We present weighted quadrature for hierarchical B-splines to address the fast formation of system matrices arising from adaptive isogeometric Galerkin methods with suitably graded meshes. By exploiting a local tensor product structure, we extend construction rules spline setting. The proposed algorithm has computational cost proportional number degrees freedom and advantageous properties increa...

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised when selecting samples in kernel herding is equivalent to the posterior variance in Bayesian quadrature. We then show that sequential Bayesian quadrature ca...

We construct and analyze generalized Gaussian quadrature rules for integrands with endpoint singularities or near endpoint singularities. The rules have quadrature points inside the interval of integration and the weights are all strictly positive. Such rules date back to the study of Chebyshev sets, but their use in applications has only recently been appreciated. We provide error estimates an...

We study the dispersion and dissipation of the numerical scheme obtained by taking a weighted averaging of the consistent (finite element) mass matrix and lumped (spectral element) mass matrix for the small wavenumber limit. We find and prove that for the optimum blending the resulting scheme (a) provides 2p+4 order accuracy for p-th order method (two orders more accurate compared with finite a...

Last Time: We discussed quadrature rules, which are means of estimating integrals of functions using a weighted sum of function values. Among these, one of the simplest is the trapezoidal rule, which derives its name from the fact that it attempts to approximate the area under the curve using a trapezoid. Although it can be proved the accuracy of this rule increases quadratically with the numbe...

In recent years a number of authors have considered an error analysis for quadrature rules of Newton-Cotes type. In particular, the mid-point, trapezoid and Simpson rules have been investigated more recently ([2], [4], [5], [6], [11]) with the view of obtaining bounds on the quadrature rule in terms of a variety of norms involving, at most, the first derivative. In the mentioned papers explicit...

Abstract The objective of this research is to study numerical integral equation method (NIE) using five quadrature rules namely, composite midpoint rule, trapezoidal Simpson’s Boole’s rule and Gauss-Legendre for approximating the average run length on extended exponentially weighted moving (extended EWMA) control chart autoregressive process with explanatory variables when white noise follows a...

Recently the present author has given a new approach to numerical quadrature and derived new numerical quadrature formulas for finite range integrals with algebraic and/or logarithmic endpoint singularities. In the present work this approach is used to derive new numerical quadrature formulas for integrals of the form J"£" x"e~xf(x) dx and J"o° x"Ep(x)f(x) dx, where Ef(x) is the exponential int...

This work is devoted to the study of integration with respect to binomial measures. We develop interpolation quadrature rules and study their properties. Applying a local error estimate based on null rules, we test two automatic integrators with local quadrature rules that generalize the five points Newton Cotes formula.