Abstract
Authors
Dimitrie D. Stancu
”Babes-Bolyai” University, Cluj-Napoca, Romania
Institutul de Calcul (Tiberiu Popoviciu Institute of Numerical Analysis), Romanian Academy
Keywords
?
Paper coordinates
D.D. Stancu, Contribuţii la integrarea numerică a funcţiilor de mai multe variabile, Studii şi Cercet. Matem. (Cluj), 8 (1957) nos. 1–2, pp. 75–101 (in Romanian).
About this paper
Journal
Studii și Cercet. Matem. (Cluj)
Publisher Name
Academia R.P. Romane
DOI
Print ISSN
Online ISSN
google scholar link
??
Paper (preprint) in HTML form
CONTRIBUTIONS TO THE NUMERICAL INTEGRATION OF FUNCTIONS OF MULTIPLE VARIABLES
Communication presented at the meeting of September 24, 1956 of the Cluj Branch of the RPR Academy
§ 1. General considerations
-
1.
Let me notea domain in Euclidean space- dimensional, witha volume element from, withandtwo point functions, integrable in the considered domain.
By numerical integration formula or cubature formula is meant a formula of the form
| (1) |
where the numbers- which are called the coefficients of the formula - depend only on the nodesof the cubature formula, which are points inis the rest of this formula.
The finite sum of the second term
| (2) |
represents an approximate assessment of the functionality
| (3) |
where the functionit is assumed that it is chosen once and for all for the functionand that it keeps a constant sign in.
Therefore, a cubature formula is a formula that allows an approximate evaluation of a definite integral of a function to be given., multiplied by a weight function, through a certain linear combination of the values ​​of the functionon a finite number of distinct points. We also have
cubature formulas in which the values ​​of the partial derivatives ofat certain points.
RESTof formula (1) represents the value, given by this formula, of an additive and homogeneous functional, which, to indicate the function, we will also denote it by.
2. We will say that formula (1) has a partial degree of accuracy (). if :
a)for any polynomialof degree.
b)for the least polynomialof degree,.
3. The basic problems that now arise are the following:
a) To construct the cubature formulas, that is, to determine the coefficientsand the nodes.
b) Give and study the expression of the rest of these formulas in order to be able to evaluate the error that is committed when forthe approximate value is takenIt
is known that a general method of constructing cubature formulas consists of replacing the functionby its expression given by an interpolation formula.
If we assume thatis expandable in the uniformly convergent series in
| (4) |
and we put
the rest will be represented by the series
| (5) |
the quantities in square brackets are all independent ofIf
​is a polynomial of degree (), we have
whatever the coefficientsfor whichThis
leads us to the following equations
-
4.
It is natural to seek to increase the precision of the cubature formula we are talking about, seeking to determine theunknown (),so that it cancels out, whatever the function is, and thosefollowing terms in the series (5), deducing in this casenew equations of the form
In this way, a total system ofequations with the same number of unknowns
For the problem to be possible, the resulting linear system must be compatible and lead us topuncturereal belonging to the fieldand without being located on a hypersurface of the orderin order not to cancel certain determinants that will intervene in the denominators of the coefficient expressions5.
In a previous work [3], relative to the system ofknots
| (6) |
I gave the interpolation formula
| (7) |
where
| (8) |
with
is the interpolation polynomial of degree () which coincides withon nodes (6):
The rest of formula (7) has the expression
where
Here on the right-hand side we have the difference divided by the nodesapplied to the variableof the function
-
6.
Suppose that the points (6) belong to the domainIf formula (7) is used, the cubature formula is obtained
| (9) |
where the coefficients are given by the formula
| (10) |
and the rest is given by
| (11) |
-
7.
Example. Considering the case ofgnarly
| (12) | |||
formula (7) leads us to the interpolation formula
| (13) | |||
where the remainder has the expression
| (14) |
Taking the parallelogram as the domain of integrationof peaks
| (15) |
and doing, the cubature formula (9) becomes
| (17) |
The cubature formula (16) has a partial degree of accuracy ( 2.2 ) and a global degree of accuracy equal to 3.
