Related papers: Numerical quadratures for near-singular and near-h…
A class of numerical quadrature rules is derived, with equally-spaced nodes, and unit weights except at a few points at each end of the series, for which "corrections" (not using any further information about the integrand) are added to the…
Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…
In this work, we consider the singular integrals of Cauchy type of the forms $$\ds J(f,x)= \frac{\sqrt{1-x^2}}{\pi}\int_{-1}^1\frac{f(t)}{\sqrt{1-t^2}(t-x)}\,dt, -1<x<1 and $$\ds \Phi(f,z)=…
Let $d$ and $k$ be positive integers. Let $\mu$ be a positive Borel measure on $\mathbb{R}^2$ possessing finite moments up to degree $2d-1$. If the support of $\mu$ is contained in an algebraic curve of degree $k$, then we show that there…
Numerical integration is encountered in all fields of numerical analysis and the engineering sciences. By now, various efficient and accurate quadrature rules are known; for instance, Gauss-type quadrature rules. In many applications,…
This paper describes a trapezoidal quadrature method for the discretization of weakly singular, singular and hypersingular boundary integral operators with complex symmetric quadratic forms. Such integral operators naturally arise when…
We provide explicit expressions for quadrature rules on the space of $C^1$ cubic splines with non-uniform, symmetrically stretched knot sequences. The quadrature nodes and weights are derived via an explicit recursion that avoids an…
Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution…
We present a family of high order trapezoidal rule-based quadratures for a class of singular integrals, where the integrand has a point singularity. The singular part of the integrand is expanded in a Taylor series involving terms of…
Despite extensive research on symmetric polynomial quadrature rules for triangles, as well as approaches to their calculation, few studies have focused on non-polynomial functions, particularly on their integration using symmetric triangle…
In this paper we propose and analyse composite Filon-Clenshaw-Curtis quadrature rules for integrals of the form $I_{k}^{[a,b]}(f,g) := \int_a^b f(x) \exp(\mathrm{i}kg(x)) \rd x $, where $k \geq 0$, $f$ may have integrable singularities and…
In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…
We propose, analyze, and implement a quadrature method for evaluating integrals of the form $\int_0^2 f(s)\exp(zs)\, {\rm d}s$, where $z$ is a complex number with a possibly large negative real part. The integrand may exhibit exponential…
Methods for the computation of classical Gaussian quadrature rules are described which are effective both for small and large degree. These methods are reliable because the iterative computation of the nodes has guaranteed convergence, and…
For the purpose of uncertainty propagation a new quadrature rule technique is proposed that has positive weights, has high degree, and is constructed using only samples that describe the probability distribution of the uncertain parameters.…
In this paper, we consider the Gauss quadrature formulae corresponding to some modifications of anyone of the four Chebyshev weights, considered by Gautschi and Li in \cite{gauli}. As it is well known, in the case of analytic integrands,…
The numerical integration of an analytical function $f(x)$ using a finite set of equidistant points can be performed by quadrature formulas like the Newton-Cotes. Unlike Gaussian quadrature formulas however, higher-order Newton-Cotes…
Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…
We describe a strategy for rigorous arbitrary-precision evaluation of Legendre polynomials on the unit interval and its application in the generation of Gauss-Legendre quadrature rules. Our focus is on making the evaluation practical for a…
This work proposes four novel hybrid quadrature schemes for the efficient and accurate evaluation of weakly singular boundary integrals (1/r kernel) on arbitrary smooth surfaces. Such integrals appear in boundary element analysis for…