<p>We obtain a numerical result that the Radau rules are better in accuracy than the Gauss–Legendre (GL) formula for the integral of <i>even</i> functions on the interval <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\([-1,1]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">[</mo> <mo>-</mo> <mn>1</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>. There exist two types of the Radau rules having a node at either 1 or <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(-1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>, as well as interior nodes. The two Radau rules are the same for even functions, so the numerical result suggests that their averaged rule (a-R) is superior to the GL rule, regardless of odd or even. We investigate this phenomenon for the integral with the Jacobi weight function <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\((1-x)^\alpha (1+x)^\beta \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>-</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mi>α</mi> </msup> <msup> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mi>β</mi> </msup> </mrow> </math></EquationSource> </InlineEquation> (<InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\alpha &gt;-1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>&gt;</mo> <mo>-</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\beta &gt;-1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>β</mi> <mo>&gt;</mo> <mo>-</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>). The a-R with the ratio <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\((n+\alpha ):(n+\beta )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mi>α</mi> <mo stretchy="false">)</mo> <mo>:</mo> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mi>β</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> of the <i>n</i>-point Radau rules with degree of exactness <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(2n-2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>2</mn> <mi>n</mi> <mo>-</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation> is of degree <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(2n-1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>2</mn> <mi>n</mi> <mo>-</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>. The degree rises to 2<i>n</i> when <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\alpha +\beta =-1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>+</mo> <mi>β</mi> <mo>=</mo> <mo>-</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>, and to <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(4n-3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>4</mn> <mi>n</mi> <mo>-</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation> when <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(\alpha =\beta =-\tfrac{1}{2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>=</mo> <mi>β</mi> <mo>=</mo> <mo>-</mo> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mstyle> </mrow> </math></EquationSource> </InlineEquation>. This indicates that the two Radau rules have errors of opposite sign, so each rule is the anti-rule to the other one. When <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(\alpha =\beta =0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>=</mo> <mi>β</mi> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation> (the Legendre weight), the a-R has the same degree of exactness as that of the <i>n</i>-point GL rule, the dominant error term of the a-R being smaller in magnitude than that of the GL rule. The propositions above are also numerically verified. Further numerical results show that the a-R can be effectively used to estimate the errors of the Radau rules.</p>

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On two Gauss–Radau quadrature formulae and their weighted averaged-rule: Is Gauss–Legendre always better than Radau?

  • Hiroshi Sugiura,
  • Takemitsu Hasegawa

摘要

We obtain a numerical result that the Radau rules are better in accuracy than the Gauss–Legendre (GL) formula for the integral of even functions on the interval \([-1,1]\) [ - 1 , 1 ] . There exist two types of the Radau rules having a node at either 1 or \(-1\) - 1 , as well as interior nodes. The two Radau rules are the same for even functions, so the numerical result suggests that their averaged rule (a-R) is superior to the GL rule, regardless of odd or even. We investigate this phenomenon for the integral with the Jacobi weight function \((1-x)^\alpha (1+x)^\beta \) ( 1 - x ) α ( 1 + x ) β ( \(\alpha >-1\) α > - 1 , \(\beta >-1\) β > - 1 ). The a-R with the ratio \((n+\alpha ):(n+\beta )\) ( n + α ) : ( n + β ) of the n-point Radau rules with degree of exactness \(2n-2\) 2 n - 2 is of degree \(2n-1\) 2 n - 1 . The degree rises to 2n when \(\alpha +\beta =-1\) α + β = - 1 , and to \(4n-3\) 4 n - 3 when \(\alpha =\beta =-\tfrac{1}{2}\) α = β = - 1 2 . This indicates that the two Radau rules have errors of opposite sign, so each rule is the anti-rule to the other one. When \(\alpha =\beta =0\) α = β = 0 (the Legendre weight), the a-R has the same degree of exactness as that of the n-point GL rule, the dominant error term of the a-R being smaller in magnitude than that of the GL rule. The propositions above are also numerically verified. Further numerical results show that the a-R can be effectively used to estimate the errors of the Radau rules.