If we dowe obtain the following partial-accuracy cubature formula
| (18) |
which is precisely the classical Cavalieri-Simpson formula extended to two variables. The domain of integrationis in this case the rectangle defined by the inequalities
| (19) |
The rest of the Cavalieri-Simpson cubature formula is given by the formula
| (20) |
where
| (21) | |||
-
8.
Next we will seek to give an evaluation of the remainder (20).
It is observed that we can write
| (22) | |||
Using the elementary formula
| (23) |
we can write successively
But based on the recurrence formula of divided differences we have
With these we can continue writing
6 - Studies and research
Becausekeeps a constant sign in the integration interval, we can apply the average formula and find
Applying formula (23) again, we successively obtain
If we introduce a symbolic swimming given by JF Steffensen [6] and more recently used by Ş. E. Mikel adze [1]
| (24) |
the remainder (20) will be written as follows
| (25) |
Observations.. The remainder given by Sh. E. Mike1adze on page 491 of the paper [1] must be rectified since instead of the factorwhich multiplies the derivative, in its formula it appears; this inaccuracy comes from the more general formula that precedes this one.
Formula (18), with remainder (25), was given for the square with center at the origin and side one by JF Steffensen [6], but without showing thatandwho intervene above are the same.
§ 2. Some practical cubature formulas for integrals-uple
-
9.
For the formulas we will give it will be useful to introduce an operatordefined as follows
| (26) | |||
Whatever the natural numbers are, it is immediately established that we have
| (27) | |||
-
10.
They also need important evidence.
Lemma 1. Relative to the junctionand at the nodeswhose ordinal coordinatevalues ​​seem urgent
| (28) | |||
we have the interpolation formula
| (29) | |||
where
| (30) | |||
| (33) | |||
The remainder has the following expression
with
| (35) |
| where | |||
For the demonstration, we consider Lagrange's interpolation formula for s to be valid, with the remainder in the form given by JF Steffensen [6]. The interpolation is done on a hyperparallelepipedal network with equidistant node coordinates. That this formula can be reduced to the form (29) can be demonstrated by complete induction 1 ).
Lemma 2. - Whatever the functionintegrable in the hyperparallelepiped
| (37) |
we have the formula
The proof is also done by complete induction on.
11. Based on these lemmas we can state the following
theorem: Relative to the functionand at the nodes that formula (29) uses we have the cubature formula
| (35) | ||||
| (40) | |||
and
| (41) |
Regarding the rest, we will prove the following
theorem: If in the domainfunctionit continues togetherits partial derivatives of the order, then for the remainder (41) we obtain the evaluation
| (42) | |||
where
| (43) | |||
and
| (44) |
We will give the proof in the case; in his caseany one will proceed exactly as in fe1, taking only formula (35) and lemma 2 into account.
In his casethe remainder (35) is written explicitly as follows
| (45) | |||
where
Applying the mean theorem of triple integrals and taking into account thatadmits in () partial derivatives of order () continue, we can write
Let's now calculate the integral
| (46) |
We will first evaluate this integral for the first term of the remainder (45); we get
where
is a function that according to the study by JF Steffensen [6] 2 ) keeps a constant sign in the interval.
Integrating by parts we find
so we can continue writing
With these
And now, using again the evaluation given for the first term of the remainder, it is found that
In an analogous way, we obtain
A1 the seventh and last term of the remainder is
Based on the previous we have
and
So that
So inthe rest of the cubature formula (39) can be expressed by the formula
| (47) | ||||
where
-
12.
An important category of cubature formulas is obtained from (39) if we takeWe will call such formulas, together with IF Steffensen [6] and SE Mikeladze [1], closed-type formulas.
In the case where the limits of the integral ofare out of range (), in other words, we obtain the so-called open-type formulas.
And finally, if, we obtain the cubature formulas with nodes placed outside the integration domain.
§ 3. Important particular cases of the previous cubature formulas
-
13.
