Related papers: Numerical integration rules with improved accuracy…
We mainly study numerical integration of real valued functions defined on the $d$-dimensional unit cube with all partial derivatives up to some finite order $r\ge1$ bounded by one. It is well known that optimal algorithms that use $n$…
A method for computing singular or nearly singular integrals on closed surfaces was presented by J. T. Beale, W. Ying, and J. R. Wilson [Comm. Comput. Phys. 20 (2016), 733--753, arXiv:1508.00265] and applied to single and double layer…
A method of deriving quadrature rules has been developed which gives nodes and weights for a Gaussian-type rule which integrates functions of the form: f(x,y,t) = a(x,y,t)/((x-t)^2+y^2) + b(x,y,t)/([(x-t)^2+y^2]^{1/2}) +…
A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…
Solutions of partial differential equations can often be written as surface integrals having a kernel related to a singular fundamental solution. Special methods are needed to evaluate the integral accurately at points on or near the…
The Euler scheme is up to date the most important numerical method for ordinary differential inclusions, because the use of the available higher-order methods is prohibited by their enormous complexity after spatial discretization.…
We present an implementation of arbitrary-precision numerical integration with rigorous error bounds in the Arb library. Rapid convergence is ensured for piecewise complex analytic integrals by use of the Petras algorithm, which combines…
In this paper we present a new family of rules for numerical integration. This family has up to half the error of the widely used Newton-Cotes rules when a sufficient number of points is evaluated and also much better numerical stability…
Simple proofs of the midpoint, trapezoidal and Simpson's rules are proved for numerical integration on a compact interval. The integrand is assumed to be twice continuously differentiable for the midpoint and trapezoidal rules, and to be…
We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…
We present a new formula for divided difference and few new schemes of divided difference tables in this paper. Through this, we derive new interpolation, numerical differentiation and numerical integration formulas with arbitrary order of…
A research frontier has emerged in scientific computation, wherein numerical error is regarded as a source of epistemic uncertainty that can be modelled. This raises several statistical challenges, including the design of statistical…
A general framework of Numerical Singular Integrals (NSI) method based on the Integration By Parts (IBP) has been developed for integrals involving singular and nearly singular integrands, or NSI-IBP. Through a general integration by parts…
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…
We present a high-order method that provides numerical integration on volumes, surfaces, and lines defined implicitly by two smooth intersecting level sets. To approximate the integrals, the method maps quadrature rules defined on…
This paper provides a new approach to derive various arbitrary high order finite difference formulae for the numerical differentiation of analytic functions. In this approach, various first and second order formulae for the numerical…
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…
We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…
We examine the effect of numerical integration on the convergence of high order pyramidal finite element methods. Rational functions are indispensable to the construction of pyramidal interpolants so the conventional treatment of numerical…
Singularity subtraction for linear weakly singular Fredholm integral equations of the second kind is generalized to nonlinear integral equations. Two approaches are presented: The Classical Approach discretizes the nonlinear problem, and…