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Exactness of quadrature formulas (2101.09501v1)

Published 23 Jan 2021 in math.NA and cs.NA

Abstract: The standard design principle for quadrature formulas is that they should be exact for integrands of a given class, such as polynomials of a fixed degree. We show how this principle fails to predict the actual behavior in four cases: Newton-Cotes, Clenshaw-Curtis, Gauss-Legendre, and Gauss-Hermite quadrature. Three further examples are mentioned more briefly.

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