Journal
COMPUTERS & MATHEMATICS WITH APPLICATIONS
Volume 59, Issue 6, Pages 2026-2036Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.camwa.2009.12.005
Keywords
Numerical integration; Haar wavelets; Hybrid functions
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A quadrature rule based on uniform Haar wavelets and hybrid functions is proposed to find approximate values of definite integrals. The wavelet-based algorithm can be easily extended to find numerical approximations for double, triple and improper integrals. The main advantage of this method is its efficiency and simple applicability. Error estimates of the proposed method alongside numerical examples are given to test the convergence and accuracy of the method. (C) 2009 Elsevier Ltd. All rights reserved.
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