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JOURNALS // Journal of Siberian Federal University. Mathematics & Physics // Archive

J. Sib. Fed. Univ. Math. Phys., 2018 Volume 11, Issue 6, Pages 764–775 (Mi jsfu725)

This article is cited in 17 papers

Optimal formulas of numerical integration with derivatives in Sobolev space

Kholmat M. Shadimetov, Farhod A. Nuraliev

Institute of Mathematics, Uzbekistan Academy of Sciences, Mirzo Ulugbek, 81, Tashkent, 100041, Uzbekistan

Abstract: The problem of construction of optimal quadrature formulas in the sense of Sard in the space $L_2^{(m)}(0,1)$ is considered in the paper . The quadrature sum consists of values of the integrand at internal nodes and values of the first, third and fifth derivatives of the integrand at the end points of the integration interval. The coefficients of optimal quadrature formulas are found and the norm of the optimal error functional is calculated for arbitrary natural number $N$ and for any $m\geq 6$ using Sobolev method. It is based on discrete analogue of the differential operator $d^{2m}/dx^{2m}$. In particular, for $m=6,7$ optimality of the classical Euler–Maclaurin quadrature formula is obtained. Starting from $m=8$ new optimal quadrature formulas are obtained.

Keywords: optimal quadrature formula, error functional, extremal function, Sobolev space, optimal coefficients.

UDC: 519.644

Received: 05.10.2017
Received in revised form: 27.03.2018
Accepted: 09.07.2018

Language: English

DOI: 10.17516/1997-1397-2018-11-6-764-775



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