Chebyshev series method for computing weighted quadrature formulas

In this paper we study convergence and computation of interpolatory quadrature formulas with respect to a wide variety of weight functions. The main goal is to evaluate accurately a definite integral, whose mass is highly concentrated near some points. The numerical implementation of this approach is based on the calculation of Chebyshev series and some integration formulas which are exact for polynomials. In terms of accuracy, the proposed method can be compared with rational Gauss quadrature formula.     

Orthogonal rational functions and quadrature on the real half line

In this paper we generalize the notion of orthogonal Laurent polynomials to orthogonal rational functions. Orthogonality is considered with respect to a measure on the positive real line. From this, Gauss-type quadrature formulas are derived and multipoint Padé approximants for the Stieltjes transform of the measure. Convergence of both the quadrature formula and the multipoint Padé approximants is discussed.     

Quasi-orthogonality of some hypergeometric polynomials

The zeros of quasi-orthogonal polynomials play a key role in applications in areas such as interpolation theory, Gauss-type quadrature formulas, rational approximation and electrostatics. We extend previous results on the quasi-orthogonality of Jacobi polynomials and discuss the quasi-orthogonality of Meixner–Pollaczek, Hahn, Dual-Hahn and Continuous Dual-Hahn polynomials using a characterization of quasi-orthogonality due to Shohat. Of particular interest are the Meixner–Pollaczek polynomials whose linear combinations only exhibit quasi-orthogonality of even order. In some cases, we also investigate the location of the zeros of these polynomials for quasi-orthogonality of order 1 and 2 with respect to the end points of the interval of orthogonality, as well as with respect to the zeros of different polynomials in the same orthogonal sequence.     

Quadrature and orthogonal rational functions

Classical interpolatory or Gaussian quadrature formulas are exact on sets of polynomials. The Szegő quadrature formulas are the analogs for quadrature on the complex unit circle. Here the formulas are exact on sets of Laurent polynomials. In this paper we consider generalizations of these ideas, where the (Laurent) polynomials are replaced by rational functions that have prescribed poles. These quadrature formulas are closely related to certain multipoint rational approximants of Cauchy or Riesz–Herglotz transforms of a (positive or general complex) measure. We consider the construction and properties of these approximants and the corresponding quadrature formulas as well as the convergence and rate of convergence.     

A product formula for orthogonal polynomials associated with infinite distance-transitive graphs

The infinite, locally finite distance-transitive graphs form an extension of homogeneous trees and are described by two discrete parameters. The associated orthogonal polynomials may be regarded as spherical functions of certain Gelfand pairs or as characters of some polynomial hypergroups; they are certain Bernstein polynomials and admit a discrete nonnegative product formula. In this paper we use the graph-theoretic origin of these polynomials to derive the existence of positive dual continuous product and transfer formulas. The dual product formulas will be computed explicitly.     

Numerical Quadratures for Hadamard Hypersingular Integrals

In this paper,we develop Gaussian quadrature formulas for the Hadamard fi- nite part integrals.In our formulas,the classical orthogonal polynomials such as Legendre and Chebyshev polynomials are used to approximate the density function f(x)so that the Gaussian quadrature formulas have degree n-1.The error estimates of the formulas are obtained.It is found from the numerical examples that the convergence rate and the accu- racy of the approximation results are satisfactory.Moreover,the rate and the accuracy can be improved by choosing appropriate weight functions.     

Yet another proof of the addition formula for Jacobi polynomials

Short proofs of the addition formulas for Gegenbauer polynomials and for Jacobi polynomials are given. The properties of certain special orthogonal polynomials in two, respectively three, variables are used.     

Quadrature formulas for Fourier coefficients

We consider quadrature formulas of high degree of precision for the computation of the Fourier coefficients in expansions of functions with respect to a system of orthogonal polynomials. In particular, we show the uniqueness of a multiple node formula for the Fourier-Tchebycheff coefficients given by Micchelli and Sharma and construct new Gaussian formulas for the Fourier coefficients of a function, based on the values of the function and its derivatives.     

On Gauss-Type Quadrature Rules

Some Gauss-type Quadrature rules over [0, 1], which involve values and/or the derivative of the integrand at 0 and/or 1, are investigated. Our work is based on the orthogonal polynomials with respect to linear weight function ω(t): = 1 ? t over [0, 1]. These polynomials are also linked with a class of recently developed “identity-type functions”. Along the lines of Golub's work, the nodes and weights of the quadrature rules are computed from Jacobi-type matrices with simple rational entries. Computational procedures for the derived rules are tested on different integrands. The proposed methods have some advantage over the respective Gauss-type rules with respect to the Gauss weight function ω(t): = 1 over [0, 1].     

BIVARIATE LAGRANGE-TYPE VECTOR VALUED RATIONAL INTERPOLANTS

1. IntroductionWynn [11] proposed a method for rational interpolation of vector-vaued quantities givenon a set of distinct illterpolation points. He used colltinued fractions and generalized inversesfor the reciproca1 of vector-vaued qualltities. McCleod …     

Average quadrature formulas of Gauss type

In the average quadrature formulas the values of a given functionat given points are replaced by its averages over some distinctintervals. If all the intervals are of the same length, thequadrature formulas of interpolatory type and in particular,of Newton-Cotes type were constructed in Omladi (1978). Here,we construct average quadrature formulas of Gauss type for intervalsof the same length. The middle points of the intervals are zerosof polynomials, orthogonal in a technical sense.     

