Error bounds for interpolatory quadrature rules on the unit circle

For the construction of an interpolatory integration rule on the unit circle with nodes by means of the Laurent polynomials as basis functions for the approximation, we have at our disposal two nonnegative integers and which determine the subspace of basis functions. The quadrature rule will integrate correctly any function from this subspace. In this paper upper bounds for the remainder term of interpolatory integration rules on are obtained. These bounds apply to analytic functions up to a finite number of isolated poles outside In addition, if the integrand function has no poles in the closed unit disc or is a rational function with poles outside , we propose a simple rule to determine the value of and hence in order to minimize the quadrature error term. Several numerical examples are given to illustrate the theoretical results.

     

Integral formulas for Chebyshev polynomials and the error term of interpolatory quadrature formulae for analytic functions

We evaluate explicitly the integrals , with the being any one of the four Chebyshev polynomials of degree . These integrals are subsequently used in order to obtain error bounds for interpolatory quadrature formulae with Chebyshev abscissae, when the function to be integrated is analytic in a domain containing in its interior.

     

On computing rational Gauss-Chebyshev quadrature formulas

We provide an algorithm to compute the nodes and weights for Gauss-Chebyshev quadrature formulas integrating exactly in spaces of rational functions with arbitrary real poles outside . Contrary to existing rational quadrature formulas, the computational effort is very low, even for extremely high degrees, and under certain conditions on the poles it can be shown that the complexity is of order . This method is based on the derivation of explicit expressions for Chebyshev orthogonal rational functions, which are (thus far) the only examples of explicitly known orthogonal rational functions on with arbitrary real poles outside this interval.

     

On families of quadrature formulas based on Euler identities

A family consisting of quadrature formulas which are exact for all polynomials of order ?5 is studied. Changing the coefficients, a second family of quadrature formulas, with the degree of exactness higher than that of the formulas from the first family, is produced. These formulas contain values of the first derivative at the end points of the interval and are sometimes called “corrected”.     

Convergence of Gaussian quadrature formulas on infinite intervals

More general and stronger estimations of bounds for the fundamental functions of Hermite interpolation of high order on an arbitrary system of nodes on infinite intervals are given. Based on this result, convergence of Gaussian quadrature formulas for Riemann–Stieltjes integrable functions on an arbitrary system of nodes on infinite intervals is discussed.     

A construction of real weight functions for certain orthogonal polynomials in two variables

H.L. Krall and I.M. Sheffer considered the problem of classifying certain second-order partial differential equations having an algebraically complete, weak orthogonal bivariate polynomial system of solutions. Two of the equations that they considered are

(x²+y)uxx+2xyuxy+y²uyy+gxux+g(y−1)uy=λu,     

A noncommutative Szegö theorem for subdiagonal subalgebras of von Neumann algebras

For almost forty years now the most frustrating open problem regarding the theory of finite maximal subdiagonal algebras has been the question regarding the universal validity of a non-commutative Szegö theorem and Jensen inequality (Arveson, 1967). These two properties are known to be equivalent. Despite extensive efforts by many authors, their validity has to date only been established in some very special cases. In the present note we solve the general problem in the affirmative by proving the universal validity of Szegö's theorem for finite maximal subdiagonal algebras.

     

Anti-Szego quadrature rules

Szego quadrature rules are discretization methods for approximating integrals of the form . This paper presents a new class of discretization methods, which we refer to as anti-Szego quadrature rules. Anti-Szego rules can be used to estimate the error in Szego quadrature rules: under suitable conditions, pairs of associated Szego and anti-Szego quadrature rules provide upper and lower bounds for the value of the given integral. The construction of anti-Szego quadrature rules is almost identical to that of Szego quadrature rules in that pairs of associated Szego and anti-Szego rules differ only in the choice of a parameter of unit modulus. Several examples of Szego and anti-Szego quadrature rule pairs are presented.

     

Convergence acceleration of some Gaussian quadrature formulas for analytic functions

Let (S_n) be the sequence given by the Jacobi-Gauss quadrature method when the integrand is an analytic function with a lopatilluric singularity or with a branch point on the real axis, and S its limi. We give an asymptotic representation of the errors S − S_n and of S_n+s − S_n, which leads to building other sequences which give a better approximation of the exact value of the integral than S_n. All the results are illustrated by numerical examples.     

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.

