This paper concerns a class of deferred correction methods recently developed for initial value ordinary differential equations; such methods are based on a Picard integral form of the correction equation. These methods divide a given timestep [tn, tn+1] into substeps, and use function values computed at these substeps to approximate the Picard integral by means of a numerical quadrature. The m...

We consider the quadrature method developed by Kravanja and Van Barel (Computing 63(1):69–91, 1999) for computing all the zeros of an analytic function that lie inside the unit circle. The algorithm uses only the function values and no (first or higher order) derivatives. Information about the location of the zeros is obtained from certain integrals along the unit circle. In numerical computati...

We consider a Gaussian type quadrature rule for some classes of integrands involving highly oscillatory functions of the form f (x) = f 1 (x) sin ζ x + f 2 (x) cos ζ x, where f 1 (x) and f 2 (x) are smooth, ζ ∈ R. We find weights σ ν and nodes x ν , ν = 1, 2,. .. , n, in a quadrature formula of the form 1 −1 f (x) dx ≈ n ν=1 σ ν f (x ν) such that it is exact for all polynomials f 1 (x) and f 2 ...

A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson’s rule. Just using the additional information of the integrand’s derivative at the two endpoints we show the error is sixth order in grid spacing. Various error bounds for the quadrature formula are obtained to quantify more precisely the errors. Applications in numerical integration are given. With ...

Smolyak’s sparse grid construction is commonly used in a setting involving quadrature of a function of a multidimensional argument over a product region. However, the method can be applied in a straightforward way to the interpolation problem as well. In this discussion, we outline a procedure that begins with a family of interpolants defined on a family of nested tensor product grids, and demo...

This paper presents a Gaussian quadrature method for the evaluation of the triple integral ( , , ) T I f x y z d xd yd z = ∫∫∫ , where ) , , ( z y x f is an analytic function in , , x y z and T refers to the standard tetrahedral region:{( , , ) 0 , , 1, 1} x y z x y z x y z ≤ ≤ + + ≤ in three space( , , ). x y z Mathematical transformation from ( , , ) x y z space to ( , , ) u v w space maps th...

We discuss the theoretical convergence and numerical evaluation of simultaneous interpolation quadrature formulas which are exact for rational functions. Basically, the problem consists in integrating a single function with respect to different measures by using a common set of quadrature nodes. Given a multi-index n, the nodes of the integration rule are the zeros of the multiorthogonal Hermit...

In a previous paper, McLean and Thomée (to appear), we studied three numerical methods for the discretization in time of a fractional order evolution equation, in a Banach space framework. Each of the methods applied a quadrature rule to a contour integral representation of the solution in the complex plane, where for each quadrature point an elliptic boundary value problem had to be solved to ...

The importance of singular and hypersingular integral transforms, coming from their many applications, justifies some interest in their numerical approximation. The literature about the numerical evaluation of such integrals on bounded intervals is wide and quite satisfactory; instead only few papers deal with the numerical evaluation of such integral transforms on half-infinite intervals or on...