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Estimates of the error in Gauss-Legendre quadrature for double integrals

Citation

Elliott, D and Johnston, PR and Johnston, BM, Estimates of the error in Gauss-Legendre quadrature for double integrals, Journal of Computational and Applied Mathematics, 236, (6) pp. 1552-1561. ISSN 0377-0427 (2011) [Refereed Article]


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DOI: doi:10.1016/j.cam.2011.09.019

Abstract

Error estimates are a very important aspect of numerical integration. It is desirable to know what level of truncation error might be expected for a given number of integration points. Here, we determine estimates for the truncation error when Gauss–Legendre quadrature is applied to the numerical evaluation of two dimensional integrals which arise in the boundary element method. Two examples are considered; one where the integrand contains poles, when its definition is extended into the complex plane, and another which contains branch points. In both cases we obtain error estimates which agree with the actual error to at least one significant digit.

Item Details

Item Type:Refereed Article
Keywords:double integrals, Gauss–Legendre quadrature, numerical integration
Research Division:Mathematical Sciences
Research Group:Numerical and Computational Mathematics
Research Field:Numerical Analysis
Objective Division:Expanding Knowledge
Objective Group:Expanding Knowledge
Objective Field:Expanding Knowledge in the Mathematical Sciences
Author:Elliott, D (Professor David Elliott)
ID Code:74276
Year Published:2011
Web of Science® Times Cited:4
Deposited By:Mathematics and Physics
Deposited On:2011-11-17
Last Modified:2016-09-30
Downloads:1 View Download Statistics

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