English

Optimal quadrature formulas with derivatives in Sobolev space

Numerical Analysis 2014-10-31 v1

Abstract

In the present paper the problem of construction of optimal quadrature formulas in the sense of Sard in the space L2(m)(0,1)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 NN and for any m4m\geq 4 using S.L. Sobolev method which is based on discrete analogue of the differential operator d2m/dx2md^{2m}/dx^{2m}. In particular, for m=4, 5m=4,\ 5 optimality of the classical Euler-Maclaurin quadrature formula is obtained. Starting from m=6m=6 new optimal quadrature formulas are obtained.

Keywords

Cite

@article{arxiv.1410.8423,
  title  = {Optimal quadrature formulas with derivatives in Sobolev space},
  author = {Kh. M. Shadimetov and A. R. Hayotov and F. A. Nuraliev},
  journal= {arXiv preprint arXiv:1410.8423},
  year   = {2014}
}