MIXED QUADRATURE RULE FOR DOUBLE INTEGRALS

Quadrature Rules for Fuzzy Integrals

Two Point Gauss–legendre Quadrature Rule for Riemann–stieltjes Integrals

In order to approximate the Riemann–Stieltjes integral ∫ b a f (t) dg (t) by 2–point Gaussian quadrature rule, we introduce the quadrature rule ∫ 1 −1 f (t) dg (t) ≈ Af ( − √ 3 3 ) + Bf (√ 3 3 ) , for suitable choice of A and B. Error estimates for this approximation under various assumptions for the functions involved are provided as well.

A Sinc-hunter Quadrature Rule for Cauchy Principal Value Integrals

A Sine function approach is used to derive a new Hunter type quadrature rule for the evaluation of Cauchy principal value integrals of certain analytic functions. Integration over a general arc in the complex plane is considered. Special treatment is given to integrals over the interval (-1, 1). It is shown that the quadrature error is of order 0(e~ ), where N is the number of nodes used, and w...

Quadrature Estimates for Multidimensional Integrals

We prove estimates for the error in the most straightforward discrete approximation to the integral of a compactly supported function of n variables. The methods use Fourier analysis and interpolation theory, and also make contact with classical lattice point estimates. We also prove error estimates for the approximation of the integral over an interval by the trapezoidal rule and the midpoint ...

A Gaussian quadrature rule for oscillatory integrals on a bounded interval

We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function ei!x on the interval [ 1, 1]. We show that such a rule attains high asymptotic order, in the sense that the quadrature error quickly decreases as a function of the frequency !. However, accuracy is maintained for all values of ! and in particular the rule elegantly reduces ...