In order to improve estimation accuracy of nonliear system with linear measurement model, simplified gauss hermite filter based on sparse grid gauss hermite quadrature (SGHF) is proposed. Comparing to conventional Gauss-Hermite filter (GHF) based on tensor product gauss quadrature rule, simplified SGHF not only maintains GHF’s advantage of precission controllable, high estimation accuracy, but ...

We present a family of four-point quadrature rule, a generalization of Gauss-two point, Simpson’s 3/8, and Lobatto four-point quadrature rule for twice-differentiable mapping. Moreover, it is shown that the corresponding optimal quadrature formula presents better estimate in the context of four-point quadrature formulae of closed type. A unified treatment of error inequalities for different cla...

In this article we study the implementation of the Nonlinear Galerkin method as a multiresolution method when a two-level Chebyshev-collocation discretization is used. A fine grid containing an even number of Gauss-Lobatto points is considered. The grid is decomposed into two coarse grids based on half as many Gauss-Radau points. This splitting suggests a decomposition of the unknowns in low mo...

Based on Lagrange and Hermite interpolation two novel versions of weak form quadrature element are proposed for a non-classical Euler-Bernoulli beam theory. By extending these concept two new plate elements are formulated using Lagrange-Lagrange and mixed Lagrange-Hermite interpolations for a non-classical Kirchhoff plate theory. The non-classical theories are governed by sixth order partial di...

A new boundary integral formulation of the second kind for exterior Stokes flow is introduced. The formulation is stable, complete, singularity-free, and natural for bodies of complicated shape and topology. We prove an existence and uniqueness result for the formulation for arbitrary flows and illustrate its performance via several numerical examples using a Nyström method with Gauss–Legendre ...

A mesh refinement method is described for solving a continuous-time optimal control problem using collocation at Legendre–Gauss–Radau points. The method allows for changes in both the number of mesh intervals and the degree of the approximating polynomial within a mesh interval. First, a relative error estimate is derived based on the difference between the Lagrange polynomial approximation of ...

Marcinkiewicz-Zygmund Inequalities involving the zeros {xkn} of Jacobi polynomials for the weight wα,β can take the form

Abstract. Let dμ be a nonnegative measure with support on the real axis and let α ∈ R be outside the convex hull of the support. This paper describes a new approach to determining recursion coefficients for Gauss quadrature rules associated with measures of the form dμ̌(x) := dμ(x)/(x − α)2l. The proposed method is based on determining recursion coefficients for a suitable family of orthonormal ...

A mesh refinement method is described for solving a continuous-time optimal control problem using collocation at Legendre-Gauss-Radau points. The method allows for changes in both the number of mesh intervals and the degree of the approximating polynomial within a mesh interval. First, a relative error estimate is derived based on the difference between the Lagrange polynomial approximation of ...