Euler-Maclaurin type optimal formulas for numerical integration in Sobolev space

A. R. Hayotov ; F. A. Nuraliev ; R. I. Parovik ; Kh. M. Shadimetov

Vestnik KRAUNC. Fiziko-matematičeskie nauki, Tome 32 (2020) no. 3, pp. 75-101

Résumé

In the present paper the problem of construction of optimal quadrature formulas in the sense of Sard in the space $L_2(m)(0,1)$ is considered. Here the quadrature sum consists of values of the integrand at nodes and values of the first and the third 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 $N \ge m-3$ and for any $m \ge 4$ using S. L. Sobolev method which is based on the discrete analogue of the differential operator $d^{2m}/dx^{2m}$. In particular, for $m = 4$ and $m = 5$ optimality of the classical Euler-Maclaurin quadrature formula is obtained. Starting from $m=6$ new optimal quadrature formulas are obtained. At the end of this work some numerical results are presented.

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