Numerische Mathematik
|
|
- Darren Parsons
- 6 years ago
- Views:
Transcription
1 Numer. Math. (2000) 86: Digital Object Identifier (DOI) /s Numerische Mathematik Quadrature rules for rational functions Walter Gautschi 1, Laura Gori 2, M. Laura Lo Cascio 2 1 Department of Computer Sciences, Purdue University, West Lafayette, IN , USA 2 Dipartimento MeMoMat, Università di oma La Sapienza, Via A. Scarpa 16, oma, Italy eceived June 21, 1999 / evised version received September 14, 1999 / Published online June 21, 2000 c Springer-Verlag 2000 Summary. It is shown how recent ideas on rational Gauss-type quadrature rules can be extended to Gauss-Kronrod, Gauss-Turán, and Cauchy principal value quadrature rules. Numerical examples illustrate the advantages in accuracy thus achievable. Mathematics Subject Classification (1991): 65D32 0. Introduction The idea of constructing quadrature rules that are exact for rational functions with prescribed poles, rather than for polynomials, has received some attention in recent years; see, e.g., [9], [10], [11], [2], [4]. These rational quadrature rules have proven to be quite effective if the poles are chosen so as to simulate the poles present in the integrand; see [3] for an application to integrals occurring in solid state physics. The work so far has been exclusively centered around quadrature rules of Gaussian or Newton-Cotes type. Here we construct rational versions of other important quadrature rules, specifically the Gauss-Kronrod and the Gauss-Turán rule, and Cauchy principal value quadrature rules. It is found that the accuracy is enhanced similarly as has been observed for Gauss-type quadrature rules. 1. ational Gauss-Kronrod quadrature Let dλ(t) be a positive measure on the real line and {τν G } n the nodes of the n-point Gaussian quadrature rule for dλ. The Gauss-Kronrod rule is Correspondence to: W. Gautschi
2 618 W. Gautschi et al. a formula of the type (1.1) g(t)dλ(t) = n n+1 λ K ν g(τν G )+ λ K µ g(τµ K )+n K (g), which is exact for all polynomials of degree 3n +1. Here, in analogy to [2], [4], we are interested in making (1.1) exact on the space of dimension 3n +2, (1.2) S 3n+2 = Q m P 3n+1 m, 0 m 3n +2, where (1.3) Q m = span{g : g(t) =(1+ζ µ t) r,r=1, 2,...,r µ, M µ =1, 2,...,M; r µ = m}, and P k is the space of polynomials of degree k (with Q 0 =, P 1 = the empty sets). The ζ µ are real or complex numbers satisfying (1.4) ζ µ 0, 1+ζ µ t 0on supp(dλ), µ =1, 2,...,M. Exactly as in [2], one proves the following theorem. Theorem 1.1. Let (1.5) ω m (t) = M (1 + ζ µ t) rµ (a polynomial of exact degree m). Assume that the measure dλ/ω m admits a (2n +1)-point (ordinary) Gauss-Kronrod formula (1.6) p(t) dλ(t) ω m (t) = n n+1 wν K p(t G ν )+ wµ K p(t K µ ), all p P 3n+1, having nodes t G ν and t K µ t G ν contained in the support of dλ. Define (1.7) τν G = t G ν,τµ K = t K µ ; λ K ν = wν K ω m (t G ν ), λ K µ = wµ K ω m (t K µ ). Then the formula (1.1) is exact on the space S 3n+2 defined in (1.2) and (1.3). ecall that the t G ν in (1.6) are the zeros of ˆπ n ( )=π n ( ; dλ/ω m ),the polynomial of degree n orthogonal with respect to the measure dλ/ω m, and t K µ are the zeros of the polynomial πn+1 of degree n +1orthogonal to all lower-degree polynomials relative to the (oscillating) measure ˆπ n dλ/ω m.
3 Quadrature rules for rational functions 619 We present numerical results analogous to those in Examples 4.1 and 4.2 of [4]. To compute the Gauss-Kronrod formula (1.6), we first use a fortran implementation of an algorithm due to Laurie [8] to generate the required Jacobi-Kronrod matrix (cf. [5]). As input to this routine, one needs sufficiently many recursion coefficients for the orthogonal polynomials ˆπ k. These are obtained by a double-precision version of the routine abmod of [4]. Finally, a double-precision version of the procedure gqrat of [4] is used to compute the rational Gauss formulae when applicable (i.e., when m 2n; cf. [4]), and the desired Gauss-Kronrod formulae. Example 1.1. I 1 (ω) = 1 1 πt/ω sin(πt/ω) dt, ω > 1. Here, dλ(t) =dt on [ 1, 1], and the integrand has simple real poles at ω, ω, 2ω, 2ω,.... This suggests taking r µ =1,M = m in (1.3), and (1.8) ζ µ = ( 1)µ, µ =1, 2,...,m. ω µ+1 2 In view of symmetry, we choose m even, specifically m =2 3n+2 2, m = 2n, m =2 n+1 2, m =2, and, for comparison, m =0. esults obtained (in IEEE double-precision arithmetic) by means of the rational Gauss and the rational Gauss-Kronrod formulae for dλ(t) =dt on [ 1, 1], along withthe respective relative errors, are shown in Table 1.1 for ω =2, ω =1.5, and ω =1.1. The true values of I 1 (ω) needed to compute errors are obtained by Maple to 20 decimals. Incidentally, it was noted by Maple that for ω =2the value is expressible in terms of the Catalan constant C as I 1 (2)=8C/π. It can be seen that for each fixed n the larger m>0, i.e., the more poles of the integrand are taken into account, the smaller the error in both quadrature rules. (There are a few exceptions when the error is near the machine precision.) Compared to ordinary Gauss and Gauss-Kronrod rules (m =0), the improvement is rather spectacular, even if only one pair of poles (m =2) is incorporated. Example 1.2. I 2 (ω) = 1 t 1/2 Γ (1+t) 0 t+ω dt, ω > 0. Again, all poles of the integrand are real and simple, now located at 1, 2, 3,... and at ω. Furthermore, dλ(t) =t 1/2 dt on [0, 1]. We may therefore put r µ =1,M = m in (1.3) and (1.9) ζ µ = 1 µ, µ =1, 2,...,m 1; ζ m = 1 ω. The corresponding rational Gauss and Gauss-Kronrod quadratures are applied withthe same values of m as in Example 1.1, and for ω =2, ω =1, and ω =.5. The true values of I 2 (ω) are again obtained by Maple to 20 decimals.
