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Modification of the Euler quadrature formula for functions with a boundary-layer component
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    Modification of the Euler quadrature formula for functions with a boundary-layer component (English)
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    6 November 2015
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    The Euler interpolation quadrature formula on the interval \([a,b]\) has two double knots \(a, b \) and is exact for the polynomials of degree at most \(3\), i.e., for \(\mathrm {span}\{1,x,x^2,x^3\}\). In this paper, the author considers a modification of this formula, where the monomial \(x^3\) is replaced by a function \(\Phi(x)\). The corresponding Hermite interpolation is correct in view of the condition \(\Phi^{(3)}(x)\neq 0\). The modified quadrature formula is helpful for the functions of form \(u(x)=p(x)+\gamma \Phi(x)\), especially when \(\Phi\) has unbounded derivatives. The degree of exactness of the composite formula equals to \(3\) -- one less than in the original case. Earlier, the author jointly with N. A. Zadorin, applied a similar approach for the trapezoidal, Simpson and the Newton-Cotes formulas. Note that in these cases the knots are simple and the Lagrange interpolation is used.
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    Euler quadrature formula
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    Hermite interpolation
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    boundary layer component
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    degree of exactness
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    error estimate
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