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Modification of the Euler quadrature formula for functions with a boundary-layer component

The Euler quadrature formula for the numerical integration of functions with a boundary-layer component on a uniform grid is investigated. If the function under study has a rapidly growing component, the error can be significant. A uniformly accurate quadrature formula is constructed by modifying th...

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Published in:Computational mathematics and mathematical physics 2014-10, Vol.54 (10), p.1489-1498
Main Author: Zadorin, A. I.
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Language:English
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description The Euler quadrature formula for the numerical integration of functions with a boundary-layer component on a uniform grid is investigated. If the function under study has a rapidly growing component, the error can be significant. A uniformly accurate quadrature formula is constructed by modifying the Hermite interpolation formula so that the resulting one is exact for the boundary-layer component. An analogue of the Euler formula that is exact for the boundary-layer component is constructed. It is proved that the resulting composite quadrature formula is third-order accurate in space uniformly with respect to the boundary-layer component and its derivatives.
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subjects Boundaries
Computational mathematics
Computational Mathematics and Numerical Analysis
Construction
Derivatives
Error analysis
Eulers equations
Interpolation
Mathematical analysis
Mathematical models
Mathematics
Mathematics and Statistics
Polynomials
Quadratures
Studies
title Modification of the Euler quadrature formula for functions with a boundary-layer component
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