4 620 W. Gautschi et al. Table 1.1. Numerical results for Example 1.1, ω = 2, 1.5, and 1.1 omega = 2.0 n m rat G rat GK err ratg err ratgk D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-15 omega = 1.5 n m rat G rat GK err ratg err ratgk D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-15
5 Quadrature rules for rational functions 621 Table 1.1. (continued) D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-15 omega = 1.1 n m rat G rat GK err ratg err ratgk D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-07
6 622 W. Gautschi et al. Table 1.2. Numerical results for Example 1.2, ω =0.5 n m rat G rat GK err ratg err ratgk D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-14 The results are similar to those in Example 1.1, except that convergence is generally faster for bothquadrature rules and, curiously, smaller values of m>0 give slightly better results than larger values. We show in Table 1.2 as representative only the results for ω = ational Gauss-Turán quadrature With dλ(t) the measure introduced in 1, we now wishto construct a quadrature formula of the type (2.1) which is exact on g(t)dλ(t) = n 2s λ (σ) ν g (σ) (τ ν )+n T (g) σ=0 (2.2) S 2(s+1)n = Q m P 2(s+1)n m 1, 0 m 2(s +1)n, with Q m, P k as defined in (1.3) (1.4). If m =0, this is the classical Gauss- Turán formula, exact for all polynomials of degree 2(s +1)n 1.
7 Quadrature rules for rational functions 623 Theorem 2.1. Let ω m be defined as in Theorem 1.1. Assume that the measure dλ/ω m admits an (ordinary) Gauss-Turán formula (2.3) p(t) dλ(t) ω m (t) = n 2s w ν (σ)t p (σ) (t T ν ), all p P 2(s+1)n 1, σ=0 having nodes t T ν contained in the support of dλ. Define (2.4) 2s ( ρ ) λ (σ) ν = w ν (ρ)t ω m (ρ σ) (t T ν ), ν =1, 2,...,n, σ =0, 1,...,2s, σ ρ=σ (2.5) τ ν = t T ν, ν =1, 2,...,n. Then the formula (2.1) is exact on the space S 2(s+1)n defined in (2.2) Proof. To prove exactness on S 2(s+1)n, let g be an arbitrary element of this space. Then either g Q m or g P 2(s+1)n m 1. In either case ω m g P 2(s+1)n 1. Indeed, if g Q m, say g(t) =(1+ζ µ t) r, then ω m g P m r, and m 2(s +1)n, r 1 yields the assertion. In the other case, the assertion is trivial. Consequently, by (2.3), g(t)dλ(t) = ω m (t)g(t) dλ(t) n 2s ω m (t) = w ν (ρ)t (ω m g) (ρ) (t T ν ). ρ=0 Applying Leibniz s rule of differentiation followed by an interchange of summation, we obtain for the inner sum 2s w ν (ρ)t ρ=0 2s ρ σ=0 2s = g (σ) (t T ν ) σ=0 2s = σ=0 ( ρ σ ) ω (ρ σ) m (t T ν )g (σ) (t T ν ) ρ=σ λ (σ) ν g (σ) (τ ν ), w (ρ)t ν ( ρ σ ) ω (ρ σ) m (t T ν ) the last expression by definition of λ (σ) ν and τ ν in (2.4) and (2.5), respectively. Summing over ν yields (2.1) withzero remainder term. ecall that the t T ν in (2.3) are the zeros of π n,s thenth-degree s- orthogonal polynomial relative to the measure dλ/ω m. This polynomial, and its zeros, are computed by a procedure described in [6, 2], which requires the solution of a system of 2n nonlinear equations for certain implicitly
8 624 W. Gautschi et al. defined recursion coefficients. For n =1, 2, 3,... we sequentially call on the MINPACK procedure hybrd1 to solve this system, using as initial approximation the solution of the preceding system (if n>1), suitably extended. The weights w ν (σ)t are then computed following the procedure in [6, 3] (where dλ has to be replaced by dλ/ω m ). In our numerical examples all poles are simple and real, so that ω m has the form m ω m (t) = (1 + ζ µ t). Moreover, 1+ζ µ t>0on the support of dλ. Computing the rational Gauss- Turán formula (2.1), (2.4) requires successive derivatives of ω m (cf. (2.4)). For simplicity, we do the computations only for s =1and s =2, so that at most four derivatives of ω m are needed. To compute them, let m ( ) k ζµ s k (t) =, k =1, 2, 3,..., 1+ζ µ t and note that From ω m ω m = s k (t) = ks k+1(t). m ζ µ 1+ζ µ t = s 1(t), that is, ω m = s 1 ω m, one obtains by repeated differentiation ω m = s 1 ω m + s 1 ω m = s 2 ω m + s 1 s 1 ω m =( s 2 + s 2 1 )ω m, ω m =( s 2 +2s 1s 1 )ω m +( s 2 + s 2 1 )s 1ω m =(2s 3 2s 1 s 2 )ω m +( s 1 s 2 + s 3 1 )ω m =(2s 3 3s 1 s 2 + s 3 1 )ω m, ω m =(2s 3 3s 1 s 2 3s 1 s 2 +3s2 1 s 1 )ω m +(2s 3 3s 1 s 2 + s 3 1 )s 1ω m =( 6s 4 +3s s 1s 3 3s 2 1 s 2)ω m +(2s 1 s 3 3s 2 1 s 2 + s 4 1 )ω m =( 6s 4 +8s 1 s 3 +3s 2 2 6s2 1 s 2 + s 4 1 )ω m, etc. The first example is meant to test our computer programming. ( 1+ ) 5 dt. Example 2.1. I = 1 1 The exact value of the integral is (2.6) I = 2 + log ζ µ 1+ζ µt 5 1+ζ µ 1 ζ µ,
9 Quadrature rules for rational functions 625 Table 2.1. Test results for Example 2.1 s n m rat GTerr D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-15 and the rational Gauss-Turán formula with dλ(t) =dt on [ 1, 1] and Q m as defined in (1.3), where r µ = 1,M = m, should yield exact results whenever 5 m<2(s +1)n. This has been confirmed numerically for the ζ µ in (1.8), ω =1.1, m =2, m =2 (n +1)/2, m =2n, with s either 1 or 2, and is illustrated in the top half of Table 2.1 for m =2n. If m =2(s+1)n, the polynomial part in (2.2) is empty, and hence the constant 1 will in general not be integrated exactly. This is illustrated in the bottom half of Table 2.1, where the errors are definitely not zero at the beginning, although they approach zero rather rapidly as n increases, more so for s =2 than for s =1. If the constant 1 in the integrand of I is removed and, accordingly, also the 2 in (2.6), then one gets exact results also in the limit case m =2(s +1)n as soon as m>5. For purposes of comparison, we show in Table 2.2 the results of ordinary Gauss-Turán quadrature (m =0). Example 2.2. The integral I 1 (ω) of Example 1.1.
