Published online by Cambridge University Press: 16 May 2025
Gaussian quadrature can be very effective on smooth data that is available at highly specific node locations. A more common situation is that data is equispaced (if not created explicitly for the purpose of such quadrature). The most effective quadrature methods that are then available relate closely to FD approximations. A particularly noteworthy method was introduced by Gregory already in 1670 (predating the descriptions of calculus by Leibniz and Newton). In cases when the function to be integrated happens to be analytic, complex plane FD approximations can be used for highly accurate contour integration. Given the close relation between integrals and equispaced sums, FD-based methods can be very effective also for infinite sums.
To save this book to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
Find out more about the Kindle Personal Document Service.
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.