We will now consider certain particular cases, which seem more interesting to us, of formula (39).
In casemost of the formulas that are obtained were given by IF Steffensen [6], SE Mikeladze [1], WE Milne [2], etc.
Changing the notations slightly, formula (39) in the caseBECOMES
| (48) | |||
where
| (52) |
and
-
14.
If we take (48)the quadrature formula with one node is obtained
| (49) |
and if we dothe 3-node formula is found
| (50) | |||
Fora well-known closed-type formula is obtained: the Cavalieri-Simpson formula.
Forthe open-type quadrature formula is found
| (54) | |||
of accuracy level 5.
15. In the case ofthe cubature formula (39) is written
| (51) |
or more explicitly
where
and
The remainder has the following expression
| (55) | ||||
-
16.
If in (52) we takethe following open-type cubature formula of accuracy degree is obtained
where
An important cubature formula is obtained if we take
where the remainder has the expression
Doing abovewe arrive at the Cavalieri-Simpson cubature formula for two variables
We thus found the expression (25) of the remainder of the Cavalieri-Simpson formula in another way.
ForHAVE
with
Forformula (52) becomes, taking for simplification
| (56) | |||
where
and
If in (56) it is donethe following closed-type cubature formula is obtained, which has a partial degree of accuracy:
with
​
Forthe open type cubature formula is obtained
where
Forfrom (56) we obtain a cubature formula with nodes outside the integration domain, which is worth mentioning.
17. In the casethe cubature formula (39) is written
MIND
| (58) | ||||
and the resthas the expression from (42) with the modification of the notation already used
The coefficients of formula (57) have the expressions
.
.
.
.
-
18.
We will now focus on some important particular cases of this formula.
Fora cubature formula is obtained that uses a single node and has a partial degree of accuracy ()
| (59) |
whereis the parallelepiped
| (60) |
and the rest has the expression.
It is observed that the only node on which this formula is defined is found in the center of gravity of the domain .
, assumed homogeneous. This formula is Gaussian, since it uses the minimum possible number of nodes.
19. Substituting into formula (57), the cubature formula is obtained
| (60) | |||
From this we immediately obtain the following cubature formula which represents the extension of the Cavalieri-Simpson formula to three variables
where
If in formula (60) we dothe following open-type cubature formula is obtained, which uses the same number of nodes as formula (61) and has the same partial degree of accuracy ()
| (62) | |||
Other numerical integration formulas were given in [4].
§. 4. The Cavalieri-Simpson numerical integration formula in
-
20.
In conclusion, we will give, in explicit form, two of the most important cubature formulas already deduced in the casesand 3 .
Thus we have the cubature formula of degree of accuracy
whereis the hyperparallelepiped
and the rest has the expression
-
21.
If in formula (39) it is made
the following cubature formula is obtained, with partial accuracy, which represents the extension of the Cavalieri-Sompson formula in
CONTRIBUTIONS TO L'INTÉGRATION NUMÉRIQUE DES FUNCTIONS DE PLUSIEURS VARIABLES
(Résumé)
By using certain interpolation formulas for the functions of several variables, several formulas have been constructed for the approximate calculation of defined multiple integrals. Pour chaque formule donnée on estabilit l'expression du reste.
Dans le premier paragraphe, après quelques considérations générales sur l'intégration numérique des fonctions de plusieurs variables, on déduit, en particulier, la formulae de Cavalieri-Simpson pour deux variables. A cette occasion on donne aussi une précis expression du reste (25) de cette formulae.
Dans le second paragraphe est constructed a cubature formula (39) pour les intégrales s-uples. Au (42) on établissement l'expression du reste de cette formulae.
Dans le troisième paragraphe on déduit sous une forme explicite, de (39), une série de formules d'intégration numérique poúr les integrales simple, double et triple.
Dans le dernier paragraphe on donne efficaciously two formulae de cubature pour les integrales s-uples: la formulae (62) which uses a single node and la formulae (64) which represents the generalization of the quadrature formulas of Cavalieri-Simpson.
