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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2021, Volume 18, Issue 2, Pages 1201–1209
DOI: https://doi.org/10.33048/semi.2021.18.091
(Mi semr1432)
 

Computational mathematics

Optimization of nodes of composite quadrature formulas in the presence of a boundary layer

N. A. Zadorin

Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
References:
Abstract: The problem of numerical integration of a function of one variable with large gradients in the region of the exponential boundary layer is studied. The problem is that the use of composite quadrature formulas on a uniform grid with decreasing of the small parameter value leads to significant errors, regardless of the number of nodes of the basic quadrature formula. In the paper it is proposed to choose nodes based on the composite quadrature formula error minimizing. Basic quadrature formula applied between grid nodes, takes into account the cases of the Newton-Cotes and Gauss formulas. It is proved that the minimum error is achieved on the Bakhvalov mesh, and the error of the quadrature formula becomes uniform in a small parameter.
Keywords: function of one variable, large gradients, numerical integration, Newton-Cotes formula, Gauss formula, optimization of nodes, error estimation.
Funding agency Grant number
Russian Foundation for Basic Research 19-31-60009
The work was funded by RFBR, project number 19-31-60009.
Received September 14, 2021, published November 12, 2021
Bibliographic databases:
Document Type: Article
UDC: 519.644
MSC: 65D32
Language: English
Citation: N. A. Zadorin, “Optimization of nodes of composite quadrature formulas in the presence of a boundary layer”, Sib. Èlektron. Mat. Izv., 18:2 (2021), 1201–1209
Citation in format AMSBIB
\Bibitem{Zad21}
\by N.~A.~Zadorin
\paper Optimization of nodes of composite quadrature formulas in the presence of a boundary layer
\jour Sib. \`Elektron. Mat. Izv.
\yr 2021
\vol 18
\issue 2
\pages 1201--1209
\mathnet{http://mi.mathnet.ru/semr1432}
\crossref{https://doi.org/10.33048/semi.2021.18.091}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000734395000011}
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