Gaussian Numerical Integration
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 Gauss ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Comparison Gaussquad Trapezoidal
Comparison or comparing is the act of evaluating two or more things by determining the relevant, comparable characteristics of each thing, and then determining which characteristics of each are Similarity (psychology), similar to the other, which are Difference (philosophy), different, and to what degree. Where characteristics are different, the differences may then be evaluated to determine which thing is best suited for a particular purpose. The description of similarities and differences found between the two things is also called a comparison. Comparison can take many distinct forms, varying by field: To compare things, they must have characteristics that are similar enough in relevant ways to merit comparison. If two things are too different to compare in a useful way, an attempt to compare them is colloquially referred to in English as "comparing apples and oranges." Comparison is widely used in society, in science and in the arts. General usage Comparison is a natural ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Gauss–Hermite Quadrature
In numerical analysis, Gauss–Hermite quadrature is a form of Gaussian quadrature for approximating the value of integrals of the following kind: :\int_^ e^ f(x)\,dx. In this case :\int_^ e^ f(x)\,dx \approx \sum_^n w_i f(x_i) where ''n'' is the number of sample points used. The ''x''''i'' are the roots of the physicists' version of the Hermite polynomial ''H''''n''(''x'') (''i'' = 1,2,...,''n''), and the associated weights ''w''''i'' are given by Abramowitz, M & Stegun, I A, ''Handbook of Mathematical Functions'', 10th printing with corrections (1972), Dover, . Equation 25.4.46. :w_i = \frac . Example with change of variable Consider a function ''h(y)'', where the variable ''y'' is Normally distributed: y \sim \mathcal(\mu,\sigma^2). The expectation of ''h'' corresponds to the following integral: E(y)= \int_^ \frac \exp \left( -\frac \right) h(y) dy As this does not exactly correspond to the Hermite polynomial, we need to change variables: x = \frac \Leftrightarrow ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Lagrange Polynomials
In numerical analysis, the Lagrange interpolating polynomial is the unique polynomial of lowest degree that interpolates a given set of data. Given a data set of coordinate pairs (x_j, y_j) with 0 \leq j \leq k, the x_j are called ''nodes'' and the y_j are called ''values''. The Lagrange polynomial L(x) has degree \leq k and assumes each value at the corresponding node, L(x_j) = y_j. Although named after Joseph-Louis Lagrange, who published it in 1795, the method was first discovered in 1779 by Edward Waring. It is also an easy consequence of a formula published in 1783 by Leonhard Euler. Uses of Lagrange polynomials include the Newton–Cotes method of numerical integration and Shamir's secret sharing scheme in cryptography. For equispaced nodes, Lagrange interpolation is susceptible to Runge's phenomenon of large oscillation. Definition Given a set of k + 1 nodes \, which must all be distinct, x_j \neq x_m for indices j \neq m, the Lagrange basis for polynomials of degre ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Hermite Polynomials
In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence. The polynomials arise in: * signal processing as Hermitian wavelets for wavelet transform analysis * probability, such as the Edgeworth series, as well as in connection with Brownian motion; * combinatorics, as an example of an Appell sequence, obeying the umbral calculus; * numerical analysis as Gaussian quadrature; * physics, where they give rise to the eigenstates of the quantum harmonic oscillator; and they also occur in some cases of the heat equation (when the term \beginxu_\end is present); * systems theory in connection with nonlinear operations on Gaussian noise. * random matrix theory in Gaussian ensembles. Hermite polynomials were defined by Pierre-Simon Laplace in 1810, though in scarcely recognizable form, and studied in detail by Pafnuty Chebyshev in 1859. Chebyshev's work was overlooked, and they were named later after Charles Hermite, who wrote on the polynomials in 1864, ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Gauss–Laguerre Quadrature
In numerical analysis Gauss–Laguerre quadrature (named after Carl Friedrich Gauss and Edmond Laguerre) is an extension of the Gaussian quadrature method for approximating the value of integrals of the following kind: :\int_^ e^ f(x)\,dx. In this case :\int_^ e^ f(x)\,dx \approx \sum_^n w_i f(x_i) where ''x''''i'' is the ''i''-th root of Laguerre polynomial ''L''''n''(''x'') and the weight ''w''''i'' is given byEquation 25.4.45 in 10th reprint with corrections. :w_i = \frac . The following Python code with the SymPy library will allow for calculation of the values of x_i and w_i to 20 digits of precision: from sympy import * def lag_weights_roots(n): x = Symbol("x") roots = Poly(laguerre(n, x)).all_roots() x_i = t.evalf(20) for rt in roots w_i = rt / ((n + 1) * laguerre(n + 1, rt)) ** 2).evalf(20) for rt in roots return x_i, w_i print(lag_weights_roots(5)) For more general functions To integrate the function f we apply the following transformation : ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Laguerre Polynomials
