Two-Point Quadrature Rules for Riemann–Stieltjes Integrals with Lp –error estimates

Quadrature Rules for Fuzzy Integrals

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 ...

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.

Estimates of the error in Gauss-Legendre quadrature for double integrals

Error estimates are a very important aspect of numerical integration. It is desirable to know what level of truncation error might be expected for a given number of integration points. Here, we determine estimates for the truncation error when Gauss-Legendre quadrature is applied to the numerical evaluation of two dimensional integrals which arise in the boundary element method. Two examples ar...

Lp error estimates for projection approximations

We provide an error estimate for the local mean projection approximation in L p([0, τ∗]) for p ∈ [1,+∞[, in terms of the regularity of the underlying grid, and we apply it to the corresponding projection approximation of weakly singular Fredholm integral equations of the second kind. © 2004 Elsevier Ltd. All rights reserved.