10 626 W. Gautschi et al. Table 2.2. Ordinary Gauss-Turán quadrature for Example 2.1 s n m Gauss-Turan err D D D D D D D D D D D D D D D D D D D D-14 In order to apply Gauss-Turán quadrature to this integral, we must compute successive derivatives (the first four if 1 s 2) of the function f(x) = x sin x. An elementary computation (or Maple) yields f (x) sin x =1 x cot x, f (x) sin x = x 2 cot x +2x cot 2 x, f (x) sin x =3 5x cot x + 6 cot 2 x 6x cot 3 x, f (x) sin x =5x 20 cot x 24 cot 3 x +28x cot 2 x +24x cot 4 x, the limiting values at x =0being respectively 0, 1 3, 0, To avoid cancellation effects near the origin x =0, we compute these derivatives in quadruple precision, before rounding them to double precision. The results of the rational Gauss-Turán quadratures are shown in Table 2.3 for ω =1.1, with m =2(s +1)n, m =2n, m =2 (n +1)/2, m =2, and with m =0for conparison. For the same s and n, the accuracy can be seen to be markedly better for larger values of m, and significantly so when compared with m =0. 3. ational Gauss formulae for Cauchy principal value integrals We consider now Gaussian quadrature rules for Cauchy principal value integrals g(t)dλ(t)/(t x), where x is contained in the interior of the
11 Quadrature rules for rational functions 627 Table 2.3. Numerical results for Example 2.2, ω =1.1 s n m rat GTerr D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-15
12 628 W. Gautschi et al. Table 2.3. (continued) D D D D D D D D D D D D D D D D D D D D-04 support of dλ. The elevated degree of exactness characteristic for Gausstype quadrature formulae is achievable only if x is taken to be one of the quadrature nodes. Letting (3.1) λ 0 (x) = dλ(t) n t x λ ν τ ν x, the formula can be written in the form (cf. [1, 3.2.1]) (3.2) g(t) n t x dλ(t) = λ ν τ ν x g(τ ν)+λ 0 (x)g(x)+n C (g). We are interested in making this exact in spaces containing both polynomials and rational functions. An appropriate space for (3.2) is (3.3) S 2n+1 = Q m P 2n m, 0 m 2n, with Q m, P k as defined in (1.3) (1.4). Theorem 3.1. Let ω m be defined as in Theorem 1.1. Assume that the measure dλ/ω m admits an (ordinary) n-point Gaussian quadrature formula (3.4) p(t) dλ(t) n ω m (t) = wν G p(t G ν ), all p P 2n 1 having nodes t G ν x contained in the support of dλ. Define (3.5) τ ν = t G ν, λ ν = w G ν ω m (t G ν ). Then the formula (3.2) is exact on the space S 2n+1 defined in (3.3). Proof. Ifg S 2n+1, then (3.6) ω m (t) g(t) g(x) t x P 2n 1.
13 Quadrature rules for rational functions 629 Indeed, if g P 2n m, this is obvious. If g Q m, say g(t) =(1+ζ µ t) r, 1 r r µ, then ( ) g(t) g(x) = (1 + ζ µt) r (1 + ζ µ x) r 1 1+ζµt r =(1+ζ µ t) r 1+ζ µx, t x t x t x where the ratio on the right is a polynomial (in t) of degree r 1. Therefore, the function (of t) on the left of (3.6) is a polynomial in P m r+r 1 = P m 1 P 2n 1, since m 2n. We now use the familiar decompositon g(t) t x dλ(t) = g(t) g(x) dλ(t) ω m (t) t x ω m (t) + g(x) dλ(t) t x. Because of (3.6), if g S 2n+1, we can apply (3.4) to the first integral on the right, giving g(t) n t x dλ(t) = wν G ω m (t G ν ) g(tg ν ) g(x) t G + g(x) dλ(t) ν x t x n g(τ ν ) g(x) = λ ν + g(x) dλ(t) τ ν x t x by virtue of (3.5). Thus, g(t) t x dλ(t) = (3.7) n λ ν τ ν x g(τ ν) { +g(x) dλ(t) n t x λ ν τ ν x whichproves (3.2) withzero remainder. emark 3.1. If m n there is an alternative expression for λ 0 (x) in (3.1), which is in terms of the orthogonal polynomials p n ( )=p n ( ; dλ) relative to the original measure dλ. Indeed, if we define (3.8) q n (x) = p n(t) t x dλ(t), then (3.1 ) λ 0 (x) = q n(x) n p n (x) This follows readily from the identity p n (x) dλ(t) t x = λ ν τ ν x p n(τ ν ) ω m (t) p n(x) p n (t) t x. dλ(t) ω m (t) + q n(x), },
14 630 W. Gautschi et al. if we apply (3.4) to the integral on the right. This is legitimate if m+n 1 2n 1, i.e., if m n. For m =0we have ω m (t) =1, and the orthogonal polynomials π n and p n coincide. In particular, the nodes τ ν are the zeros of p n, and (3.1 ) simplifies to the (well-known) formula (3.1 ) λ 0 (x) = q n(x) (m =0). p n (x) The p k (x), q k (x) are solutions of the basic three-term recurrence relation for the measure dλ, (3.9) y k+1 =(x a k )y k b k y k 1, k =0, 1, 2,..., withinitial conditions p 1 (x) =0,p 0 (x) =1 and q 1 = 1, q 0 (x) = dλ(t) t x. (The coefficient b 0 in (3.9) must be defined by b 0 = dλ(t).) Serious numerical problems arise in the use of (3.2) when x is close to one of the quadrature nodes in (3.5), say τ µ. Indeed, as x approaches τ µ, one term in the quadrature sum tends to + and another to, even though there is a finite limit. To cope with this difficulty, one might want to write the quadrature sum in (3.7) as (3.7 ) λ ν τ ν x g(τ ν)+g(x) dλ(t) ν µ t x λ ν τ ν x + λ µ ν µ and evaluate the last term with special care. Our first example is an adaptation of Example Example 3.1. I(ω, x) = g(τ µ ) g(x) τ µ x πt/ω dt,ω>1, 1 <x<1. 1 sin(πt/ω) t x πt/ω sin(πt/ω) and dλ(t) =dt. The space Q m is constructed Here, g(t) = as described in Example 1.1. esults of the application of (3.2) to evaluate I(ω, x) are shown in Table 3.1 for ω =1.1, x =.95, and m =2n, m =2 n/2, m =2. As expected, the more poles of g are incorporated, the more accurate the results. If m = 0 (i.e., the poles are ignored), it takes a 38-point quadrature rule (3.2) to achieve results close to machine (double) precision. The (relative) errors are computed by comparison with quadruple-precision results. Example 3.2. Generalized Bose-Einstein integral G k (η, θ) = tk θt e η+t, η > 0, θ
15 Quadrature rules for rational functions 631 Table 3.1. Numerical results for Example 3.1, ω =1.1, x =.95 n m integral err D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D-15 For η < 0 and k = 1 2, 3 2, 5 2, these integrals are widely used in solid state physics. Positive values of η, however, do not seem to have physical meaning. Nevertheless, from a computational point of view, consideration of these (now Cauchy principal value) integrals may be of interest. The role of x in (3.2) is now played by η, which becomes more evident if the integral is written in the form G k (η, θ) = 0 t θt t η t k 1 e t dt. e η e t t η
16 632 W. Gautschi et al. Table 3.2. The Hilbert transform (3.8) for x =1 α λ 0(1,α) 1/ / / Table 3.3. Numerical results for Example 3.2, k = 1 2, η =1, θ =10 4, m =2n n m G err D D D D D D D D D D D D D D D D-12 Thus, g(t) = t θt, d(η, t) = e η e t d(η, t) t η and dλ(t) =t k 1 e t dt on [0, ] is a generalized Laguerre measure. Some care is required in the evaluation of d(η, t) for t close (or equal) to η. We suggest Taylor expansion d(η, t) =e η ν=0 ( 1) ν (ν + 1)! (t η)ν, say for t η 1, and direct evaluation otherwise. The biggest challenge in applying the method of Theorem 3.1 to this example is the computation of the Hilbert transform (3.8) λ 0 (x,α)= 0 tα e t t x dt, α = k 1, x>0. We refer, however, to [7] for a detailed discussion of computing this transform (as well as the one for the Hermite measure). For the three values k = 1 2, 3 2, 5 2 of interest here, taking, for example, x =1, one finds the values in Table 3.2.
