Lagrange Interpolation and the Newton–Cotes Formulas on a Bakhvalov Mesh in the Presence of a Boundary Layer

Application of a Lagrange polynomial on a Bakhvalov mesh for the interpolation of a function with large gradients in an exponential boundary layer is studied. The problem is that the use of a Lagrange polynomial on a uniform mesh for interpolation of such a function can lead to errors of order despite the smallness of the mesh size. The Bakhvalov mesh is widely used for the numerical solution of singularly perturbed problems, and the analysis of interpolation formulas on such a mesh is of interest. Estimates of the error of interpolation by a Lagrange polynomial with an arbitrary number of interpolation nodes on a Bakhvalov mesh are obtained. The result is used to estimate the error of the Newton–Cotes formulas on a Bakhvalov mesh. The results of numerical experiments are presented.