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Optimal quadrature formulas with derivatives in Sobolev space
- Publication Year :
- 2014
-
Abstract
- In the present paper the problem of construction of optimal quadrature formulas in the sense of Sard in the space $L_2^{(m)}(0,1)$is considered. Here the quadrature sum consists of values of the integrand at nodes and values of the first and the third derivatives of the integrand at the end points of the integration interval. The coefficients of optimal quadrature formulas are found and the norm of the optimal error functional is calculated for arbitrary natural number $N$ and for any $m\geq 4$ using S.L. Sobolev method which is based on discrete analogue of the differential operator $d^{2m}/dx^{2m}$. In particular, for $m=4,\ 5$ optimality of the classical Euler-Maclaurin quadrature formula is obtained. Starting from $m=6$ new optimal quadrature formulas are obtained.
- Subjects :
- Mathematics - Numerical Analysis
65D32
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1410.8423
- Document Type :
- Working Paper