1. Introduction. The estimation of quadrature errors for analytic functions has been considered by Davis and Rabinowitz [1]. An estimate for the error of the Gaussian quadrature formula for analytic functions was obtained by Davis [2]. McNamee [3] has also discussed the estimation of error of the Gauss-Legendre quadrature for analytic functions. Convergence of the Gaussian quadratures was discu...

This paper first presents a Gauss Legendre quadrature method for numerical integration of I 1⁄4 R R T f ðx; yÞdxdy, where f(x,y) is an analytic function in x, y and T is the standard triangular surface: {(x,y)j0 6 x, y 6 1, x + y 6 1} in the Cartesian two dimensional (x,y) space. We then use a transformation x = x(n,g), y = y(n,g) to change the integral I to an equivalent integral R R S f ðxðn;...

An asymptotic error expansion for Gauss-Legendre quadrature is derived for an integrand with an endpoint singularity. It permits convergence acceleration by extrapolation.

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...

We produce exact cubic analogues of Jacobi's celebrated theta function identity and of the arithmetic-geometric mean iteration of Gauss and Legendre. The iteration in question is

An efficient algorithm for the accurate computation of Gauss–Legendre and Gauss– Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton’s root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The n-point quadrature rule is computed in O(n) operations to an accuracy of essentially double precision for any n ≥ 100.

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...

Let I[f ] = ∫ 1 −1 f(x) dx, where f ∈ C ∞(−1, 1), and let Gn[f ] = ∑n i=1 wnif(xni) be the n-point Gauss–Legendre quadrature approximation to I[f ]. In this paper, we derive an asymptotic expansion as n → ∞ for the error En[f ] = I[f ]−Gn[f ] when f(x) has general algebraic-logarithmic singularities at one or both endpoints. We assume that f(x) has asymptotic expansions of the forms f(x) ∼ ∞ ∑ ...

A mesh refinement method is described for solving optimal control problems using Legendre-Gauss-Radau collocation. The detects discontinuities in the solution by employing an edge detection scheme based on jump function approximations. When are identified, refined with a targeted h-refinement approach whereby discontinuity locations bracketed points. remaining smooth portions of previously deve...