17 Quadrature rules for rational functions 633 The desired integral is now easily computed, using the software in [4] to generate the weights λ ν and nodes τ ν. esults obtained in IEEE double precision are shown in Table 3.3 for k = 1 2, η =1, θ =10 4, and m =2n. We also experimented with other choices of m, specifically with m = 2 n/2, m =2, and m =0. Interestingly, the first of these led to somewhat faster convergence than m =2n, but the other two choices yielded distinctly slower convergence, requiring values of n =11and n =23, respectively, to achieve the same accuracy. esults for k = 3 2 and k = 5 2 are similar. eferences 1. Gautschi, W. (1981) A survey of Gauss-Christoffel quadrature formulae. In E.B. Christoffel: The influence of his work on mathematics and the physical sciences, P.L. Butzer, F. Fehér, (eds.) Birkhäuser, Basel, pp Gautschi, W. (1993) Gauss-type quadrature rules for rational functions. In Numerical integration IV, H. Brass and G. Hämmerlin,(eds.) International Series of Numerical Mathematics, vol Birkhäuser, Basel, pp Gautschi, W. (1993) On the computation of generalized Fermi-Dirac and Bose-Einstein integrals, Comput. Phys. Comm. 74, Gautschi, W. (1999) Algorithm 793: GQAT Gauss quadrature for rational functions. ACM Trans. Math. Software 25, Gautschi, W. (1999) Orthogonal polynomials and quadrature. Electr. Trans. Numer. Math. 9, Gautschi, W., Milovanović, G.V. (1997) s-orthogonality and construction of Gauss- Turán-type quadrature formulae. J. Comput. Appl. Math. 86, Gautschi, W., Waldvogel, J.. Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions (submitted for publication) 8. Laurie, D.P. (1997) Calculation of Gauss-Kronrod quadrature rules. Math. Comp. 66, López Lagomasino, G. and Illán, J. (1984) A note on generalized quadrature formulas of Gauss-Jacobi type. In Constructive theory of functions. Publ. House Bulgarian Acad. Sci., Sofia, pp López Lagomasino, G. and Illán Gonzales, J. (1987) Sobre los métodos interpolatorios de integración numérica y su conexión con la aproximación racional. ev. Ciencias Matém. 8, (2), Van Assche, W., Vanherwegen, I. (1993) Quadrature formulas based on rational interpolation. Math. Comp. 61,
Gauss-type Quadrature Rules for Rational Functions
Gauss-type Quadrature Rules for Rational Functions arxiv:math/9307223v1 [math.ca] 20 Jul 1993 Walter Gautschi Abstract. When integrating functions that have poles outside the interval of integration, but
More informationThe Hardy-Littlewood Function: An Exercise in Slowly Convergent Series
The Hardy-Littlewood Function: An Exercise in Slowly Convergent Series Walter Gautschi Department of Computer Sciences Purdue University West Lafayette, IN 4797-66 U.S.A. Dedicated to Olav Njåstad on the
More informationGENERALIZED GAUSS RADAU AND GAUSS LOBATTO FORMULAE
BIT 0006-3835/98/3804-0101 $12.00 2000, Vol., No., pp. 1 14 c Swets & Zeitlinger GENERALIZED GAUSS RADAU AND GAUSS LOBATTO FORMULAE WALTER GAUTSCHI 1 1 Department of Computer Sciences, Purdue University,
More informationThe Hardy-Littlewood Function
Hardy-Littlewood p. 1/2 The Hardy-Littlewood Function An Exercise in Slowly Convergent Series Walter Gautschi wxg@cs.purdue.edu Purdue University Hardy-Littlewood p. 2/2 OUTLINE The Hardy-Littlewood (HL)
More informationCOMPUTATION OF BESSEL AND AIRY FUNCTIONS AND OF RELATED GAUSSIAN QUADRATURE FORMULAE
BIT 6-85//41-11 $16., Vol. 4, No. 1, pp. 11 118 c Swets & Zeitlinger COMPUTATION OF BESSEL AND AIRY FUNCTIONS AND OF RELATED GAUSSIAN QUADRATURE FORMULAE WALTER GAUTSCHI Department of Computer Sciences,
More informationSummation of Series and Gaussian Quadratures
Summation of Series Gaussian Quadratures GRADIMIR V. MILOVANOVIĆ Dedicated to Walter Gautschi on the occasion of his 65th birthday Abstract. In 985, Gautschi the author constructed Gaussian quadrature
More informationVariable-precision recurrence coefficients for nonstandard orthogonal polynomials
Numer Algor (29) 52:49 418 DOI 1.17/s1175-9-9283-2 ORIGINAL RESEARCH Variable-precision recurrence coefficients for nonstandard orthogonal polynomials Walter Gautschi Received: 6 January 29 / Accepted:
More informationOn summation/integration methods for slowly convergent series
Stud. Univ. Babeş-Bolyai Math. 6(26), o. 3, 359 375 On summation/integration methods for slowly convergent series Gradimir V. Milovanović Dedicated to Professor Gheorghe Coman on the occasion of his 8th
More informationContemporary Mathematicians
Contemporary Mathematicians Joseph P.S. Kung University of North Texas, USA Editor For further volumes: http://www.springer.com/series/4817 Claude Brezinski Ahmed Sameh Editors Walter Gautschi, Volume
More informationOn orthogonal polynomials for certain non-definite linear functionals
On orthogonal polynomials for certain non-definite linear functionals Sven Ehrich a a GSF Research Center, Institute of Biomathematics and Biometry, Ingolstädter Landstr. 1, 85764 Neuherberg, Germany Abstract
More informationPart II NUMERICAL MATHEMATICS
Part II NUMERICAL MATHEMATICS BIT 31 (1991). 438-446. QUADRATURE FORMULAE ON HALF-INFINITE INTERVALS* WALTER GAUTSCHI Department of Computer Sciences, Purdue University, West Lafayette, IN 47907, USA Abstract.
