Gaussian versus optimal integration of analytic functions (Q1384653): Difference between revisions

The author's abstract states: We consider error estimates for optimal and Gaussian quadrature formulas if the integrand is analytic and bounded in a certain complex region. First, a simple technique for the derivation of lower bounds for the optimal error constants is presented. This method is applied to Szegő-type weight functions and ellipses as regions of analyticity. In this situation, the error constants for the Gaussian formulas are close to the obtained lower bounds, which proves the quality of the Gaussian formulas and also the lower bounds. In the sequel, different regions of analyticity are investigated. It turns out that almost exclusively for ellipses, the Gaussian formulas are near-optimal. For classes of simply connected regions of analyticity, which are additionally symmetric about the real axis, the asymptotic of the worst ratio between the error constants of the Gaussian formulas and the optimal error constants is calculated. As a by-product, we prove explicit lower bounds for the Christoffel function for the constant weight function and for arguments outside the interval of integration.