Mixed method for the product integral on the infinite interval

In this note, quadrature formula is constructed for product integral on the infinite interval I(f) = ∫ w(x)f(x)dx, where w(x) is a weight function and f(x) is a smooth decaying function for x > N (large enough) and piecewise discontinuous function of the first kind on the interval a ≤ x ≤ N. For...

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Main Authors: Eshkuvatov, Zainidin K., Nik Long, Nik Mohd Asri, Muminov, Z. I., Khaldjigitov, Abduvali A.
Format: Article
Language:English
Published: Institute for Mathematical Research, Universiti Putra Malaysia 2014
Online Access:http://psasir.upm.edu.my/id/eprint/39069/
http://psasir.upm.edu.my/id/eprint/39069/1/39069.pdf
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author Eshkuvatov, Zainidin K.
Nik Long, Nik Mohd Asri
Muminov, Z. I.
Khaldjigitov, Abduvali A.
author_facet Eshkuvatov, Zainidin K.
Nik Long, Nik Mohd Asri
Muminov, Z. I.
Khaldjigitov, Abduvali A.
author_sort Eshkuvatov, Zainidin K.
building UPM Institutional Repository
collection Online Access
description In this note, quadrature formula is constructed for product integral on the infinite interval I(f) = ∫ w(x)f(x)dx, where w(x) is a weight function and f(x) is a smooth decaying function for x > N (large enough) and piecewise discontinuous function of the first kind on the interval a ≤ x ≤ N. For the approximate method we have reduced infinite interval x [a, ∞) into the interval t[0,1] and used the mixed method: Cubic Newton’s divided difference formula on [0, t3) and Romberg method on [t3,1] with equal step size, ti = t0+ih,i=0, …,n, h=1/n, where t0 = 0,tn=1. Error term is obtained for mixed method on different classes of functions. Finally, numerical examples are presented to validate the method presented.
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spelling upm-390692015-09-04T11:11:38Z http://psasir.upm.edu.my/id/eprint/39069/ Mixed method for the product integral on the infinite interval Eshkuvatov, Zainidin K. Nik Long, Nik Mohd Asri Muminov, Z. I. Khaldjigitov, Abduvali A. In this note, quadrature formula is constructed for product integral on the infinite interval I(f) = ∫ w(x)f(x)dx, where w(x) is a weight function and f(x) is a smooth decaying function for x > N (large enough) and piecewise discontinuous function of the first kind on the interval a ≤ x ≤ N. For the approximate method we have reduced infinite interval x [a, ∞) into the interval t[0,1] and used the mixed method: Cubic Newton’s divided difference formula on [0, t3) and Romberg method on [t3,1] with equal step size, ti = t0+ih,i=0, …,n, h=1/n, where t0 = 0,tn=1. Error term is obtained for mixed method on different classes of functions. Finally, numerical examples are presented to validate the method presented. Institute for Mathematical Research, Universiti Putra Malaysia 2014-10 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/39069/1/39069.pdf Eshkuvatov, Zainidin K. and Nik Long, Nik Mohd Asri and Muminov, Z. I. and Khaldjigitov, Abduvali A. (2014) Mixed method for the product integral on the infinite interval. Malaysian Journal of Mathematical Sciences, 8 (S). pp. 71-82. ISSN 1823-8343; ESSN: 2289-750X http://einspem.upm.edu.my/journal/fullpaper/vol8soct/7.%20Zainidin.pdf
spellingShingle Eshkuvatov, Zainidin K.
Nik Long, Nik Mohd Asri
Muminov, Z. I.
Khaldjigitov, Abduvali A.
Mixed method for the product integral on the infinite interval
title Mixed method for the product integral on the infinite interval
title_full Mixed method for the product integral on the infinite interval
title_fullStr Mixed method for the product integral on the infinite interval
title_full_unstemmed Mixed method for the product integral on the infinite interval
title_short Mixed method for the product integral on the infinite interval
title_sort mixed method for the product integral on the infinite interval
url http://psasir.upm.edu.my/id/eprint/39069/
http://psasir.upm.edu.my/id/eprint/39069/
http://psasir.upm.edu.my/id/eprint/39069/1/39069.pdf