More informationNumerische MathemalJk
Numer. Math. 44, 53-6 (1984) Numerische MathemalJk 9 Springer-Verlag 1984 Discrete Approximations to Spherically Symmetric Distributions* Dedicated to Fritz Bauer on the occasion of his 6th birthday Walter
More informationOrthogonal Polynomials, Quadratures & Sparse-Grid Methods for Probability Integrals
1/31 Orthogonal Polynomials, Quadratures & Sparse-Grid Methods for Probability Integrals Dr. Abebe Geletu May, 2010 Technische Universität Ilmenau, Institut für Automatisierungs- und Systemtechnik Fachgebiet
More informationBulletin T.CXLV de l Académie serbe des sciences et des arts 2013 Classe des Sciences mathématiques et naturelles Sciences mathématiques, No 38
Bulletin T.CXLV de l Académie serbe des sciences et des arts 213 Classe des Sciences mathématiques et naturelles Sciences mathématiques, No 38 FAMILIES OF EULER-MACLAURIN FORMULAE FOR COMPOSITE GAUSS-LEGENDRE
More informationMONOTONICITY OF THE ERROR TERM IN GAUSS TURÁN QUADRATURES FOR ANALYTIC FUNCTIONS
ANZIAM J. 48(27), 567 581 MONOTONICITY OF THE ERROR TERM IN GAUSS TURÁN QUADRATURES FOR ANALYTIC FUNCTIONS GRADIMIR V. MILOVANOVIĆ 1 and MIODRAG M. SPALEVIĆ 2 (Received March 19, 26) Abstract For Gauss
More informationCS 450 Numerical Analysis. Chapter 8: Numerical Integration and Differentiation
Lecture slides based on the textbook Scientific Computing: An Introductory Survey by Michael T. Heath, copyright c 2018 by the Society for Industrial and Applied Mathematics. http://www.siam.org/books/cl80
More informationCALCULATION OF GAUSS-KRONROD QUADRATURE RULES. 1. Introduction A(2n+ 1)-point Gauss-Kronrod integration rule for the integral.
MATHEMATICS OF COMPUTATION Volume 66, Number 219, July 1997, Pages 1133 1145 S 0025-5718(97)00861-2 CALCULATION OF GAUSS-KRONROD QUADRATURE RULES DIRK P. LAURIE Abstract. The Jacobi matrix of the (2n+1)-point
More informationZERO DISTRIBUTION OF POLYNOMIALS ORTHOGONAL ON THE RADIAL RAYS IN THE COMPLEX PLANE* G. V. Milovanović, P. M. Rajković and Z. M.
FACTA UNIVERSITATIS (NIŠ) Ser. Math. Inform. 12 (1997), 127 142 ZERO DISTRIBUTION OF POLYNOMIALS ORTHOGONAL ON THE RADIAL RAYS IN THE COMPLEX PLANE* G. V. Milovanović, P. M. Rajković and Z. M. Marjanović
More informationTransactions on Modelling and Simulation vol 12, 1996 WIT Press, ISSN X
Simplifying integration for logarithmic singularities R.N.L. Smith Department ofapplied Mathematics & OR, Cranfield University, RMCS, Shrivenham, Swindon, Wiltshire SN6 SLA, UK Introduction Any implementation
More informationFully Symmetric Interpolatory Rules for Multiple Integrals over Infinite Regions with Gaussian Weight
Fully Symmetric Interpolatory ules for Multiple Integrals over Infinite egions with Gaussian Weight Alan Genz Department of Mathematics Washington State University ullman, WA 99164-3113 USA genz@gauss.math.wsu.edu
More informationNumerical Analysis: Approximation of Functions
Numerical Analysis: Approximation of Functions Mirko Navara http://cmp.felk.cvut.cz/ navara/ Center for Machine Perception, Department of Cybernetics, FEE, CTU Karlovo náměstí, building G, office 104a
More informationGaussian interval quadrature rule for exponential weights
Gaussian interval quadrature rule for exponential weights Aleksandar S. Cvetković, a, Gradimir V. Milovanović b a Department of Mathematics, Faculty of Mechanical Engineering, University of Belgrade, Kraljice
More informationOn the remainder term of Gauss Radau quadratures for analytic functions
Journal of Computational and Applied Mathematics 218 2008) 281 289 www.elsevier.com/locate/cam On the remainder term of Gauss Radau quadratures for analytic functions Gradimir V. Milovanović a,1, Miodrag
More informationOn the solution of integral equations of the first kind with singular kernels of Cauchy-type
International Journal of Mathematics and Computer Science, 7(202), no. 2, 29 40 M CS On the solution of integral equations of the first kind with singular kernels of Cauchy-type G. E. Okecha, C. E. Onwukwe
More informationOptimally scaled and optimally conditioned Vandermonde and Vandermonde-like matrices
BIT Numer Math (20) 5: 03 25 DOI 0.007/s0543-00-0293- Optimally scaled and optimally conditioned Vandermonde and Vandermonde-like matrices Walter Gautschi Received: July 200 / Accepted: 6 October 200 /
More informationScientific Computing
2301678 Scientific Computing Chapter 2 Interpolation and Approximation Paisan Nakmahachalasint Paisan.N@chula.ac.th Chapter 2 Interpolation and Approximation p. 1/66 Contents 1. Polynomial interpolation
More informationSection 6.6 Gaussian Quadrature
Section 6.6 Gaussian Quadrature Key Terms: Method of undetermined coefficients Nonlinear systems Gaussian quadrature Error Legendre polynomials Inner product Adapted from http://pathfinder.scar.utoronto.ca/~dyer/csca57/book_p/node44.html
More informationPADÉ INTERPOLATION TABLE AND BIORTHOGONAL RATIONAL FUNCTIONS
ELLIPTIC INTEGRABLE SYSTEMS PADÉ INTERPOLATION TABLE AND BIORTHOGONAL RATIONAL FUNCTIONS A.S. ZHEDANOV Abstract. We study recurrence relations and biorthogonality properties for polynomials and rational
More informationGAUSS-KRONROD QUADRATURE FORMULAE A SURVEY OF FIFTY YEARS OF RESEARCH
Electronic Transactions on Numerical Analysis. Volume 45, pp. 371 404, 2016. Copyright c 2016,. ISSN 1068 9613. ETNA GAUSS-KRONROD QUADRATURE FORMULAE A SURVEY OF FIFTY YEARS OF RESEARCH SOTIRIOS E. NOTARIS
More informationContents. I Basic Methods 13
Preface xiii 1 Introduction 1 I Basic Methods 13 2 Convergent and Divergent Series 15 2.1 Introduction... 15 2.1.1 Power series: First steps... 15 2.1.2 Further practical aspects... 17 2.2 Differential
More informationSeries Solutions. 8.1 Taylor Polynomials
8 Series Solutions 8.1 Taylor Polynomials Polynomial functions, as we have seen, are well behaved. They are continuous everywhere, and have continuous derivatives of all orders everywhere. It also turns
More informationSimultaneous Gaussian quadrature for Angelesco systems
for Angelesco systems 1 KU Leuven, Belgium SANUM March 22, 2016 1 Joint work with Doron Lubinsky Introduced by C.F. Borges in 1994 Introduced by C.F. Borges in 1994 (goes back to Angelesco 1918). Introduced
More informationElectronic Transactions on Numerical Analysis Volume 50, 2018
Electronic Transactions on Numerical Analysis Volume 50, 2018 Contents 1 The Lanczos algorithm and complex Gauss quadrature. Stefano Pozza, Miroslav S. Pranić, and Zdeněk Strakoš. Gauss quadrature can
