Efficient numerical integration using Gaussian Quadrature

被引：9

作者：

Place, J ^{[1
]}

Stach, J ^{[1
]}

机构：

[1] Univ Missouri, Comp Sci Telecommun Program, Kansas City, MO 64110 USA

来源：

SIMULATION | 1999年 / 73卷 / 04期

关键词：

numerical integration; simulation support; Gaussian Quadrature;

D O I：

10.1177/003754979907300405

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Simulation engineers are occasionally required to include numerical integration in their simulation models. The technique most often used is the simple "trapezoid method". In this short tutorial, we review Gaussian Quadrature techniques for numerical integration and show how careful deployment of coefficient weights and selection of the number of coefficients can dramatically reduce the work required to produce excellent numerical results.

引用

页码：232 / 238

页数：7

共 50 条

[41] A numerical-integration perspective on Gaussian filters
Wu, Yuanxin
Hu, Dewen
Wu, Meiping
Hu, Xiaoping
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2006, 54 (08) : 2910 - 2921
[42] Numerical Calculation of Information Rates and Capacity of Quadrature Gaussian Mixture Channels
Duc-Anh Le
Vu, Hung V.
Tran, Nghi H.
Gursoy, Mustafa Cenk
Tho Le-Ngoc
2016 IEEE SIXTH INTERNATIONAL CONFERENCE ON COMMUNICATIONS AND ELECTRONICS (ICCE), 2016, : 99 - 104
[43] SOME ASPECTS OF GAUSSIAN QUADRATURE FORMULAS FOR NUMERICAL INVERSION OF LAPLACE TRANSFORM
PIESSENS, R
COMPUTER JOURNAL, 1971, 14 (04): : 433 - &
[44] Efficient and accurate numerical quadrature for immersed boundary methods
Kudela L.
Zander N.
Bog T.
Kollmannsberger S.
Rank E.
Advanced Modeling and Simulation in Engineering Sciences, 2 (1)
[45] Asymptotic Quadrature Based Numerical Integration of Stochastic Damped Oscillators
D'Ambrosio, Raffaele
Scalone, Carmela
COMPUTATIONAL SCIENCE AND ITS APPLICATIONS, ICCSA 2021, PT II, 2021, 12950 : 622 - 629
[46] HIGH DEGREE EFFICIENT SYMMETRICAL GAUSSIAN QUADRATURE-RULES FOR THE TRIANGLE
DUNAVANT, DA
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 1985, 21 (06) : 1129 - 1148
[47] An efficient method for computing nodes and weights of Gaussian-Zernike quadrature
Duan, DW
IEEE ANTENNAS AND PROPAGATION SOCIETY INTERNATIONAL SYMPOSIUM 1997, VOLS 1-4, 1997, : 1626 - 1629
[48] INTEGRATION POINTS FOR TRIANGLES AND TETRAHEDRONS OBTAINED FROM THE GAUSSIAN QUADRATURE POINTS FOR A LINE
SUNDER, KS
COOKSON, RA
COMPUTERS & STRUCTURES, 1985, 21 (05) : 881 - 885
[49] Valuing American put options using Gaussian quadrature
Sullivan, MA
REVIEW OF FINANCIAL STUDIES, 2000, 13 (01): : 75 - 94
[50] AN EFFICIENT AND RELIABLE QUADRATURE ALGORITHM FOR INTEGRATION WITH RESPECT TO BINOMIAL MEASURES
Calabro, F.
Esposito, A. Corbo
BIT NUMERICAL MATHEMATICS, 2008, 48 (03) : 473 - 491

← 1 2 3 4 5 →