✦ LIBER ✦

Fourier analysis of numerical integration formulae

✍ Scribed by Paolo Luchini

Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 726 KB
Volume: 83
Category: Article
ISSN: 0010-4655
DOI: 10.1016/0010-4655(94)90050-7

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✦ Synopsis

A comparative analysis of the most well known 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. In this way new insight is gained on several phenomena, among which the failure of the Gregory integration rules to yield better results than Simpson's rule, in terms of the occurrence of poles and other complex singularities in the corresponding transfer functions.

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