On the Existence and Construction of Tight Fourth Order Quadrature Rules for the Sphere

We study the so-called tight quadrature rules for polynomials of degree 4 on the unit sphere S ^D-1 and present precise formulae for the first 6 components of the nodes in terms of the parameter u := . In particular, we reobtain the well-known necessary condition for the existence of such rules saying that u has to be an odd integer and we sharpen it under an additional assumption.As a constructive application, two explicit tight fourth order quadrature rules for the case D = 7 are given.     

Gaussian quadrature formulae on the unit circle

Let μ be a probability measure on [0,2π]. In this paper we shall be concerned with the estimation of integrals of the form

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For this purpose we will construct quadrature formulae which are exact in a certain linear subspace of Laurent polynomials. The zeros of Szegö polynomials are chosen as nodes of the corresponding quadratures. We will study this quadrature formula in terms of error expressions and convergence, as well as, its relation with certain two-point Padé approximants for the Herglotz–Riesz transform of μ. Furthermore, a comparison with the so-called Szegö quadrature formulae is presented through some illustrative numerical examples.     

Error estimates for interpolatory quadrature formulae

Summary In this paper we study the remainder of interpolatory quadrature formulae. For this purpose we develop a simple but quite general comparison technique for linear functionals. Applied to quadrature formulae it allows to eliminate one of the nodes and to estimate the remainder of the old formula in terms of the new one. By repeated application we may compare with quadrature formulae having only a few nodes left or even no nodes at all. With the help of this method we obtain asymptotically best possible error bounds for the Clenshaw-Curtis quadrature and other Pólya type formulae.Our comparison technique can also be applied to the problem of definiteness, i.e. the question whether the remainderR[f] of a formula of orderm can be represented asc·f ^(m)(). By successive elimination of nodes we obtain a sequence of sufficient criteria for definiteness including all the criteria known to us as special cases.Finally we ask for good and worst quadrature formulae within certain classes. We shall see that amongst all quadrature formulae with positive coefficients and fixed orderm the Gauss type formulae are worst. Interpreted in terms of Peano kernels our theorem yields results on monosplines which may be of interest in themselves.     

Integration of Polyharmonic Functions

The results in this paper are motivated by two analogies. First, -harmonic functions in are extensions of the univariate algebraic polynomials of odd degree . Second, Gauss' and Pizzetti's mean value formulae are natural multivariate analogues of the rectangular and Taylor's quadrature formulae, respectively. This point of view suggests that some theorems concerning quadrature rules could be generalized to results about integration of polyharmonic functions. This is done for the Tchakaloff-Obrechkoff quadrature formula and for the Gaussian quadrature with two nodes.

     

On cubature formulae with a minimal number of knots

Summary In this paper an approach is outlined to the two-dimensional analogon of the Gaussian quadrature problem. The main results are necessary and sufficient conditions for the existence of cubature formulae which are exact for all polynomials of degree m and which have a minimal number of 1/2k(k+1) knots,k=[m/2]+1. Ifm is odd, similar results are due to I.P. Mysovskikh ([5, 6]) which will be derived in a new way as a special case of the general characterization given here. Furthermore, it will be shown how this characterization can be used to construct minimal formulae of even degree.     

Stieltjes Polynomials and Related Quadrature Formulae for a Class of Weight Functions

Consider a (nonnegative) measure with support in the interval such that the respective orthogonal polynomials, above a specific index , satisfy a three-term recurrence relation with constant coefficients. We show that the corresponding Stieltjes polynomials, above the index , have a very simple and useful representation in terms of the orthogonal polynomials. As a result of this, the Gauss-Kronrod quadrature formulae for have all the desirable properties, namely, the interlacing of nodes, their inclusion in the closed interval (under an additional assumption on ), and the positivity of all weights. Furthermore, the interpolatory quadrature formulae based on the zeros of the Stieltjes polynomials have positive weights, and both of these quadrature formulae have elevated degrees of exactness.

     

The solution of Volterra integral equations of the first kind using inverted differentiation formulae

Numerical differentiation formulae are inverted to derive quadrature rules which are then applied to integral equations of the first kind. The resulting methods are explicit and correspond to local differentiation formulae. The methods are shown to be convergent provided that a suitable choice of parameters is made.     

Über optimale Quadraturformeln mit freien Knoten zu Hilberträumen periodischer Funktionen

Summary For some special Hilbert-spaces of periodic analytic functions it is known that quadrature formulae of minimal norm with preassigned equidistant nodes are even so-called Wilf-formulae, i.e. they satisfy necessary conditions for minimal norm with respect to their nodes. By simple examples, however, it can be shown that equidistant Wilf-formulae are not necessarily optimal. In this paper the question of optimality of equidistant nodes in quadrature formulae for rather general Hilbert-spaces of periodic analytic functions is answered by giving sufficient conditions which can be interpreted as conditions on the size of the regularity-regions of the functions belonging to the Hilbert-spaces under consideration. Examples prove these conditions to be quite sharp.In addition the trapezoidal-rule is shown to be only optimal formula (with respect to the nodes and coefficients) of orderk.Finally the trapezoidal-rule is shown to be asymptotically optimal for wide classes of Hilbert-spaces of periodic functions.

