In this paper we study convergence and computation of interpolatory quadrature formulas with respect to a wide variety of weight functions. The main goal is to evaluate accurately a definite integral, whose mass is highly concentrated near some points. The numerical implementation of this approach is based on the calculation of Chebyshev series and some integration formulas which are exact for ...

In this study an unpopular method of quadrature formulas for receiving iterative methods for solving nonlinear equations is applied. It is proved for the presented iterative methods that the order of convergence is equal to two or three. The executed comparative numerical experiments show the efficiency of the presented methods.

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and HalfSweep Gauss-Seidel (HS...

A class of formulas for the numerical evaluation of multiple integrals is described, which combines features of the Monte-Carlo and the classical methods. For certain classes of functions—defined by smoothness conditions—these formulas provide the fastest possible rate of convergence to the integral. Asymptotic error estimates are derived, and a method is described for obtaining good a posterio...

The effect of numerical quadrature in finite element methods for solving quasilinear elliptic problems of nonmonotone type is studied. Under similar assumption on the quadrature formula as for linear problems, optimal error estimates in the L2 and the H1 norms are proved. The numerical solution obtained from the finite element method with quadrature formula is shown to be unique for a sufficien...

We derive in this paper the asymptotic estimates of the nodes and weights of the Gauss-Lobatto-Legendre-Birkhoff (GLLB) quadrature formula, and obtain optimal error estimates for the associated GLLB interpolation in Jacobi weighted Sobolev spaces. We also present a useroriented implementation of the pseudospectral methods based on the GLLB quadrature nodes for Neumann problems. This approach al...

We provide an algorithm to compute the nodes and weights for Gauss-Chebyshev quadrature formulas integrating exactly in spaces of rational functions with arbitrary real poles outside [−1, 1]. Contrary to existing rational quadrature formulas, the computational effort is very low, even for extremely high degrees, and under certain conditions on the poles it can be shown that the complexity is of...

We continue with analyzing quadrature formulas of high degree of precision for computing the Fourier coefficients in expansions of functions with respect to a system of orthogonal polynomials, started recently by Bojanov and Petrova [Quadrature formulae for Fourier coefficients, J. Comput. Appl. Math. 231 (2009), 378–391] and we extend their results. Construction of new Gaussian quadrature form...

This paper examines the relationship between the degree of uniformity of distribution of grids, including Smolyak grids, with the intention of choosing weights to obtain efficient quadrature formulas.

Consider a hermitian positive-definite linear functional F, and assume we have m distinct nodes fixed in advance anywhere on the real line. In this paper we then study the existence and construction of nth rational Gauss-Radau (m = 1) and Gauss-Lobatto (m = 2) quadrature formulas that approximate F{f}. These are quadrature formulas with n positive weights and with the n−m remaining nodes real a...