Gauss-Laguerre interval quadrature rule (Q557780): Difference between revisions

A Gaussian interval quadrature formula with respect to the positive weight \(w\) is a quadrature formula of the form \[ \int _a^bfw\,dx\approx \sum _{k=1}^n \frac {\mu _k}{2h_k}\int _{x_k-h_k}^{x_k+h_k}fw\,dx, \] which integrates exactly all polynomials of degree less than \(2n\). This paper is concerned with the existence and uniqueness of Gaussian interval quadrature formula for the generalized Laguerre weight function \(w(x)=x^{\alpha} e^{-x}\), \(\alpha >-1\) on \((a,b)=(0,+\infty )\). In this case, the authors denote by \({\mathbf H}_n^H\) the set of admissible lengths \({\mathbf H}_n^H=\{ {\mathbf h}\in \mathbb R ^n \mid h_i\geq 0,\sum _ {k=1}^nh_k H\} \) and by \({\mathbf X}_n({\mathbf h})=\{ {\mathbf x}\in \mathbb R ^n \mid 0<x_1-h_1 \leq x_1+h_1\leq \dots \leq x_n-h_n<+\leq x_n+h_n\infty\} \) the set of corresponding nodes. The main result of the paper states that for every \({\mathbf h}\in{\mathbf H}n^H\), the above Gauss-Laguerre interval quadrature rule exists and is unique. An algorithm for numerical construction has also investigated and some suitable solutions are proposed. An interesting numerical example is given.