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.
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More From: Computational Mathematics and Mathematical Physics
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