|
In numerical analysis, the Nyström method or quadrature method seeks the numerical solution of an integral equation by replacing the integral with a representative weighted sum. The continuous problem is broken into discrete intervals, quadrature or numerical integration determines the weights and locations of representative points for the integral. The discrete problem to be solved is now a system of linear equations with n equations and n unknowns. From the n solved points the function value at other points is interpolated consistent with the chosen quadrature method. Depending on the original problem and the choice of quadrature the problem may be ill-conditioned. Since the linear equations require operations to solve, hence high-order quadrature rules perform better because low-order quadrature rules require large for a given accuracy. Gaussian quadrature is normally a good choice for smooth, non-singular problems. == Discretization of the integral == : :where are the weights of the quadrature rule, and points are the abscissas. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Nyström method」の詳細全文を読む スポンサード リンク
|