Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only not deleted user 36721
1 vote
Accepted

Numerical solution to some functional equation

$\newcommand\erf{\operatorname{erf}}\newcommand\R{\mathbb R}$The functional equation in question is \begin{equation*} a=F(a) \tag{1}\label{1} \end{equation*} on $(0,\infty)$, where $a$ is in the c …
Iosif Pinelis's user avatar
5 votes

Numerical integration method that doesn't involve derivative in the error bound

$\newcommand\Z{\mathbb Z}\newcommand\R{\mathbb R}\newcommand\la{\lambda}$If $f$ is an arbitrary Lebesgue-integrable function, then, as is done in a definition of the Lebesgue integral, it makes sense …
Iosif Pinelis's user avatar
2 votes
Accepted

On the continuity and injective-ness of Gauss quadrature scheme for numerical integration, w...

The key here is the simple change-of-interval/rescaling formula, found e.g. at the link in the OP, according to which \begin{equation} T_n(f)(x)=T_{n,[0,x]}(f)=x\sum_1^n w_i f(xx_i), \tag{*} \end{eq …
Iosif Pinelis's user avatar
1 vote
Accepted

Numerical integration with integrable singularity

(i) Your purported error bound is of course incorrect: consider e.g. $f(t)=t$. (ii) To get rid of the singularity, make the substitution $u=\sqrt t$, so that $$\int_0^T dt\,f(t)=\int_0^T \frac{dt}{\sq …
Iosif Pinelis's user avatar