Abstract
This article addresses the derivation and analysis of an optimal
quadrature formula for numerical integration of fractional integrals in
the Hilbert space W 2 ( 2 , 1 ) ( t , 1 ) , where functions φ
with prescribed properties reside. The quadrature formula is expressed
as a linear combination of function values and their first-order
derivative at equidistant nodes in the interval [ t,1]. The
coefficients are determined by minimizing the norm of the error
functional in the dual space W 2 ( 2 , 1 ) ∗ ( t , 1 ) . The error
functional is defined as the difference between the integral of a
function over the interval and the quadrature approximation. Key results
include explicit expressions for the coefficients and the norm of the
error functional. The optimization problem is formulated and solved,
leading to a system of linear equations for the coefficients. Analytical
solutions of the system are obtained, providing an explicit expression
for the optimal coefficients. Fractional integrals of several functions
are numerically calculated with the constructed optimal quadrature
formula, and the convergence with the exact value of the integral is
analyzed in numerical experiments.