On a conjecture of D. B. Hunter

We consider errors of positive quadrature formulas applied to Chebyshev polynomials. These errors play an important role in the error analysis for many function classes. Hunter conjectured that the supremum of all errors in Gaussian quadrature of Chebyshev polynomials equals the norm of the quadrature formula. We give examples, for which Hunter's conjecture does not hold. However, we prove that the conjecture is valid for all positive quadratures if the supremum is replaced by the limit superior. Considering a fixed positive quadrature formula and the sequence of all Chebyshev polynomials, we show that large errors are rare.     

An approximation of the surfaces areas using the classical Bernstein quadrature formula

In this article, we try to assign a place on the map of the closed Newton–Cotés quadrature formulas to a new approximation formula based on the classical Bernstein polynomials. We create a procedure for a computer implementation that allows us to verify the accuracy of the new approximation formula. In order to get a complete image of this kind of approximation, we compare some well‐known quadrature formulas. Although effective in most situations, there are instances when the composite quadrature formulas cannot be applied, as they use equally‐spaced nodes. We present also an adaptive method that is used to obtain better approximations and to minimize the number of function evaluations. Numerical examples are given to increase the validity of the theoretical aspects.     

Orthogonal polynomials and Gaussian quadrature for refinable weight functions

We show how to compute the modified moments of a refinable weight function directly from its mask in O(N²n) rational operations, where N is the desired number of moments and n the length of the mask. Three immediate applications of such moments are:

• the expansion of a refinable weight function as a Legendre series;

• the generation of the polynomials orthogonal with respect to a refinable weight function;

• the calculation of Gaussian quadrature formulas for refinable weight functions.

In the first two cases, all operations are rational and can in principle be performed exactly.

Krall-type orthogonal polynomials in several variables

For a bilinear form obtained by adding a Dirac mass to a positive definite moment functional defined in the linear space of polynomials in several variables, explicit formulas of orthogonal polynomials are derived from the orthogonal polynomials associated with the moment functional. Explicit formula for the reproducing kernel is also derived and used to establish certain inequalities for classical orthogonal polynomials.     

Derivatives of a finite class of orthogonal polynomials related to inverse Gamma distribution

In this work, we consider derivatives of a finite class of orthogonal polynomials with respect to weight function which is related to the probability density function of the inverse gamma distribution over the positive real line. General properties for this derivative class such as orthogonality, Rodrigues’ formula, recurrence relation, generating function and various other related properties such as self-adjoint form and normal form are indicated. The corresponding Gaussian quadrature formulae are introduced with examples. These examples are provided to support the advantages of considering the derivatives class of the finite class of orthogonal polynomials related to inverse gamma distribution. The orthogonality property related to the Fourier transform of the derivative class under discussion is also given.     

Interpolatory product quadratures for Cauchy principal value integrals with Freud weights

Summary. We prove convergence results and error estimates for interpolatory product quadrature formulas for Cauchy principal value integrals on the real line with Freud–type weight functions. The formulas are based on polynomial interpolation at the zeros of orthogonal polynomials associated with the weight function under consideration. As a by–product, we obtain new bounds for the derivative of the functions of the second kind for these weight functions. Received July 15, 1997 / Revised version received August 25, 1998     

The Combinatorics of Laguerre,Charlier, and Hermite Polynomials

This paper describes several combinatorial models for Laguerre, Charlier, and Hermite polynomials, and uses them to prove combinatorially some classical formulas. The so-called “Italian limit formula” (from Laguerre to Hermite), the Appel identity for Hermite polynomials, and the two Sheffer identities for Laguerre and Charlier polynomials are proved. We also give bijective proofs of the three-term recurrences. These three families form the bottom triangle in R. Askey's chart classifying hypergeometric orthogonal polynomials.     

Computation of the Riesz-Herglotz transform and its application to quadrature formulas over the unit circle

Summary A method is proposed for the computation of the Riesz-Herglotz transform. Numerical experiments show the effectiveness of this method. We study its application to the computation of integrals over the unit circle in the complex plane of analytic functions. This approach leads us to the integration by Taylor polynomials. On the other hand, with the goal of minimizing the quadrature error bound for analytic functions, in the set of quadrature formulas of Hermite interpolatory type, we found that this minimum is attained by the quadrature formula based on the integration of the Taylor polynomial. These two different approaches suggest the effectiveness of this formula. Numerical experiments comparing with other quadrature methods with the same domain of validity, or even greater such as Szeg? formulas, (traditionally considered as the counterpart of the Gauss formulas for integrals on the unit circle) confirm the superiority of the numerical estimations. This work was supported by the ministry of education and culture of Spain under contract PB96-1029.     

Sharp quadrature formulas and inequalities between various metrics for rational functions

We obtain the sharp quadrature formulas for integrals of complex rational functions over circles, segments of the real axis, and the real axis itself. Among them there are formulas for calculating the L₂-norms of rational functions. Using the quadrature formulas for rational functions, in particular, for simple partial fractions and polynomials, we derive some sharp inequalities between various metrics (Nikol’ski?-type inequalities).