An error functional expansion for -dimensional quadrature with an integrand function singular at a point

Author:
J. N. Lyness

Journal:
Math. Comp. **30** (1976), 1-23

MSC:
Primary 65D30

MathSciNet review:
0408211

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Abstract: Let *If* be the integral of over an *N*-dimensional hypercube and be the approximation to *If* obtained by subdividing the hypercube into equal subhypercubes and applying the same quadrature rule *Q* to each. In order to extrapolate efficiently for *If* on the basis of several different approximations , it is necessary to know the form of the error functional as an expansion in *m*. When has a singularity, the conventional form (with inverse even powers of *m*) is not usually valid. In this paper we derive the expansion in the case in which has the form

*Q*. For several easily recognizable classes of integrand function and for most familiar quadrature rules some of these coefficients are zero. An analogous expansion for the error functional with integrand function is also derived.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1976-0408211-0

Keywords:
Multidimensional quadrature,
singularity,
error functional asymptotic expansion,
Romberg integration,
Euler-Maclaurin expansion

Article copyright:
© Copyright 1976
American Mathematical Society