General Mathematics |
Authors: Kenneth C. Johnson
This paper extends centered Magnus quadrature formulas of orders 2 to 8 to order 10 (residual error O(t11) over the interval [−t, t]). The formula uses the centered Legendre moments g0, …, g4 of the coefficient matrix and nine commutators; no formula with eight commutators was found. Of its 81 nonzero coefficients, 25 are small rationals and 56 are irrational algebraic numbers, defined as the isolated real solution of 70 polynomial equations with rational coefficients. They were refined by Newton's method to more than 190 digits, and the conditioning of the refinement is reported. The moments can be computed with five Gauss-Legendre nodes, with six Gauss-Lobatto nodes (five new samples per step), or with nine nodes that include the order-8 Newton-Cotes nodes. An embedded pair on seven Gauss-Kronrod nodes gives an order-6 estimate with three commutators and an order-10 estimate with seven more, whose difference serves as an error estimate.
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