Generalized Christoffel functions and error of positive quadrature

The author gives some upper and lower bounds for the generalized Christoffel functions related to a Ditzian-Totik generalized weight. As an application, an error estimate of Gauss quadrature formula inL ₁-weighted norm is derived.Dedicated to Prof. Luigi Gatteschi on the occasion of his 70th birthdayWork sponsored by MURST 40%.     

A matricial computation of rational quadrature formulas on the unit circle

A matricial computation of quadrature formulas for orthogonal rational functions on the unit circle, is presented in this paper. The nodes of these quadrature formulas are the zeros of the para-orthogonal rational functions with poles in the exterior of the unit circle and the weights are given by the corresponding Christoffel numbers. We show how these nodes can be obtained as the eigenvalues of the operator Möbius transformations of Hessenberg matrices and also as the eigenvalues of the operator Möbius transformations of five-diagonal matrices, recently obtained. We illustrate the preceding results with some numerical examples.     

On bi-orthogonal systems of trigonometric functions and quadrature formulas for periodic integrands

In this paper, quadrature formulas with an arbitrary number of nodes and exactly integrating trigonometric polynomials up to degree as high as possible are constructed in order to approximate 2π-periodic weighted integrals. For this purpose, certain bi-orthogonal systems of trigonometric functions are introduced and their most relevant properties studied. Some illustrative numerical examples are also given. The paper completes the results previously given by Szeg? in Magy Tud Akad Mat Kut Intez Közl 8:255–273, 1963 and by some of the authors in Annales Mathematicae et Informaticae 32:5–44, 2005.     

Bochner-Weitzenböck formulas and curvature actions on Riemannian manifolds

Gradients are natural first order differential operators depending on Riemannian metrics. The principal symbols of them are related to the enveloping algebra and higher Casimir elements. We give formulas in the enveloping algebra that induce not only identities for higher Casimir elements but also all Bochner-Weitzenböck formulas for gradients. As applications, we give some vanishing theorems.

     

On the explicit formulas for zeta functions

In this paper, we study the properties of a large class of zeta functions that arises in geometric analysis and mathematical physics. They are attached to some elliptic operators. This method can be used to evaluate explicitly the special values of zeta functions of elliptic operators defined on some symmetric spaces.     

The evaluation of Legendre functions of the second kind

A method of evaluating Legendre functions of the second kind by applying the trapezoidal rule to Heine's integral representation is described. An error analysis is given, and some numerical results are obtained.Dedicated to Professor Luigi Gatteschi     

Real orthogonal polynomials in frequency analysis

We study the use of para-orthogonal polynomials in solving the frequency analysis problem. Through a transformation of Delsarte and Genin, we present an approach for the frequency analysis by using the zeros and Christoffel numbers of polynomials orthogonal on the real line. This leads to a simple and fast algorithm for the estimation of frequencies. We also provide a new method, faster than the Levinson algorithm, for the determination of the reflection coefficients of the corresponding real Szego polynomials from the given moments.

     

Optimal quadrature formulas for Fourier coefficients in $W_2^{(m,m-1)}$ space

This paper studies the problem of construction of optimal quadrature formulas in the sense of Sard in the $W_2^{(m,m-1)}[0,1]$ space for calculating Fourier coefficients. Using S.~L.\ Sobolev''s method we obtain new optimal quadrature formulas of such type for $N 1\geq m$, where $N 1$ is the number of the nodes. Moreover, explicit formulas for the optimal coefficients are obtained. We investigate the order of convergence of the optimal formula for $m=1$. The obtained optimal quadrature formula in the $W_2^{(m,m-1)}[0,1]$ space is exact for $\exp(-x)$ and $P_{m-2}(x)$, where $P_{m-2}(x)$ is a polynomial of degree $m-2$. Furthermore, we present some numerical results, which confirm the obtained theoretical results.     

Gaussian integration of Chebyshev polynomials and analytic functions

Explicit bounds for the quadrature error of thenth Gauss-Legendre quadrature rule applied to themth Chebyshev polynomial are derived. They are precise up to the orderO(m ⁴ n ^–6). As an application, error constants for classes of functions which are analytic in the interior of an ellipse are estimated. The location of the maxima of the corresponding kernel function is investigated.Dedicated to Luigi Gatteschi on the occasion of his 70th birthday     

Symbolic operational images and decomposition formulas for hypergeometric functions

Based upon the classical derivative and integral operators we introduce a new operator which allows the derivation of new symbolic operational images for hypergeometric functions. By means of these symbolic operational images a number of decomposition formulas involving quadruple series are then found. Other closely-related results are also considered.