear inverse form u>A−1u, where A is a real symmetric positive definite matrix, and analyze properties of the Gauss, Gauss-Radau, and Gauss-Lobatto quadrature. In particular, we establish monotonicity of the bounds given by these quadrature rules, compare the tightness of these bounds, and derive associated convergence rates. To our knowledg...

2006
A. Ihsan Hascelik

Department of Mathematics, University of Gaziantep, Gaziantep, Turkey e-mail address : [email protected] Abstract For the practical estimation of the error of Gauss quadrature rules Gauss-Kronrod rules are widely used; but, it is well known that for the generalized Hermite weight function, ωα(x) = |x|2α exp(−x2) over [−∞,∞], real positive Gauss-Kronrod rules do not exist. Among the alternati...

2007
Karin Frank Stefan Heinrich

A notion of discrepancy is introduced, which represents the integration error on spaces of r-smooth periodic functions. It generalizes the diaphony and constitutes a periodic counterpart to the classical L2-discrepancy as well as r-smooth versions of it introduced recently by Paskov Pas93]. Based on previous work FH96], we develop an eecient algorithm for computing periodic discrepancies for qu...

2008
Walter Gautschi

When integrating functions that have poles outside the interval of integration, but are regular otherwise, it is suggested that the quadrature rule in question ought to integrate exactly not only polynomials (if any), but also suitable rational functions. The latter are to be chosen so as to match the most important poles of the integrand. We describe two methods for generating such quadrature ...

Journal: :CoRR 2016
Vladimir Puzyrev Quanling Deng Victor Calo

This paper introduces optimally-blended quadrature rules for isogeometric analysis and analyzes the numerical dispersion of the resulting discretizations. To quantify the approximation errors when we modify the inner products, we generalize the Pythagorean eigenvalue theorem of Strang and Fix. The proposed blended quadrature rules have advantages over alternative integration rules for isogeomet...

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