Search Results
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 |
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 …
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 …
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 …
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 …