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.     

A moment problem associated to rational Szegő functions

Leta ₁,...,a _p be distinct points in the finite complex plane ?, such that |a _j|>1,j=1,..., p and let \(b_j = 1/\bar \alpha _j ,\) j=1,..., p. Let μ₀, μ _π ^(j) , ν _π ^(j) j=1,..., p;n=1, 2,... be given complex numbers. We consider the following moment problem. Find a distribution ψ on [?π, π], with infinitely many points of increase, such that $$\begin{array}{l} \int_{ - \pi }^\pi {d\psi (\theta ) = \mu _0 ,} \\ \int_{ - \pi }^\pi {\frac{{d\psi (\theta )}}{{(e^{i\theta } - a_j )^n }} = \mu _n^{(j)} ,} \int_{ - \pi }^\pi {\frac{{d\psi (\theta )}}{{(e^{i\theta } - b_j )^n }} = v_n^{(j)} ,} j = 1,...,p;n = 1,2,.... \\ \end{array}$$ It will be shown that this problem has a unique solution if the moments generate a positive-definite Hermitian inner product on the linear space of rational functions with no poles in the extended complex plane ?^* outside {a ₁,...,a _p,b ₁,...,b _p}.     

Sequences of orthogonal Laurent polynomials,bi-orthogonality and quadrature formulas on the unit circle

In this paper, the construction of orthogonal bases in the space of Laurent polynomials on the unit circle is considered. As an application, a connection with the so-called bi-orthogonal systems of trigonometric polynomials is established and quadrature formulas on the unit circle based on Laurent polynomials are studied.     

On extrapolation of Jagerman and Stetter rules

In this paper quadrature rules introduced by Jagerman [1] and Stetter [2] are considered and asymptotic expansions for the error given. This allows to make use of the Romberg extrapolation process. Such rules can be viewed as generalizations of the well-known mid-point rule. Thus, numerical examples comparing these rules are finally presented.     

An application of Szegő polynomials to the computation of certain weighted integrals on the real line

In this paper, a new approach in the estimation of weighted integrals of periodic functions on unbounded intervals of the real line is presented by considering an associated weight function on the unit circle and making use of both Szegő and interpolatory type quadrature formulas. Upper bounds for the estimation of the error are considered along with some examples and applications related to the Rogers-Szegő polynomials, the evaluation of the Weierstrass operator, the Poisson kernel and certain strong Stieltjes weight functions. Several numerical experiments are finally carried out.     

The computation of orthogonal rational functions and their interpolating properties

We shall consider nested spacesl _n ,n = 0, 1, 21... of rational functions withn prescribed poles outside the unit disk of the complex plane. We study orthogonal basis functions of these spaces for a general positive measure on the unit circle. In the special case where all poles are placed at infinity,l _n = _n , the polynomials of degree at mostn. Thus the present paper is a study of orthogonal rational functions, which generalize the orthogonal Szegö polynomials. In this paper we shall concentrate on the functions of the second kind which are natural generalizations of the corresponding polynomials.The work of the first author is partially supported by a research grant from the Belgian National Fund for Scientific Research     

Rational quadrature formulae on the unit circle with arbitrary poles

Interpolatory quadrature rules exactly integrating rational functions on the unit circle are considered. The poles are prescribed under the only restriction of not lying on the unit circle. A computable upper bound of the error is obtained which is valid for any choice of poles, arbitrary weight functions and any degree of exactness provided that the integrand is analytic on a neighborhood of the unit circle. A number of numerical examples are given which show the advantages of using such rules as well as the sharpness of the error bound. Also, a comparison is made with other error bounds appearing in the literature. The work of the first author was supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grants MTM2006-13000-C03-02 and MTM2006-07186 and by UPM and Comunidad de Madrid under grant CCG06-UPM/MTM-539. The work of the second author was partially supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grant MTM2005-08571.     

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.     

Synthesis of indole alkaloid analogues containing the novel hexahydropyrrolo[1′,2′,3′:1,9a,9]imidazo[1,2-a]indole skeleton by ring-closing reactions of tryptophan-derived α-amino nitriles

New indole alkaloid analogues, containing a 10b-methyl- or a 10b-hydroxy-1,2,4,5,10b,10c-hexahydropyrrolo[1′,2′,3′:1,9a,9]imidazo[1,2-a]indole skeleton, have been obtained by highly stereoselective electrophile addition-cyclization reactions of a tryptophan-derived α-amino nitriles.