In mathematics, the Laguerre polynomials, named after Edmond Laguerre (1834–1886), are solutions of Laguerre's equation: xy'' + (1 - x)y' + ny = 0 which is a second-order linear differential equation. This equation has nonsingular solutions only if is a non-negative integer. Sometimes the name Laguerre polynomials is used for solutions of xy'' + (\alpha + 1 - x)y' + ny = 0~. where is still a non-negative integer. Then they are also named generalized Laguerre polynomials, as will be done here (alternatively associated Laguerre polynomials or, rarely, Sonine polynomials, after their inventor Nikolay Yakovlevich Sonin). More generally, a Laguerre function is a solution when is not necessarily a non-negative integer. The Laguerre polynomials are also used for Gaussian quadrature to numerically compute integrals of the form \int_0^\infty f(x) e^ \, dx. These polynomials, usually denoted , , …, are a polynomial sequence which may be defined by the Rodrigues formula, ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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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 ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Gauss–Jacobi Quadrature
In numerical analysis, Gauss–Jacobi quadrature (named after Carl Friedrich Gauss and Carl Gustav Jacob Jacobi) is a method of numerical quadrature based on Gaussian quadrature. Gauss–Jacobi quadrature can be used to approximate integrals of the form : \int_^1 f(x) (1 - x)^\alpha (1 + x)^\beta \,dx where ƒ is a smooth function on and . The interval can be replaced by any other interval by a linear transformation. Thus, Gauss–Jacobi quadrature can be used to approximate integrals with singularities at the end points. Gauss–Legendre quadrature is a special case of Gauss–Jacobi quadrature with . Similarly, the Chebyshev–Gauss quadrature of the first (second) kind arises when one takes . More generally, the special case turns Jacobi polynomials into Gegenbauer polynomials, in which case the technique is sometimes called Gauss–Gegenbauer quadrature. Gauss–Jacobi quadrature uses as the weight function. The corresponding sequence of orthogonal polynomials consist of ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Jacobi Polynomials
In mathematics, Jacobi polynomials (occasionally called hypergeometric polynomials) P_n^(x) are a class of Classical orthogonal polynomials, classical orthogonal polynomials. They are orthogonal with respect to the weight (1-x)^\alpha(1+x)^\beta on the interval [-1,1]. The Gegenbauer polynomials, and thus also the Legendre polynomials, Legendre, Zernike polynomials, Zernike and Chebyshev polynomials, are special cases of the Jacobi polynomials. The definition is in IV.1; the differential equation – in IV.2; Rodrigues' formula is in IV.3; the generating function is in IV.4; the recurrent relation is in IV.5. The Jacobi polynomials were introduced by Carl Gustav Jacob Jacobi. Definitions Via the hypergeometric function The Jacobi polynomials are defined via the hypergeometric function as follows: :P_n^(z)=\frac\,_2F_1\left(-n,1+\alpha+\beta+n;\alpha+1;\tfrac(1-z)\right), where (\alpha+1)_n is Pochhammer symbol, Pochhammer's symbol (for the rising factorial). In this case, ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Abramowitz And Stegun
''Abramowitz and Stegun'' (''AS'') is the informal name of a 1964 mathematical reference work edited by Milton Abramowitz and Irene Stegun of the United States National Bureau of Standards (NBS), now the ''National Institute of Standards and Technology'' (NIST). Its full title is ''Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables''. A digital successor to the Handbook was released as the "Digital Library of Mathematical Functions" (DLMF) on 11 May 2010, along with a printed version, the ''NIST Handbook of Mathematical Functions'', published by Cambridge University Press. Overview Since it was first published in 1964, the 1046 page ''Handbook'' has been one of the most comprehensive sources of information on special functions, containing definitions, identities, approximations, plots, and tables of values of numerous functions used in virtually all fields of applied mathematics. The notation used in the ''Handbook'' is the ''de facto'' standard f ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Weight Function
A weight function is a mathematical device used when performing a sum, integral, or average to give some elements more "weight" or influence on the result than other elements in the same set. The result of this application of a weight function is a weighted sum or weighted average. Weight functions occur frequently in statistics and analysis, and are closely related to the concept of a measure. Weight functions can be employed in both discrete and continuous settings. They can be used to construct systems of calculus called "weighted calculus" and "meta-calculus".Jane Grossma''Meta-Calculus: Differential and Integral'' , 1981. Discrete weights General definition In the discrete setting, a weight function w \colon A \to \R^+ is a positive function defined on a discrete set A, which is typically finite or countable. The weight function w(a) := 1 corresponds to the ''unweighted'' situation in which all elements have equal weight. One can then apply this weight to various concep ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Legendre Polynomials
In physical science and mathematics, Legendre polynomials (named after Adrien-Marie Legendre, who discovered them in 1782) are a system of complete and orthogonal polynomials, with a vast number of mathematical properties, and numerous applications. They can be defined in many ways, and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications. Closely related to the Legendre polynomials are associated Legendre polynomials, Legendre functions, Legendre functions of the second kind, and associated Legendre functions. Definition by construction as an orthogonal system In this approach, the polynomials are defined as an orthogonal system with respect to the weight function w(x) = 1 over the interval 1,1/math>. That is, P_n(x) is a polynomial of degree n, such that \int_^1 P_m(x) P_n(x) \,dx = 0 \quad \text n \ne m. With the additional standardization co ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |