A modified Gaussian quadrature rule for integrals involving poles of any order

By applying the theory of completely symmetric functions we derive a Gaussian quadrature rule which generalizes that due to McNamee. A feature of this generalization is the inclusion of an explicit correction term taking account of the presence of poles (of any order) of the integrand close to the integration-interval. A numerical example is provided to illustrate the formulae.     

Error estimates for Gaussian quadrature

This paper is concerned with estimating the Gaussian quadrature error in the numerical integration of an analytic function$\text{?(x)}$ over the interval?1<x<1. An approximate expression for the quadrature error is given in terms of a contour integral in the complex plane. Known techniques can be applied directly to this contour integral to obtain quadrature error estimates. This approach has the advantage of avoiding the computation of high order derivatives as required in classical Gaussian quadrature error representations.     

Some error expansions for Gaussian quadrature

Complex-variable methods are used to obtain some expansions in the error in Gaussian quadrature formulae over the interval [– 1, 1]. Much of the work is based on an approach due to Stenger, and both circular and elliptical contours are used. Stenger's theorem on monotonicity of convergence of Gaussian quadrature formulae is generalized, and a number of error bounds are obtained.     

Stopping functionals for Gaussian quadrature formulas

Gaussian formulas are among the most often used quadrature formulas in practice. In this survey, an overview is given on stopping functionals for Gaussian formulas which are of the same type as quadrature formulas, i.e., linear combinations of function evaluations. In particular, methods based on extended formulas like the important Gauss–Kronrod and Patterson schemes, and methods which are based on Gaussian nodes, are presented and compared.     

Error estimates for Gaussian quadrature formulae

Summary We derive both strict and asymtotic error bounds for the Gauss-Jacobi quadrature formula with respect to a general measure. The estimates involve the maximum modulus of the integrand on a contour in the complex plane. The methods are elementary complex analysis.     

Gaussian interval quadrature formula

Summary. We prove the existence of a Gaussian quadrature formula for Tchebycheff systems, based on integrals over non-overlapping subintervals of arbitrary fixed lengths and the uniqueness of this formula in the case the subintervals have equal lengths. Received July 6, 1999 / Published online August 24, 2000     

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.     

Gaussian rational quadrature formulas for ill-scaled integrands

A flexible treatment of Gaussian quadrature formulas based on rational functions is given to evaluate the integral , when f is meromorphic in a neighborhood V of the interval I and W(x) is an ill-scaled weight function. Some numerical tests illustrate the power of this approach in comparison with Gautschi’s method.     

Gaussian quadrature of Chebyshev polynomials

We investigate the behaviour of the maximum error in applying Gaussian quadrature to the Chebyshev polynomials T_m. This quantity has applications in determining error bounds for Gaussian quadrature of analytic functions.     

Uniqueness of Gaussian quadrature formula for computed tomography

This note answers positively a question raised by B. Bojanov and G. Petrova. Namely, the Gaussian quadrature formula for computed tomography among the given type is unique.     

An analog to Gaussian quadrature implemented on a specific trigonometric basis

A new quadrature formula implemented on a nonstandard basis of trigonometric functions is constructed. The quadrature is comparable in accuracy to a Gaussian quadrature formula and is used with the same class of functions. However, this quadrature differs greatly from that for periodic functions, which is also based on trigonometric functions.     

Matrices, moments, and rational quadrature

Many problems in science and engineering require the evaluation of functionals of the form F_u(A)=u^Tf(A)u, where A is a large symmetric matrix, u a vector, and f a nonlinear function. A popular and fairly inexpensive approach to determining upper and lower bounds for such functionals is based on first carrying out a few steps of the Lanczos procedure applied to A with initial vector u, and then evaluating pairs of Gauss and Gauss-Radau quadrature rules associated with the tridiagonal matrix determined by the Lanczos procedure. The present paper extends this approach to allow the use of rational Gauss quadrature rules.     

Gaussian quadrature formulas and Laguerre-Perron's equation

LetI(f) be the integral defined by:I(f) = ∫ _a ^b f(x)w(x)dx withf a given function,w a nonclassical weight function and [a, b] an interval of IR (of finite or infinite length). We propose to calculate the approximate value ofI(f) by using a new scheme for deriving a non-linear system, satisfied by the three-term recurrence coefficients of semi-classical orthogonal polynomials. Finally we studies the Stability and complexity of this scheme.     

Complex Gaussian quadrature of oscillatory integrals

We construct and analyze Gauss-type quadrature rules with complex- valued nodes and weights to approximate oscillatory integrals with stationary points of high order. The method is based on substituting the original interval of integration by a set of contours in the complex plane, corresponding to the paths of steepest descent. Each of these line integrals shows an exponentially decaying behaviour, suitable for the application of Gaussian rules with non-standard weight functions. The results differ from those in previous research in the sense that the constructed rules are asymptotically optimal, i.e., among all known methods for oscillatory integrals they deliver the highest possible asymptotic order of convergence, relative to the required number of evaluations of the integrand.     

Gaussian quadrature and acceleration of convergence

The aim of this paper is to take up again the study done in previous papers, to the case where the integrand possesses an algebraic singularity within the interval of integration. The singularities or poles close to the interval of integration considered in this paper are only real or purely imaginary. This revised version was published online in August 2006 with corrections to the Cover Date.