More informationNumerical quadratures and orthogonal polynomials
Stud. Univ. Babeş-Bolyai Math. 56(2011), No. 2, 449 464 Numerical quadratures and orthogonal polynomials Gradimir V. Milovanović Abstract. Orthogonal polynomials of different kinds as the basic tools play
More informationarxiv: v1 [physics.comp-ph] 22 Jul 2010
Gaussian integration with rescaling of abscissas and weights arxiv:007.38v [physics.comp-ph] 22 Jul 200 A. Odrzywolek M. Smoluchowski Institute of Physics, Jagiellonian University, Cracov, Poland Abstract
More informationReview of Power Series
Review of Power Series MATH 365 Ordinary Differential Equations J. Robert Buchanan Department of Mathematics Fall 2018 Introduction In addition to the techniques we have studied so far, we may use power
More informationAn Empirical Study of the ɛ-algorithm for Accelerating Numerical Sequences
Applied Mathematical Sciences, Vol 6, 2012, no 24, 1181-1190 An Empirical Study of the ɛ-algorithm for Accelerating Numerical Sequences Oana Bumbariu North University of Baia Mare Department of Mathematics
More informationETNA Kent State University
Electronic Transactions on Numerical Analysis. Volume 9, 1999, pp. 65-76. Copyright 1999,. ISSN 168-9613. ETNA OTHOGONAL POLYNOMIALS AND QUADATUE WALTE GAUTSCHI Abstract. Various concepts of orthogonality
More informationQuadrature Rules With an Even Number of Multiple Nodes and a Maximal Trigonometric Degree of Exactness
Filomat 9:10 015), 39 55 DOI 10.98/FIL151039T Published by Faculty of Sciences and Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.rs/filomat Quadrature Rules With an Even Number
More informationGeneralization Of The Secant Method For Nonlinear Equations
Applied Mathematics E-Notes, 8(2008), 115-123 c ISSN 1607-2510 Available free at mirror sites of http://www.math.nthu.edu.tw/ amen/ Generalization Of The Secant Method For Nonlinear Equations Avram Sidi
More informationCh. 03 Numerical Quadrature. Andrea Mignone Physics Department, University of Torino AA
Ch. 03 Numerical Quadrature Andrea Mignone Physics Department, University of Torino AA 2017-2018 Numerical Quadrature In numerical analysis quadrature refers to the computation of definite integrals. y
More informationETNA Kent State University
Electronic Transactions on Numerical Analysis. Volume 9, 1999, pp. 39-52. Copyright 1999,. ISSN 1068-9613. ETNA QUADRATURE FORMULAS FOR RATIONAL FUNCTIONS F. CALA RODRIGUEZ, P. GONZALEZ VERA, AND M. JIMENEZ
More informationNumerical Analysis Preliminary Exam 10 am to 1 pm, August 20, 2018
Numerical Analysis Preliminary Exam 1 am to 1 pm, August 2, 218 Instructions. You have three hours to complete this exam. Submit solutions to four (and no more) of the following six problems. Please start
More informationReducing round-off errors in symmetric multistep methods
Reducing round-off errors in symmetric multistep methods Paola Console a, Ernst Hairer a a Section de Mathématiques, Université de Genève, 2-4 rue du Lièvre, CH-1211 Genève 4, Switzerland. (Paola.Console@unige.ch,
More informationA note on multivariate Gauss-Hermite quadrature
A note on multivariate Gauss-Hermite quadrature Peter Jäckel 1th May 5 1 Introduction Gaussian quadratures are an ingenious way to approximate the integral of an unknown function f(x) over a specified
More informationHOW AND HOW NOT TO CHECK GAUSSIAN QUADRATURE FORMULAE *
BIT 23 (1983), 209--216 HOW AND HOW NOT TO CHECK GAUSSIAN QUADRATURE FORMULAE * WALTER GAUTSCHI Department of Computer Sciences, Purdue University, West Lafayette, Indiana 47907, U.S.A. Abstract. We discuss
More informationThe numerical evaluation of a challenging integral
The numerical evaluation of a challenging integral Walter Gautschi Abstract Standard numerical analysis tools, combined with elementary calculus, are deployed to evaluate a densely and wildly oscillatory
More informationA Gauss Lobatto quadrature method for solving optimal control problems
ANZIAM J. 47 (EMAC2005) pp.c101 C115, 2006 C101 A Gauss Lobatto quadrature method for solving optimal control problems P. Williams (Received 29 August 2005; revised 13 July 2006) Abstract This paper proposes
More informationTHE SECANT METHOD. q(x) = a 0 + a 1 x. with
THE SECANT METHOD Newton s method was based on using the line tangent to the curve of y = f (x), with the point of tangency (x 0, f (x 0 )). When x 0 α, the graph of the tangent line is approximately the
More informationLECTURE 16 GAUSS QUADRATURE In general for Newton-Cotes (equispaced interpolation points/ data points/ integration points/ nodes).
CE 025 - Lecture 6 LECTURE 6 GAUSS QUADRATURE In general for ewton-cotes (equispaced interpolation points/ data points/ integration points/ nodes). x E x S fx dx hw' o f o + w' f + + w' f + E 84 f 0 f
More informationMA2501 Numerical Methods Spring 2015
Norwegian University of Science and Technology Department of Mathematics MA5 Numerical Methods Spring 5 Solutions to exercise set 9 Find approximate values of the following integrals using the adaptive
More informationA trigonometric orthogonality with respect to a nonnegative Borel measure
Filomat 6:4 01), 689 696 DOI 10.98/FIL104689M Published by Faculty of Sciences and Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.rs/filomat A trigonometric orthogonality with
More informationMarkov Sonin Gaussian rule for singular functions
Journal of Computational and Applied Mathematics 169 (2004) 197 212 www.elsevier.com/locate/cam Markov Sonin Gaussian rule for singular functions G.Mastroianni, D.Occorsio Dipartimento di Matematica, Universita
More informationA Note on the Recursive Calculation of Incomplete Gamma Functions
A Note on the Recursive Calculation of Incomplete Gamma Functions WALTER GAUTSCHI Purdue University It is known that the recurrence relation for incomplete gamma functions a n, x, 0 a 1, n 0,1,2,..., when
More informationIntroduction to Numerical Analysis
J. Stoer R. Bulirsch Introduction to Numerical Analysis Translated by R. Bartels, W. Gautschi, and C. Witzgall Springer Science+Business Media, LLC J. Stoer R. Bulirsch Institut fiir Angewandte Mathematik
More informationCentrum voor Wiskunde en Informatica
Centrum voor Wiskunde en Informatica Modelling, Analysis and Simulation Modelling, Analysis and Simulation Two-point Taylor expansions of analytic functions J.L. Lópe, N.M. Temme REPORT MAS-R0 APRIL 30,
More informationDetermination of thin elastic inclusions from boundary measurements.
