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Blending product-type quadrature rules

  • Part II Numerical Mathematics
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Abstract

The idea of blending which was originally used for bivariate approximation is utilized for the numerical integration of the product of two functions. The combination of three product-type quadrature rules results in a rule with a lower error than each of the original rules. Rules of different exactness degrees as well as compounded rules of different step sizes can be taken for such a combination. Two explicit rules are constructed for demonstration; numerical examples confirm the asymptotic rates of convergence of these rules.

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Authors and Affiliations

  1. Fakultät für Mathematik, Universität Bielefeld, Postfach 86 40, D-4800, Bielefeld 1, Germany

    Wolfgang Bunse

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  1. Wolfgang Bunse
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Bunse, W. Blending product-type quadrature rules. BIT 22, 477–486 (1982). https://doi.org/10.1007/BF01934411

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  • DOI: https://doi.org/10.1007/BF01934411

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