Math 2.0

Numerical analysis Definition

Degree of exactness of a quadrature rule

Builds on Quadrature rulePolynomial functionDegree of a polynomial

Definition

Let Q(f)=∑i=1nwif(xi)Q(f) = \sum_{i=1}^{n} w_i f(x_i) be a quadrature rule on [a,b][a, b], and let I(f)=∫abf(x) dxI(f) = \int_a^b f(x)\, dx. The rule has degree of exactness d≥0d \ge 0 if:

  1. Q(p)=I(p)Q(p) = I(p) for every real polynomial pp of degree at most dd;
  2. Q(p)≠I(p)Q(p) \ne I(p) for some polynomial pp of degree d+1d + 1.

Remarks

By linearity, clause 1 holds if and only if Q(xk)=I(xk)Q(x^k) = I(x^k) for k=0,1,…,dk = 0, 1, \dots, d. The degree of exactness of an nn-node rule is at most 2n−12n - 1: for p(x)=∏i(x−xi)2p(x) = \prod_i (x - x_i)^2, of degree 2n2n, one has Q(p)=0<I(p)Q(p) = 0 < I(p). A rule has degree of exactness at least n−1n - 1 if and only if it is interpolatory. Example: the midpoint rule Q(f)=(b−a)f(m)Q(f) = (b - a) f(m) with m=(a+b)/2m = (a + b)/2 has degree 11: it is exact for 11 and x−mx - m, while for (x−m)2(x - m)^2 it gives 00 instead of (b−a)3/12(b - a)^3/12. Non-example: the left endpoint rule Q(f)=(b−a)f(a)Q(f) = (b - a) f(a) does not have degree 11, since for p(x)=x−ap(x) = x - a it gives 00 instead of (b−a)2/2(b - a)^2/2; its degree is 00. Some authors call it the degree of precision or the algebraic degree of accuracy.

Reading path

To understand this page from the ground up, read these 11 pages in order. The foundations come first.

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  1. Group concept
  2. Limit point of a set definition
  3. Quadrature rule concept
  4. Ring definition
  5. Limit of a function definition
  6. Polynomial ring definition
  7. Continuity at a point definition
  8. Degree of a polynomial definition
  9. Continuous function definition
  10. Polynomial function definition
  11. Degree of exactness of a quadrature rule definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Numerical_integration
About this page
TagXXA9JSGW2C
URIm2://XXA9JSGW2C
Kinddefinition
WritingW0 stub
MSC65D32, 41A55
DefinesDegree of exactness of a quadrature rule
UsesQuadrature rule, Polynomial function, Degree of a polynomial

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