Optimal formulas of numerical integration with derivatives in Sobolev space

Kholmat M. Shadimetov ; Farhod A. Nuraliev

Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 11 (2018) no. 6, pp. 764-775.

Résumé

The problem of construction of optimal quadrature formulas in the sense of Sard in the space $L_2^{(m)}(0,1)$ is considered in the paper . The quadrature sum consists of values of the integrand at internal nodes and values of the first, third and fifth 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 $N$ and for any $m\geq 6$ using Sobolev method. It is based on discrete analogue of the differential operator $d^{2m}/dx^{2m}$. In particular, for $m=6,7$ optimality of the classical Euler–Maclaurin quadrature formula is obtained. Starting from $m=8$ new optimal quadrature formulas are obtained.

Détail

Keywords: error functional, extremal function, Sobolev space
Mots-clés : optimal quadrature formula, optimal coefficients.

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