     

The error norm of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegö type

We consider the Gauss-Kronrod quadrature formulae for the Bernstein-Szegö weight functions consisting of any one of the four Chebyshev weights divided by the polynomial On certain spaces of analytic functions, the error term of these formulae is a continuous linear functional. We compute explicitly the norm of the error functional.     

On the convergence of multipoint Padé-type approximants and quadrature formulas associated with the unit circle

We study the convergence of rational interpolants with prescribed poles on the unit circle to the Herglotz-Riesz transform of a complex measure supported on [–, ]. As a consequence, quadrature formulas arise which integrate exactly certain rational functions. Estimates of the rate of convergence of these quadrature formulas are also included.This research was performed as part of the European project ROLLS under contract CHRX-CT93-0416.     

Asymptotics for the remainder of a class of positive quadratures for integrands with an interior singularity

Summary For functions with an interior singularity, the errors of a class of positive quadrature formulae with high algebraic degree are reduced to those of the much simpler Euler-Maclaurin type formulae. Applying this method to certain classes of functions, such as, for example,f(x)=h(x)|x-u| , where >–1, with a sufficiently smooth functionh, we obtain the main term of the error expansion for quadrature rules of ultraspherical type.     

The error bounds of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegő type

We consider the Gauss-Kronrod quadrature formulae for the Bernstein-Szeg? weight functions consisting of any one of the four Chebyshev weights divided by the polynomial \(\rho (t)=1-\frac {4\gamma }{(1+\gamma )^{2}}\,t^{2},\quad t\in (-1,1),\ -1<\gamma \le 0\). For analytic functions, the remainder term of this quadrature formula can be represented as a contour integral with a complex kernel. We study the kernel, on elliptic contours with foci at the points ? 1 and sum of semi-axes ρ > 1, for the given quadrature formula. Starting from the explicit expression of the kernel, we determine the locations on the ellipses where maximum modulus of the kernel is attained. So we derive effective error bounds for this quadrature formula. An alternative approach, which has initiated this research, has been proposed by S. Notaris (Numer. Math. 103, 99–127, 2006).     

Constructing fully symmetric cubature formulae for the sphere

We construct symmetric cubature formulae of degrees in the 13-39 range for the surface measure on the unit sphere. We exploit a recently published correspondence between cubature formulae on the sphere and on the triangle. Specifically, a fully symmetric cubature formula for the surface measure on the unit sphere corresponds to a symmetric cubature formula for the triangle with weight function , where , , and are homogeneous coordinates.

     

Positivity of the Weights of Interpolatory Quadrature Formulae with Jacobi Abscissae

We consider interpolatory quadrature formulae, relative to the Legendre weight function w(t) = 1 on [–1, 1], having as nodes the zeros of the nth degree Jacobi polynomial P _n ^{(, )} plus the points 1 and –1. We show that in specific domains of and gb the weights of these formulae are almost all positive, exceptions occurring only with the weights corresponding to 1 and –1.     

Quadrature rules for qualocation

Qualocation is a method for the numerical treatment of boundary integral equations on smooth curves which was developed by Chandler, Sloan and Wendland (1988‐2000) [1,2]. They showed that the method needs symmetric J–point–quadrature rules on [0, 1] that are exact for a maximum number of 1–periodic functions The existence of 2–point–rules of that type was proven by Chandler and Sloan. For J ∈ {3, 4} such formulas have been calculated numerically in [2]. We show that the functions G_α form a Chebyshev–system on [0, 1/2] for arbitrary indices á and thus prove the existence of such quadrature rules for any J.     

Das asymptotische Verhalten der Peanokerne einiger interpolatorischer Quadraturverfahren

Summary Interpolatory quadrature formulae consist in replacing by wherep _f denotes the interpolating polynomial off with respect to a certain knot setX. The remainder may in many cases be written as wherem=n resp. (n+1) forn even and odd, respectively. We determine the asymptotic behaviour of the Peano kernelP _X (t) forn for the quadrature formulae of Filippi, Polya and Clenshaw-Curtis.

     

A Note on Quadrature Formulae for Cauchy Principal Value Integrals

The quadrature formulae of Chawla & Jayarajan (1975) havebeen extended in a simple manner for the numerical evaluationof the weighted Cauchy principal value integrals where , ß > –1 and a (–1, 1). The presentquadrature formulae give better approximate values for Cauchyprincipal value integrals than those in Chawla & Kumar (1979),and may also be used for the numerical evaluation of properintegrals      

Error estimates for Gauss-Legendre quadrature of integrands possessing Dirichlet series expansions

A number of formulae are derived for the estimation of the error in the numerical evaluation of integrals of the form _–1 ¹ f(x)dx wheref possesses a Dirichlet series expansion which contains the interval [–1,1] within its region of convergence. The formulae are based on Gauss-Legendre quadrature.