A comparative study of numerical integration based on Haar wavelets and hybrid functions

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.