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- Clenshaw–Curtis_quadrature abstract "Clenshaw–Curtis quadrature and Fejér quadrature are methods for numerical integration, or "quadrature", that are based on an expansion of the integrand in terms of Chebyshev polynomials. Equivalently, they employ a change of variables and use a discrete cosine transform (DCT) approximation for the cosine series. Besides having fast-converging accuracy comparable to Gaussian quadrature rules, Clenshaw–Curtis quadrature naturally leads to nested quadrature rules (where different accuracy orders share points), which is important for both adaptive quadrature and multidimensional quadrature (cubature).Briefly, the function to be integrated is evaluated at the extrema or roots of a Chebyshev polynomial and these values are used to construct a polynomial approximation for the function. This polynomial is then integrated exactly. In practice, the integration weights for the value of the function at each node are precomputed, and this computation can be performed in time by means of fast Fourier transform-related algorithms for the DCT.".
- Clenshaw–Curtis_quadrature wikiPageID "7020660".
- Clenshaw–Curtis_quadrature wikiPageRevisionID "553511081".
- Clenshaw–Curtis_quadrature subject Category:Numerical_integration_(quadrature).
- Clenshaw–Curtis_quadrature comment "Clenshaw–Curtis quadrature and Fejér quadrature are methods for numerical integration, or "quadrature", that are based on an expansion of the integrand in terms of Chebyshev polynomials. Equivalently, they employ a change of variables and use a discrete cosine transform (DCT) approximation for the cosine series.".
- Clenshaw–Curtis_quadrature label "Clenshaw–Curtis quadrature".
- Clenshaw–Curtis_quadrature sameAs Clenshaw%E2%80%93Curtis_quadrature.
- Clenshaw–Curtis_quadrature sameAs Q5131618.
- Clenshaw–Curtis_quadrature sameAs Q5131618.
- Clenshaw–Curtis_quadrature wasDerivedFrom Clenshaw–Curtis_quadrature?oldid=553511081.