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Mathematics of Computation
Article . 1962 . Peer-reviewed
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Mathematics of Computation
Article . 1962 . Peer-reviewed
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Multiple quadrature with central differences on one line

Authors: Salzer, H. E.;

Multiple quadrature with central differences on one line

Abstract

The coefficients A 2 m n A_{2m}^n in the n-fold quadrature formulas for the stepwise integration of (1) y ( n ) = f ( x , y , y ′ , ⋯ , y ( n − 1 ) ) {y^{(n)}} = f(x,y,y’, \cdots , {y^{(n - 1)}}) , at intervals of h, namely, for n even, (2) δ n y 0 = h n ∑ m = 1 10 ( 1 + A 2 m n δ 2 m ) f 0 + ⋯ {\delta ^n}{y_0} = {h^n}\sum \nolimits _{m = 1}^{10} {(1 + A_{2m}^n{\delta ^{2m}}){f_0} + \cdots } , for n odd, (3) μ δ n y 0 = h n ∑ m = 1 10 ( 1 + A 2 m n δ 2 m ) f 0 + ⋯ \mu {\delta ^n}{y_0} = {h^n}\sum \nolimits _{m = 1}^{10} {(1 + A_{2m}^n{\delta ^{2m}}){f_0} + \cdots } , are tabulated exactly for n = 1(1)6, m = 1(1)10. They were calculated from the well-known symbolic formulas (4) δ n y = ( δ / D ) n f {{\delta }^{n}}y = {{({\delta }/{D})}^{n}}f , (5) ( δ / D ) n = ( δ h / 2 sinh − 1 ( δ / 2 ) ) n {{({\delta }/{D})}^{n}} = {{({{{\delta h}/{2\,\sinh }}^{-1}}({\delta }/{2}))}^{n}} and (6) μ = ( 1 + δ 2 / 4 ) 1 / 2 = 1 + δ 2 8 − δ 4 128 + δ 6 1024 − 5 δ 8 32768 + ⋯ \mu = {{(1 + {{{\delta }^{2}}}/{4})}^{{1}/{2}}} = 1 + \frac {{{\delta }^{2}}}{8}\,-\,\frac {{{\delta }^{4}}}{128} + \frac {{{\delta }^{6}}}{1024}\,-\,\frac {5{{\delta }^{8}}}{32768} + \cdots . For calculating y ( r ) {y^{(r)}} , replace n by n - r in (2) and (3). Use of (2) and (3) avoids the solution of (1) by simultaneous lower-order systems for n > 1 n > 1 , as well as mid-interval tabular arguments, requires only even-order differences, on a single line, and provides great accuracy due to rapid decrease of A 2 m n A_{2m}^n as m increases. However, the integration may be slowed down by the need to estimate and refine iteratively the later values of y , y ′ , ⋯ , y ( n − 1 ) y,y’, \cdots , {y^{(n - 1)}} required in δ 2 m f 0 {\delta ^{2m}}{f_0} . Reference to earlier collected formulas of Legendre, Oppolzer, Thiele, Lindow, Salzer, Milne and Buckingham, reveals that Thiele and Buckingham come closest to (2), (3), as their works contain schemes that involve just tabular arguments throughout. For n odd, they give formulas that are based upon the series in δ 2 m {\delta ^{2m}} for ( 1 / μ ) ( δ / D ) n ({1}/{\mu }){{({\delta }/{D})}^{n}} instead of μ ( δ / D ) n \mu {{({\delta }/{D})}^{n}} as in the present arrangement.

Keywords

numerical analysis

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Top 10%
Average
bronze
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