ISSN:
1572-9125
Keywords:
Chebyshev
;
approximation
;
numerical
;
integration
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper we discuss a modification of the Clenshaw-Curtis quadrature formula. It is shown that for integrals, where the integrand may be expanded in a sufficiently rapid convergent Chebyshev series, we may split the sequence of calculated approximations into two sequences, one which approximates the integral from above and one which approximates it from below. Thus, at any step during the calculation we obtain both upper and lower bounds for the true value of the integral.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01935865
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