Stratified nested and related quadrature rules

DOI10.1016/S0377-0427(99)00224-1MaRDI QIDQ1964091zbMATH OpenFDO

Authors Thomas N. L. Patterson

Publication date 28 March 2001

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(99)00224-1

zbMATH Keywords

comparative performance analysishybrid GKP rulesnested quadrature procedurequadrature rule

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Review text

The author extends the stratified nested quadrature procedure due to \textit{D. P. Laurie} [Quaest. Math. 15, No.~3, 365-384 (1992; Zbl 0788.65025)] to the concept of hybrid GKP rules (optimal extension of the Gauss 1-point rule). The procedure of \textit{F. T. Krogh} and \textit{W. Van Snyder} [ACM Trans. Math. Softw. 17, No.~4, 457-461 (1991; Zbl 0900.65054)], the hybrid strategy and the rules of \textit{J. M. Perez-Jorda} and \textit{E. San-Fabian} [Comput. Phys. Commun. 77, No.~1-3, 46-56 (1993; Zbl 0854.65017)] are extensively investigated. Comparative performances analysis recommand GKP rules for automatic integration.

Recommendations

• STRATIFIED SEQUENCES OF NESTED QUADRATURE FORMULAS
• Adaptive quadrature -- Revisited
• Algorithm 691: Improving QUADPACK automatic integration routines
• On the use of Gauss quadrature in adaptive automatic integration schemes
• Hybrid Gauss-Trapezoidal Quadrature Rules

Cites work

• A Fortran 90-based multiprecision system
• A simple, efficient and more reliable scheme for automatic numerical integration
• Algorithm 699: a new representation of Patterson's quadrature formulae
• Algorithm 719: Multiprecision translation and execution of FORTRAN programs
• Algorithm 726: ORTHPOL–a package of routines for generating orthogonal polynomials and Gauss-type quadrature rules
• An algorithm for generating interpolatory quadrature rules of the highest degree of precision with preassigned nodes for general weight functions
• STRATIFIED SEQUENCES OF NESTED QUADRATURE FORMULAS
• The Optimum Addition of Points to Quadrature Formulae

Cited in

(15)

• An evaluation of Clenshaw-Curtis quadrature rule for integration w.r.t. singular measures
• On stratified extensions of Gauss-Laguerre and Gauss-Hermite quadrature formulas
• Internality of generalized averaged Gauss quadrature rules and truncated variants for modified Chebyshev measures of the first kind
• Averaged Gauss quadrature formulas: properties and applications
• Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids
• Modified anti-Gauss and degree optimal average formulas for Gegenbauer measure
• Internality of generalized averaged Gauss quadrature rules and truncated variants for modified Chebyshev measures of the third and fourth kinds
• On generalized averaged Gaussian formulas
• STRATIFIED SEQUENCES OF NESTED QUADRATURE FORMULAS
• Generalized averaged Gaussian formulas for certain weight functions
• Stopping functionals for Gaussian quadrature formulas
• Modified anti-Gaussian quadrature formulae of Chebyshev type
• Polynomial interpolation and cubature over polygons
• Internality of generalized averaged Gauss quadrature rules and truncated variants for modified Jacobi measure
• Gauss quadrature rules for a generalized Hermite weight function

Describes a project that uses

Uses Software

• ORTHPOL
• Algorithm 699
• Algorithm 719

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