On the convergence of certain Gauss-type quadrature formulas for unbounded intervals

We consider the convergence of Gauss-type quadrature formulas for the integral , where is a weight function on the half line . The -point Gauss-type quadrature formulas are constructed such that they are exact in the set of Laurent polynomials }, where is a sequence of integers satisfying and . It is proved that under certain Carleman-type conditions for the weight and when or goes to , then convergence holds for all functions for which is integrable on . Some numerical experiments compare the convergence of these quadrature formulas with the convergence of the classical Gauss quadrature formulas for the half line.

     

Optimal quadrature formulas

The problem of finding optimal quadrature formulas of given precision which minimize the sum of the absolute values of the quadrature weights is discussed and some optimal predictor and corrector type quadrature formulas are listed. Alternative derivation of minimum variance and Sard's optimal quadrature formulas is also given.     

Anti-Gaussian quadrature formulas

An anti-Gaussian quadrature formula is an -point formula of degree which integrates polynomials of degree up to with an error equal in magnitude but of opposite sign to that of the -point Gaussian formula. Its intended application is to estimate the error incurred in Gaussian integration by halving the difference between the results obtained from the two formulas. We show that an anti-Gaussian formula has positive weights, and that its nodes are in the integration interval and are interlaced by those of the corresponding Gaussian formula. Similar results for Gaussian formulas with respect to a positive weight are given, except that for some weight functions, at most two of the nodes may be outside the integration interval. The anti-Gaussian formula has only interior nodes in many cases when the Kronrod extension does not, and is as easy to compute as the -point Gaussian formula.

     

Gauss-Tchebycheff quadrature formulas

Summary It is well known that the Tchebycheff weight function (1-x ²)^–1/2 is the only weight function (up to a linear transformation) for which then point Gauss quadrature formula has equal weights for alln. In this paper we describe explicitly all weight functions which have the property that then _k-point Gauss quadrature formula has equal weights for allk, where (n _k),n ₁<n ₂<..., is an arbitrary subsequence of . Furthermore results on the possibility of Tchebycheff quadrature on several intervals are given.     

On chebyshev quadrature and variance of quadrature formulas

The purpose of this note is to give an example which demonstrates that one can achieve much higher algebraic precision with a quadrature rule with small but not minimal variance than with a Chebyshev rule with minimal variance.     

About some quadrature formulas

In this paper, we studied a class of quadrature formulas obtained by using the connection between the monospline functions and the quadrature formulas. For this class we obtain the optimal quadrature formula with regard to the error and we give some inequalities for the remainder term of this optimal quadrature formula.      

On optimal quadrature formulas

Quadrature formulas with free nodes which are optimal in the norm of a Banach space are studied. It is shown that it is impossible with some reasonable assumptions to increase the accuracy of such a formula by defining the partial derivatives of the integrable function at the nodes.     

Product type quadrature formulas

This paper is concerned with the numerical approximation of integrals of the form _a ^b f(x)g(x)dx by means of a product type quadrature formula. In such a formula the functionf (x) is sampled at a set ofn+1 distinct points and the functiong(x) at a (possibly different) set ofm+1 distinct points. These formulas are a generalization of the classical (regular) numerical integration rules. A number of basic results for such formulas are stated and proved. The concept of a symmetric quadrature formula is defined and the connection between such rules and regular quadrature formulas is discussed. Expressions for the error term are developed. These are applied to a specific example.The work of the first author was supported in part by NIH Grant No. FRO 7129-01 and that of the second author in part by U.S. Army Ballistic Research Laboratories Contract DA-18-001-AMC-876 X.     

Generalized Gaussian quadrature formulas

Existence and uniqueness of canonical points for best L₁-approximation from an Extended Tchebycheff (ET) system, by Hermite interpolating “polynomials” with free nodes of preassigned multiplicities, are proved. The canonical points are shown to coincide with the nodes of a “generalized Gaussian quadrature formula” of the form (*) which is exact for the ET-system. In (*), ∑_{j = 0}^{v_i − 2} ≡ 0 if v_i = 1, the v_i (> 0), I = 1,…, n, are the multiplicities of the free nodes and v₀0, v_{n + 1} 0 of the boundary points in the L₁-approximation problem, ∑_{i = 0}^{n + 1} v_i is the dimension of the ET-system, and σ is the weight in the L₁-norm.The results generalize results on multiple node Gaussian quadrature formulas (v₁,…, v_n all even in (*)) and their relation to best one-sided L₁-approximation. They also generalize results on the orthogonal signature of a Tchebycheff system (v₀ = v_{n + 1} = 0, v_i = 1, I = 1,…, n, in (*)), and its role in best L₁-approximation. Recent works of the authors were the first to treat Gaussian quadrature formulas and orthogonal signatures in a unified way.     

Properties of product-type quadrature formulas

In this note some properties of the coefficient matrix associated with a product-interpolatory quadrature formula are determined and certain consequences of exactness of a product-type quadrature rule are deduced. For example, it is shown that the coefficient matrix has maximal rank and it is positive definite when the rule is symmetric. Conditions are stated under which a product-interpolatory rule reduces to a regular quadrature rule. A characterization of the error committed in applying a regular rule to a product of two functions is given.A portion of this research was carried out while the author was a Summer Faculty Research Participant at the Oak Ridge National Laboratory.     

Comparison of optimal quadrature formulas

Summary We prove the monotonicity of the error of the optimal quadrature formula of a given quasi-Hermitian type inW _q ^r [0.1] (1<q) with respect to the order of the derivatives appearing in the end point terms.     

Stochastic properties of quadrature formulas

Summary The average error of suitable quadrature formulas and the stochastic error of Monte Carlo methods are both much smaller than the worst case error in many cases. This depends, however, on the classF of functions which is considered and there are counterexamples as well.Nonlinear methods, adaptive methods, or even methods with varying cardinality are not significantly better (with respect to certain stochastic error bounds) than the simplest linear methods .     

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.     

Derivative corrections for quadrature formulas

In this paper, we develop corrected quadrature formulas by approximating the derivatives of the integrand that appear in the asymptotic error expansion of the quadrature, using only the function values in the original quadrature rule. A higher order convergence is achieved without computing additional function values of the integrand.This author is in part supported by National Science Foundation under grant DMS-9504780 and by NASA-OAI Summer Faculty Fellowship (1995).     

Interpolatory inner product quadrature formulas

The problem of obtaining quadrature formulas which approximate integrals of the product of two functions with a certain weight function, is considered. In previous work, the possibility of approximating both functions by an interpolating polynomial was examined. This approach is extended to a more general setting. A consequence of this is that the computational advantages and inherent flexibility of Inner Product Quadrature Formulas become apparent. A simple and efficient technique for obtaining such formulas is given. The question of approximating integrals involving the product of more than two functions is also discussed.     

Ratio asymptotics and quadrature formulas

A technique to find the asymptotic behavior of the ratio between a polynomialss _n and thenth orthonormal polynomial with respect to a positive measureμ is shown. Using it, some new results are found and a very simple proof for other classics is given.     

Error estimates for quadrature formulas

We construct two-sided polynomials of collocation type of the same order as a given system of basis functions according to a given ordered system of nodes of arbitrary multiplicity and according to a system of nodes displaced to the right (or to the left) at one position. Numerical estimates are given for the remaining terms of the quadrature formulas.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 70, pp. 21–31, 1990.