Title
A probabilistic model for quadrature rules
Abstract
The approximate formula of quadrature rules is usually indicated as @!"a^bf(x)dx~@?i=1nw"if(x"i),where x"i are the integration nodes and w"i are the corresponding coefficients. During last decades, various cases of above type formula, such as Gauss quadrature rules, Newton-Cotes rules and so on, have been introduced to somehow estimate x"i and w"i. In this paper, we propose a quadrature model based on a probabilistic approach to estimate the related nodes and coefficients. For this purpose, we apply the normal distribution, as a special case, and present an error analysis for the obtained probabilistic formulas. Some numerical examples are given in this way to show the efficiency of the proposed model.
Year
DOI
Venue
2007
10.1016/j.amc.2006.09.079
Applied Mathematics and Computation
Keywords
Field
DocType
corresponding coefficient,newton-cotes rule,approximate formula,probability density function,cumulative density function,normal distribution,probabilistic model,statistical distributions,quadrature model,quadrature rules,type formula,quadrature rule,probabilistic formula,gauss quadrature rule,probabilistic approach,statistical distribution,cumulant
Gauss–Kronrod quadrature formula,Applied mathematics,Mathematical analysis,Tanh-sinh quadrature,Numerical integration,Clenshaw–Curtis quadrature,Quadrature domains,Quadrature (mathematics),Probabilistic logic,Gaussian quadrature,Mathematics,Calculus
Journal
Volume
Issue
ISSN
187
2
Applied Mathematics and Computation
Citations 
PageRank 
References 
1
0.36
0
Authors
2
Name
Order
Citations
PageRank
Mohammad Masjed-Jamei1158.03
Mehdi Dehghan23022324.48