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单词 Radau Quadrature
释义

Radau Quadrature

A Gaussian Quadrature-like formula for numerical estimation of integrals. It requires points and fits allPolynomials to degree , so it effectively fits exactly all Polynomials ofdegree . It uses a Weighting Function in which the endpoint in the interval is includedin a total of Abscissas, giving free abscissas. The general formula is

(1)

The free abscissas for , ..., are the roots of the Polynomial
(2)

where is a Legendre Polynomial. The weights of the free abscissas are
(3)

and of the endpoint
(4)

The error term is given by
(5)

for .

20.5
 0.3333331.5
30.222222
 1.02497
 0.6898980.752806
40.125
 0.657689
 0.1810660.776387
 0.8228240.440924
50.08
 0.446208
 0.623653
 0.4463140.562712
 0.8857920.287427

The Abscissas and weights can be computed analytically for small .

2
 
3
 
 

See also Chebyshev Quadrature, Lobatto Quadrature


References

Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 888, 1972.

Chandrasekhar, S. Radiative Transfer. New York: Dover, p. 61, 1960.

Hildebrand, F. B. Introduction to Numerical Analysis. New York: McGraw-Hill, pp. 338-343, 1956.

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