Stable high-order quadrature rules with equidistant points (Q2271979): Difference between revisions

Newton-Cotes quadrature rules become unstable for high orders. In this paper, the author reviews two techniques to construct stable high-order quadrature rules using \(N\) equidistant quadrature points. The first method is based on results of \textit{M. W. Wilson} [Math. Comput. 24, 271--282 (1970; Zbl 0219.65028)]. The second approach uses nonnegative least squares methods of \textit{C. L. Lawson} and \textit{R. J. Hanson} [Solving least squares problems, SIAM Philadelphia (1995; Zbl 0860.65029)]. The stability follows from the fact that all weights are positive. These results can be achieved in the case \(N\sim d^2\), where \(d\) is the polynomial order of accuracy. Then the computed approximation corresponds implicitly to the integral of a (discrete) least squares approximation of the (sampled) integrand. The author shows how the underlying discrete least squares approximation can be optimized for the numerical integration. Numerical tests are presented.