Determination of thin elastic inclusions from boundary measurements. Elena Beretta in collaboration with E. Francini, S. Vessella, E. Kim and J. Lee September 7, 2010 E. Beretta (Università di Roma La
More informationNonlinear trigonometric approximation and the Dirac delta function
Journal of Computational and Applied Mathematics 9 (6) 34 45 www.elsevier.com/locate/cam Nonlinear trigonometric approximation and the Dirac delta function Xiubin Xu Department of Information and Computational
More informationMATHEMATICAL FORMULAS AND INTEGRALS
MATHEMATICAL FORMULAS AND INTEGRALS ALAN JEFFREY Department of Engineering Mathematics University of Newcastle upon Tyne Newcastle upon Tyne United Kingdom Academic Press San Diego New York Boston London
More informationMATHEMATICAL FORMULAS AND INTEGRALS
HANDBOOK OF MATHEMATICAL FORMULAS AND INTEGRALS Second Edition ALAN JEFFREY Department of Engineering Mathematics University of Newcastle upon Tyne Newcastle upon Tyne United Kingdom ACADEMIC PRESS A Harcourt
More informationarxiv: v1 [math.ca] 4 Jul 2017
Umbral Methods and Harmonic Numbers G. Dattoli a,, B. Germano d, S. Licciardi a,c, M. R. Martinelli d a ENEA - Frascati Research Center, Via Enrico Fermi 45, 44, Frascati, Rome, Italy b University of Rome,
More informationJournal of Inequalities in Pure and Applied Mathematics
Journal of Inequalities in Pure and Applied Mathematics ON A HYBRID FAMILY OF SUMMATION INTEGRAL TYPE OPERATORS VIJAY GUPTA AND ESRA ERKUŞ School of Applied Sciences Netaji Subhas Institute of Technology
More informationInstructions for Matlab Routines
Instructions for Matlab Routines August, 2011 2 A. Introduction This note is devoted to some instructions to the Matlab routines for the fundamental spectral algorithms presented in the book: Jie Shen,
More informationSlow Growth for Gauss Legendre Sparse Grids
Slow Growth for Gauss Legendre Sparse Grids John Burkardt, Clayton Webster April 4, 2014 Abstract A sparse grid for multidimensional quadrature can be constructed from products of 1D rules. For multidimensional
More informationPerformance Evaluation of Generalized Polynomial Chaos
Performance Evaluation of Generalized Polynomial Chaos Dongbin Xiu, Didier Lucor, C.-H. Su, and George Em Karniadakis 1 Division of Applied Mathematics, Brown University, Providence, RI 02912, USA, gk@dam.brown.edu
More informationTHE CIRCLE THEOREM AND RELATED THEOREMS FOR GAUSS-TYPE QUADRATURE RULES. Dedicated to Ed Saff on the occasion of his 60th birthday
THE CIRCLE THEOREM AND RELATED THEOREMS FOR GAUSS-TYPE QUADRATURE RULES WALTER GAUTSCHI Dedicated to Ed Saff on the occasion of his 6th birthday Abstract. In 96, P.J. Davis and P. Rabinowitz established
More informationINTEGRAL FORMULAS FOR CHEBYSHEV POLYNOMIALS AND THE ERROR TERM OF INTERPOLATORY QUADRATURE FORMULAE FOR ANALYTIC FUNCTIONS
MATHEMATICS OF COMPUTATION Volume 75 Number 255 July 2006 Pages 27 23 S 0025-578(06)0859-X Article electronically published on May 2006 INTEGRAL FORMULAS FOR CHEBYSHEV POLYNOMIALS AND THE ERROR TERM OF
More informationNUMERICAL MATHEMATICS AND SCIENTIFIC COMPUTATION. Series Editors G. H. GOLUB Ch. SCHWAB
NUMEICAL MATHEMATICS AND SCIENTIFIC COMPUTATION Series Editors G. H. GOLUB Ch. SCHWAB E. SÜLI NUMEICAL MATHEMATICS AND SCIENTIFIC COMPUTATION Books in the series Monographs marked with an asterix ( ) appeared
More informationA NOTE ON RATIONAL OPERATOR MONOTONE FUNCTIONS. Masaru Nagisa. Received May 19, 2014 ; revised April 10, (Ax, x) 0 for all x C n.
Scientiae Mathematicae Japonicae Online, e-014, 145 15 145 A NOTE ON RATIONAL OPERATOR MONOTONE FUNCTIONS Masaru Nagisa Received May 19, 014 ; revised April 10, 014 Abstract. Let f be oeprator monotone
More informationElectromagnetic Modeling and Simulation
Electromagnetic Modeling and Simulation Erin Bela and Erik Hortsch Department of Mathematics Research Experiences for Undergraduates April 7, 2011 Bela and Hortsch (OSU) EM REU 2010 1 / 45 Maxwell s Equations
More informationConvergence and Stability of a New Quadrature Rule for Evaluating Hilbert Transform
Convergence and Stability of a New Quadrature Rule for Evaluating Hilbert Transform Maria Rosaria Capobianco CNR - National Research Council of Italy Institute for Computational Applications Mauro Picone,
More informationJim Lambers MAT 460/560 Fall Semester Practice Final Exam
Jim Lambers MAT 460/560 Fall Semester 2009-10 Practice Final Exam 1. Let f(x) = sin 2x + cos 2x. (a) Write down the 2nd Taylor polynomial P 2 (x) of f(x) centered around x 0 = 0. (b) Write down the corresponding
More informationOutline. 1 Interpolation. 2 Polynomial Interpolation. 3 Piecewise Polynomial Interpolation
Outline Interpolation 1 Interpolation 2 3 Michael T. Heath Scientific Computing 2 / 56 Interpolation Motivation Choosing Interpolant Existence and Uniqueness Basic interpolation problem: for given data
More informationInterpolation and Cubature at Geronimus Nodes Generated by Different Geronimus Polynomials
Interpolation and Cubature at Geronimus Nodes Generated by Different Geronimus Polynomials Lawrence A. Harris Abstract. We extend the definition of Geronimus nodes to include pairs of real numbers where
More informationGauss Hermite interval quadrature rule
Computers and Mathematics with Applications 54 (2007) 544 555 www.elsevier.com/locate/camwa Gauss Hermite interval quadrature rule Gradimir V. Milovanović, Alesandar S. Cvetović Department of Mathematics,
More informationA RECURSION FORMULA FOR THE COEFFICIENTS OF ENTIRE FUNCTIONS SATISFYING AN ODE WITH POLYNOMIAL COEFFICIENTS
Georgian Mathematical Journal Volume 11 (2004), Number 3, 409 414 A RECURSION FORMULA FOR THE COEFFICIENTS OF ENTIRE FUNCTIONS SATISFYING AN ODE WITH POLYNOMIAL COEFFICIENTS C. BELINGERI Abstract. A recursion
More informationNumerical Sequences and Series
Numerical Sequences and Series Written by Men-Gen Tsai email: b89902089@ntu.edu.tw. Prove that the convergence of {s n } implies convergence of { s n }. Is the converse true? Solution: Since {s n } is
More informationMathematics 324 Riemann Zeta Function August 5, 2005
Mathematics 324 Riemann Zeta Function August 5, 25 In this note we give an introduction to the Riemann zeta function, which connects the ideas of real analysis with the arithmetic of the integers. Define
More informationA Note on Extended Gaussian Quadrature
MATHEMATICS OF COMPUTATION, VOLUME 30, NUMBER 136 OCTOBER 1976, PAGES 812-817 A Note on Extended Gaussian Quadrature Rules By Giovanni Monegato* Abstract. Extended Gaussian quadrature rules of the type
More informationScientific Computing: An Introductory Survey
Scientific Computing: An Introductory Survey Chapter 7 Interpolation Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign Copyright c 2002. Reproduction permitted
More informationReview of matrices. Let m, n IN. A rectangle of numbers written like A =
Review of matrices Let m, n IN. A rectangle of numbers written like a 11 a 12... a 1n a 21 a 22... a 2n A =...... a m1 a m2... a mn where each a ij IR is called a matrix with m rows and n columns or an
More informationLecture 4: Numerical solution of ordinary differential equations
Lecture 4: Numerical solution of ordinary differential equations Department of Mathematics, ETH Zürich General explicit one-step method: Consistency; Stability; Convergence. High-order methods: Taylor
More informationNumerical integration and differentiation. Unit IV. Numerical Integration and Differentiation. Plan of attack. Numerical integration.
