Title
Estimates of the error in Gauss-Legendre quadrature for double integrals
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.
Year
DOI
Venue
2011
10.1016/j.cam.2011.09.019
J. Computational Applied Mathematics
Keywords
Field
DocType
numerical evaluation,gauss-legendre quadrature,truncation error,complex plane,integration point,boundary element method,error estimate,branch point,numerical integration,double integral,actual error,gauss legendre quadrature,numerical analysis,double integrals
Gauss–Kronrod quadrature formula,Truncation error,Mathematical optimization,Mathematical analysis,Tanh-sinh quadrature,Numerical integration,Truncation error (numerical integration),Quadrature (mathematics),Multiple integral,Gaussian quadrature,Mathematics
Journal
Volume
Issue
ISSN
236
6
0377-0427
Citations 
PageRank 
References 
3
0.86
0
Authors
3
Name
Order
Citations
PageRank
David Elliott130.86
Peter R. Johnston28015.20
Barbara M. Johnston3258.44