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End-correction integration formulae with optimized terminal sampling points

✍ Scribed by Paolo Luchini


Book ID
103048852
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
767 KB
Volume
83
Category
Article
ISSN
0010-4655

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✦ Synopsis


A new family of integration rules is presented that optimizes the choice of terminal sampling points in a Gregory-type end-correction formula. Besides applying the various methods to a number of test functions as is traditionally done, a comparison between the new and the classical numerical integration rules is conducted by the Fourier method, which allows their approximation properties to be estimated not only in the limit of step size tending to zero but also for nonzero step size. From these tests our optimized rule turns out to surpass all the other methods, including past improvements of the Gregory rule such as the Gauss-Gregory and Hamming-Pinkham rules.