Abstract. It was shown by P. J. Davis that the Newton-Cotes quadrature formula is convergent if the integrand is an analytic function that is regular in a sufficiently large region of the complex plane containing the interval of integration. In the present paper, a bound on the error of the Newton-Cotes quadrature formula for analytic functions is derived. Also the bounds on the Legendre polyno...

fuzzy newton-cotes method for integration of fuzzy functions that was proposed by ahmady in [1]. in this paper we construct error estimate of fuzzy newton-cotes method such as fuzzy trapezoidal rule and fuzzy simpson rule by using taylor's series. the corresponding error terms are proven by two theorems. we prove that the fuzzy trapezoidal rule is accurate for fuzzy polynomial of degree one and...

This work presents a global radial basis collocation combining with the quasiNewton iteration method for solving semilinear elliptic partial differential equations. A convergence analysis for such a meshfree discretization has been established. The main result is that there exists an exponential convergence rate with respect to the number and the shape of the radial basis functions. In addition...

In this paper, a set of Root mean square derivative based closed Newton Cotes quadrature formula (RMSDCNC) is introduced in which the derivative value is included in addition to the existing closed Newton Cotes quadrature (CNC) formula for the calculation of a definite integral in the inetrval [a, b]. These derivative value is measured by using the root mean square value. The proposed formula y...

In many applications of ageand size-structured population models, there is an interest is obtaining good approximations of total population numbers rather than of their densities. Therefore, it is reasonable in such cases to solve numerically not the PDE model equations themselves, but rather their integral equivalents. For this purpose quadrature formulae are used in place of the integrals. Si...

The Newton-Schulz iteration is a quadratically convergent, inversion-free method for computing the sign function of a matrix. It is advantageous over other methods for high-performance computing because it is rich in matrix-matrix multiplications. In this paper we propose a variant for Hermitian matrices that improves the initially slow convergence of the iteration. The main idea is to scale th...

This paper studies the problem of construction of optimal quadrature formulas in the sense of Sard in the W (m,m−1) 2 [0, 1] space for calculating Fourier coefficients. Using S. L. Sobolev’s method we obtain new optimal quadrature formulas of such type for N + 1 ≥ m, where N + 1 is the number of the nodes. Moreover, explicit formulas for the optimal coefficients are obtained. We investigate the...

A collocation procedure is developed for the linear and nonlinear Fredholm and Volterra integral equations, using the globally defined B-spline and auxiliary basis functions. The solution is collocated by cubic B-spline and then the integral equation is approximated by the 5-points Gauss–Turán quadrature formula with respect to the Legendre weight function. Combination of these two approaches i...

The paper introduces several approximate maximum likelihood estimators of the parameters sub-fractional Chan-Karolyi-Longstaff-Sanders (CKLS) interest rate model and obtains their rates convergence. A new algorithm inspired by Newton-Cotes formula is presented to improve accuracy estimation. are useful for simulation rates. proposed could be other stochastic computation. It also proposes a gene...

a new approach utilizing newton method and homotopy analysis method (ham) is proposed for solving nonlinear system of equations. accelerating the rate of convergence of ham, and obtaining a global quadratic rate of convergence are the main purposes of this approach. the numerical results demonstrate the efficiency and the performance of proposed approach. the comparison with conventional homoto...