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Nenad Ujevic - One of the best experts on this subject based on the ideXlab platform.

  • a corrected Quadrature Formula and applications
    Anziam Journal, 2008
    Co-Authors: Nenad Ujevic, A J Roberts
    Abstract:

    A straightforward three-point Quadrature Formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid spacing. Various error bounds for the Quadrature Formula are obtained to quantify more precisely the errors. Applications in numerical integration are given. With these error bounds, which are generally better than the usual Peano bounds, the composite Formulas can be applied to integrands with lower order derivatives.

  • error inequalities for an optimal Quadrature Formula
    Journal of Applied Mathematics and Computing, 2007
    Co-Authors: Nenad Ujevic
    Abstract:

    An optimal 3-point Quadrature Formula of closed type is derived. It is shown that the optimal Quadrature Formula has a better error bound than the well-known Simpson's rule. A corrected Formula is also considered. Various error inequalities for these Formulas are established. Applications in numerical integration are given.

  • error inequalities for an optimal 2 point Quadrature Formula of open type
    Inequality theory and applications. Vol. 4, 2007
    Co-Authors: Nenad Ujevic
    Abstract:

    An optimal 2-point Quadrature Formula of open type is derived. It is shown that this Formula has better error bound than the well-known 2-point Gauss Formula. Various error inequalities for this Formula are established. Applications in numerical integration are given.

  • a corrected Quadrature Formula and applications
    arXiv: Numerical Analysis, 2003
    Co-Authors: Nenad Ujevic, A J Roberts
    Abstract:

    A straightforward 3-point Quadrature Formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid spacing. Various error bounds for the Quadrature Formula are obtained to quantify more precisely the errors. Applications in numerical integration are given. With these error bounds, which are generally better than the usual Peano bounds, the composite Formulas can be applied to integrands with lower order derivatives.

  • error inequalities for a Quadrature Formula of open type
    Revista colombiana de matemáticas, 2003
    Co-Authors: Nenad Ujevic
    Abstract:

    An optimal 2-point Quadrature Formula of open type is derived. It is shown that the optimal Quadrature Formula has a better error bound than the well-known 2-point Gauss Quadrature Formula. Various error inequalities for this Formula are established. Applications in numerical integration are given.

B. M. Kwak - One of the best experts on this subject based on the ideXlab platform.

  • Robust design with arbitrary distributions using Gauss-type Quadrature Formula
    Structural and Multidisciplinary Optimization, 2009
    Co-Authors: W Chen, B. M. Kwak
    Abstract:

    In this paper, we present the Gauss-type Quadrature Formula as a rigorous method for statistical moment estimation involving arbitrary input distributions and further extend its use to robust design optimization. The mathematical background of the Gauss-type Quadrature Formula is introduced and its relation with other methods such as design of experiments (DOE) and point estimate method (PEM) is discussed. Methods for constructing one dimensional Gauss-type Quadrature Formula are summarized and the insights are provided. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed for two different multi-dimensional integration methods, the tensor product Quadrature (TPQ) Formula and the univariate dimension reduction (UDR) method. Through several examples, it is shown that the Gauss-type Quadrature Formula can be effectively used in robust design involving various non-normal distributions. The proposed design sensitivity analysis significantly reduces the number of function calls of robust optimization using the TPQ Formulae, while using the UDR method, the savings of function calls are observed only in limited situations.

W Chen - One of the best experts on this subject based on the ideXlab platform.

  • Robust design with arbitrary distributions using Gauss-type Quadrature Formula
    Structural and Multidisciplinary Optimization, 2009
    Co-Authors: W Chen, B. M. Kwak
    Abstract:

    In this paper, we present the Gauss-type Quadrature Formula as a rigorous method for statistical moment estimation involving arbitrary input distributions and further extend its use to robust design optimization. The mathematical background of the Gauss-type Quadrature Formula is introduced and its relation with other methods such as design of experiments (DOE) and point estimate method (PEM) is discussed. Methods for constructing one dimensional Gauss-type Quadrature Formula are summarized and the insights are provided. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed for two different multi-dimensional integration methods, the tensor product Quadrature (TPQ) Formula and the univariate dimension reduction (UDR) method. Through several examples, it is shown that the Gauss-type Quadrature Formula can be effectively used in robust design involving various non-normal distributions. The proposed design sensitivity analysis significantly reduces the number of function calls of robust optimization using the TPQ Formulae, while using the UDR method, the savings of function calls are observed only in limited situations.

  • robust structural optimization using gauss type Quadrature Formula
    Transactions of The Korean Society of Mechanical Engineers A, 2009
    Co-Authors: Sanghoon Lee, Kiseog Seo, Shikui Chen, W Chen
    Abstract:

    In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type Quadrature Formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type Quadrature Formula are constructed from the input probability distributions and utilized in the construction of multidimensional Quadrature Formula such as the tensor product Quadrature (TPQ) Formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

Borislav Bojanov - One of the best experts on this subject based on the ideXlab platform.

A. I. Zadorin - One of the best experts on this subject based on the ideXlab platform.

  • Modification of the Euler Quadrature Formula for functions with a boundary-layer component
    Computational Mathematics and Mathematical Physics, 2014
    Co-Authors: A. I. Zadorin
    Abstract:

    The Euler Quadrature Formula for the numerical integration of functions with a boundary-layer component on a uniform grid is investigated. If the function under study has a rapidly growing component, the error can be significant. A uniformly accurate Quadrature Formula is constructed by modifying the Hermite interpolation Formula so that the resulting one is exact for the boundary-layer component. An analogue of the Euler Formula that is exact for the boundary-layer component is constructed. It is proved that the resulting composite Quadrature Formula is third-order accurate in space uniformly with respect to the boundary-layer component and its derivatives.

  • Quadrature Formula with five nodes for functions with a boundary layer component
    International Conference on Numerical Analysis and Its Applications, 2012
    Co-Authors: A. I. Zadorin, Nikita Zadorin
    Abstract:

    Quadrature Formula for one variable functions with a boundary layer component is constructed and studied. It is assumed that the integrand can be represented as a sum of regular and boundary layer components. The boundary layer component has high gradients, therefore an application of Newton-Cotes Quadrature Formulas leads to large errors. An analogue of Newton-Cotes rule with five nodes is constructed. The error of the constructed Formula does not depend on gradients of the boundary layer component. Results of numerical experiments are presented.