Estimates of the error in Gauss-Legendre quadrature for double integrals

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Elliott, David
Johnston, Peter R
Johnston, Barbara M
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2011
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Abstract

know what level of truncation error might be expected for a given number of integration points. Here, we determine estimates for the truncation error when Gauss-Legendre quadrature is applied to the numerical evaluation of two dimensional integrals which arise in the boundary element method. Two examples are considered; one where the integrand contains poles, when its definition is extended into the complex plane, and another which contains branch points. In both cases we obtain error estimates which agree with the actual error to at least one significant digit.

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Journal of Computational and Applied Mathematics

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236

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6

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© 2011 Elsevier. This is the author-manuscript version of this paper. Reproduced in accordance with the copyright policy of the publisher. Please refer to the journal's website for access to the definitive, published version.

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Applied mathematics

Numerical and computational mathematics

Numerical analysis

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