Unit IV Numerical Integration and Differentiation Numerical integration and differentiation quadrature classical formulas for equally spaced nodes improper integrals Gaussian quadrature and orthogonal
More informationChapter 8: Taylor s theorem and L Hospital s rule
Chapter 8: Taylor s theorem and L Hospital s rule Theorem: [Inverse Mapping Theorem] Suppose that a < b and f : [a, b] R. Given that f (x) > 0 for all x (a, b) then f 1 is differentiable on (f(a), f(b))
More informationMath 1B, lecture 15: Taylor Series
Math B, lecture 5: Taylor Series Nathan Pflueger October 0 Introduction Taylor s theorem shows, in many cases, that the error associated with a Taylor approximation will eventually approach 0 as the degree
More informationAIMS Exercise Set # 1
AIMS Exercise Set #. Determine the form of the single precision floating point arithmetic used in the computers at AIMS. What is the largest number that can be accurately represented? What is the smallest
More informationarxiv:math/ v1 [math.ca] 6 Sep 1994
NUMERICAL COMPUTATION OF REAL OR COMPLEX arxiv:math/909227v1 [math.ca] 6 Sep 199 ELLIPTIC INTEGRALS B. C. Carlson Ames Laboratory and Department of Mathematics, Iowa State University, Ames, Iowa 50011-020,
More informationNUMERICAL COMPUTATION IN SCIENCE AND ENGINEERING
NUMERICAL COMPUTATION IN SCIENCE AND ENGINEERING C. Pozrikidis University of California, San Diego New York Oxford OXFORD UNIVERSITY PRESS 1998 CONTENTS Preface ix Pseudocode Language Commands xi 1 Numerical
More informationDocument downloaded from:
Document downloaded from: http://hdl.handle.net/1051/56036 This paper must be cited as: Cordero Barbero, A.; Torregrosa Sánchez, JR.; Penkova Vassileva, M. (013). New family of iterative methods with high
More information(1-2) fx\-*f(x)dx = ^^ Z f(x[n)) + R (f), a > - 1,
MATHEMATICS OF COMPUTATION, VOLUME 29, NUMBER 129 JANUARY 1975, PAGES 93-99 Nonexistence of Chebyshev-Type Quadratures on Infinite Intervals* By Walter Gautschi Dedicated to D. H. Lehmer on his 10th birthday
More informationMultiple Orthogonal Polynomials
Summer school on OPSF, University of Kent 26 30 June, 2017 Introduction For this course I assume everybody is familiar with the basic theory of orthogonal polynomials: Introduction For this course I assume
More informationNumerische Mathematik
Numer. Math. (1998) 80: 39 59 Numerische Mathematik c Springer-Verlag 1998 Electronic Edition Numerical integration over a disc. A new Gaussian quadrature formula Borislav Bojanov 1,, Guergana Petrova,
More informationUniversity of Houston, Department of Mathematics Numerical Analysis, Fall 2005
3 Numerical Solution of Nonlinear Equations and Systems 3.1 Fixed point iteration Reamrk 3.1 Problem Given a function F : lr n lr n, compute x lr n such that ( ) F(x ) = 0. In this chapter, we consider
More information12.0 Properties of orthogonal polynomials
12.0 Properties of orthogonal polynomials In this section we study orthogonal polynomials to use them for the construction of quadrature formulas investigate projections on polynomial spaces and their
More informationComputation of the error functions erf and erfc in arbitrary precision with correct rounding
Computation of the error functions erf and erfc in arbitrary precision with correct rounding Sylvain Chevillard Arenaire, LIP, ENS-Lyon, France Sylvain.Chevillard@ens-lyon.fr Nathalie Revol INRIA, Arenaire,
More informationBeyond Wiener Askey Expansions: Handling Arbitrary PDFs
Journal of Scientific Computing, Vol. 27, Nos. 1 3, June 2006 ( 2005) DOI: 10.1007/s10915-005-9038-8 Beyond Wiener Askey Expansions: Handling Arbitrary PDFs Xiaoliang Wan 1 and George Em Karniadakis 1
More informationRational Chebyshev pseudospectral method for long-short wave equations
Journal of Physics: Conference Series PAPER OPE ACCESS Rational Chebyshev pseudospectral method for long-short wave equations To cite this article: Zeting Liu and Shujuan Lv 07 J. Phys.: Conf. Ser. 84
More informationThe variational iteration method for solving linear and nonlinear ODEs and scientific models with variable coefficients
Cent. Eur. J. Eng. 4 24 64-7 DOI:.2478/s353-3-4-6 Central European Journal of Engineering The variational iteration method for solving linear and nonlinear ODEs and scientific models with variable coefficients
More informationON INTERPOLATION AND INTEGRATION IN FINITE-DIMENSIONAL SPACES OF BOUNDED FUNCTIONS
COMM. APP. MATH. AND COMP. SCI. Vol., No., ON INTERPOLATION AND INTEGRATION IN FINITE-DIMENSIONAL SPACES OF BOUNDED FUNCTIONS PER-GUNNAR MARTINSSON, VLADIMIR ROKHLIN AND MARK TYGERT We observe that, under
More informationNUMERICAL METHODS. x n+1 = 2x n x 2 n. In particular: which of them gives faster convergence, and why? [Work to four decimal places.
NUMERICAL METHODS 1. Rearranging the equation x 3 =.5 gives the iterative formula x n+1 = g(x n ), where g(x) = (2x 2 ) 1. (a) Starting with x = 1, compute the x n up to n = 6, and describe what is happening.
More information