Two algorithms for the construction of product formulas

DOI10.1007/BF02248696MaRDI QIDQ1207051zbMATH OpenOpenAlexFDO

Authors Annamaria Palamara Orsi

Publication date 4 May 1993

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02248696

zbMATH Keywords

algorithmsintegral equationsinterpolatory rulesnumerical quadratureproduct integration rules of interpolatory typeproduct quadrature rulesweight function

Mathematics Subject Classification ID

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

Review text

A familiar problem in numerical quadrature is that of integration over a finite interval, with a specified (usually classical) weight function. The author here deals with a variant problem, which turns out to be quite different. In this application in integral equations, the weight function \(K(x,y)\) depends on a parameter \(y\); a family (one-parameter system) of quadrature formulas are required in which the abscissas are fixed, but the weights depend on the particular kernel, i.e., depend on \(y\). This leads to a family of interpolatory rules. The author discusses this problem and gives an outline of two algorithms. The first employs as abscissas the zeros of a Jacobi polynomial. The second involves a Kronrod type extension. She demonstrates, by example, how successful this approach can be and how much it costs. The FORTRAN programs are available from the author.

Recommendations

• A product quadrature algorithm by Hermite interpolation
• Quadrature Formulas for Functions with Poles Near the Interval of Integration
• On Product Integration with Gauss--Kronrod Nodes
• On the convergence of interpolatory product integration rules based on Gauss, Radau and Lobatto points
• scientific article; zbMATH DE number 3848488

Cites work

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Cited in

(8)

• Accuracy of product-formula algorithms
• Generalized Kronrod Patterson type imbedded quadratures
• scientific article; zbMATH DE number 4174216 (Why is no real title available?)
• scientific article; zbMATH DE number 3846809 (Why is no real title available?)
• scientific article; zbMATH DE number 4145288 (Why is no real title available?)
• A note on a family of quadrature formulas and some applications
• Algorithm 655
• scientific article; zbMATH DE number 4068224 (Why is no real title available?)

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