Chebyshev–Gauss Quadrature
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Chebyshev–Gauss Quadrature
In numerical analysis Chebyshev–Gauss quadrature is an extension of Gaussian quadrature method for approximating the value of integrals of the following kind: :\int_^ \frac \,dx and :\int_^ \sqrt g(x)\,dx. In the first case :\int_^ \frac \,dx \approx \sum_^n w_i f(x_i) where :x_i = \cos \left( \frac \pi \right) and the weight :w_i = \frac .Abramowitz, M & Stegun, I A, ''Handbook of Mathematical Functions'', 10th printing with corrections (1972), Dover, . Equation 25.4.38. In the second case :\int_^ \sqrt g(x)\,dx \approx \sum_^n w_i g(x_i) where :x_i = \cos \left( \frac \pi \right) and the weight : w_i = \frac \sin^2 \left( \frac \pi \right). \,Abramowitz, M & Stegun, I A, ''Handbook of Mathematical Functions'', 10th printing with corrections (1972), Dover, . Equation 25.4.40. See also *Chebyshev polynomials *Chebyshev nodes References External links Chebyshev-Gauss Quadraturefrom Wolfram MathWorld Gauss–Chebyshev type 1 quadraturean free software ...
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Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living ce ...
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Gaussian Quadrature
In numerical analysis, a quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. (See numerical integration for more on quadrature rules.) An -point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree or less by a suitable choice of the nodes and weights for . The modern formulation using orthogonal polynomials was developed by Carl Gustav Jacobi in 1826. The most common domain of integration for such a rule is taken as , so the rule is stated as :\int_^1 f(x)\,dx \approx \sum_^n w_i f(x_i), which is exact for polynomials of degree or less. This exact rule is known as the Gauss-Legendre quadrature rule. The quadrature rule will only be an accurate approximation to the integral above if is well-approximated by a polynomial of degree or less on . The Gaus ...
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Chebyshev Polynomials
The Chebyshev polynomials are two sequences of polynomials related to the cosine and sine functions, notated as T_n(x) and U_n(x). They can be defined in several equivalent ways, one of which starts with trigonometric functions: The Chebyshev polynomials of the first kind T_n are defined by : T_n(\cos \theta) = \cos(n\theta). Similarly, the Chebyshev polynomials of the second kind U_n are defined by : U_n(\cos \theta) \sin \theta = \sin\big((n + 1)\theta\big). That these expressions define polynomials in \cos\theta may not be obvious at first sight, but follows by rewriting \cos(n\theta) and \sin\big((n+1)\theta\big) using de Moivre's formula or by using the angle sum formulas for \cos and \sin repeatedly. For example, the double angle formulas, which follow directly from the angle sum formulas, may be used to obtain T_2(\cos\theta)=\cos(2\theta)=2\cos^2\theta-1 and U_1(\cos\theta)\sin\theta=\sin(2\theta)=2\cos\theta\sin\theta, which are respectively a polynomial in \cos\th ...
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Chebyshev Nodes
In numerical analysis, Chebyshev nodes are specific real algebraic numbers, namely the roots of the Chebyshev polynomials of the first kind. They are often used as nodes in polynomial interpolation because the resulting interpolation polynomial minimizes the effect of Runge's phenomenon. Definition For a given positive integer ''n'' the Chebyshev nodes in the interval (−1, 1) are :x_k = \cos\left(\frac\pi\right), \quad k = 1, \ldots, n. These are the roots of the Chebyshev polynomial of the first kind of degree ''n''. For nodes over an arbitrary interval 'a'', ''b''an affine transformation can be used: :x_k = \frac (a + b) + \frac (b - a) \cos\left(\frac\pi\right), \quad k = 1, \ldots, n. Approximation The Chebyshev nodes are important in approximation theory because they form a particularly good set of nodes for polynomial interpolation In numerical analysis, polynomial interpolation is the interpolation of a given data set by the polynomial of lowest possible ...
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Wolfram MathWorld
''MathWorld'' is an online mathematics reference work, created and largely written by Eric W. Weisstein. It is sponsored by and licensed to Wolfram Research, Inc. and was partially funded by the National Science Foundation's National Science Digital Library grant to the University of Illinois at Urbana–Champaign. History Eric W. Weisstein, the creator of the site, was a physics and astronomy student who got into the habit of writing notes on his mathematical readings. In 1995 he put his notes online and called it "Eric's Treasure Trove of Mathematics." It contained hundreds of pages/articles, covering a wide range of mathematical topics. The site became popular as an extensive single resource on mathematics on the web. Weisstein continuously improved the notes and accepted corrections and comments from online readers. In 1998, he made a contract with CRC Press and the contents of the site were published in print and CD-ROM form, titled "CRC Concise Encyclopedia of Mathema ...
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Free Software
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