We study the kernels of the remainder term Rn,s(f) of GaussTurán quadrature formulas ∫ 1 −1 f(t)w(t) dt = n ∑

We consider the problem of strong approximations of the solution of Itô stochastic functional differential equations involving a distributed delay term. The mean-square consistency of a class of schemes, the Θ-Maruyama methods, is analysed, using an appropriate Itô-formula. In particular, we investigate the consequences of the choice of a quadrature formula. Numerical examples illustrate the th...

Let f : [−1, 1] → R be continuously differentiable. We consider the question of approximating f (1) from given data of the form (tj , f(tj)) M j=1 where the points tj are in the interval [−1, 1]. It is well known that the question is ill–posed, and there is very little literature on the subject known to us. We consider a summability operator using Legendre expansions, together with high order q...

Our paper reviews Kallay’s results on a geometric version of the classic Newton-Raphson method, in the context of plane curve queries, e.g. curve-curve intersection, point-curve distance computation. Variants of the geometric Newton-Raphson methods are proposed and empirically verified.

It has been suggested in the literature that different quasi-uniform node sets on a sphere lead to quadrature formulas of highly variable quality. We analyze here the nature of these variations, and describe an easy-to-implement leastsquares remedy for previously problematic cases. Quadrature accuracies are then compared for different node sets ranging from fully random to those based on Gaussi...

A generalized N-point Birkhoff–Young quadrature of interpolatory type, with the Chebyshev weight, for numerical integration of analytic functions is considered. The nodes of such a quadrature are characterized by an orthogonality relation. Some special cases of this quadrature formula are derived. 2011 Elsevier Inc. All rights reserved.

The existence and uniqueness of the Gaussian interval quadrature formula with respect to the Hermite weight function on R is proved. Similar results have been recently obtained for the Jacobi weight on [−1, 1] and for the generalized Laguerre weight on [0,+∞). Numerical construction of the Gauss–Hermite interval quadrature rule is also investigated, and a suitable algorithm is proposed. A few n...

A flexible treatment of Gaussian quadrature formulas based on rational functions is given to evaluate the integral ∫ I f(x)W (x)dx, when f is meromorphic in a neighborhood V of the interval I and W (x) is an ill-scaled weight function. Some numerical tests illustrate the power of this approach in comparison with Gautschi’s method.

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is employed. To construct approximation in time, standard two-level schemes are used. The approximate solution at a new time-level is obtained as a solution of a discr...