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Nonstandard Gaussian quadrature formulae based on operator values
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    Nonstandard Gaussian quadrature formulae based on operator values (English)
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    19 April 2010
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    Let \(H=H_{\delta}\) be any right \(\delta\)-neighborhood of the number zero, i.e., \(H_{\delta}=[0,\delta),\,\delta>0.\) Let \({\mathcal A}^h,\,h\in H\), be the family of linear operators acting on the space of all algebraic polynomials \({\mathcal P}\), such that the degree of polynomials are preserved, i.e., \[ \text{deg}({\mathcal A}^hp)=\text{deg}(p),\tag{1} \] and \[ {\lim_{h\to 0^{+}}({\mathcal A}^hp)(x)=p(x),\,x\in C,} \tag{2} \] for any \(p\in {\mathcal P}\) and each \(h\in H\). For a given family of linear operators \({\mathcal A}^h, h\in H\), let the non-standard interpolatory quadrature of Gaussian type: \[ {\int_{R}f(x)d\mu(x)=\sum_{k=1}^{n}w_{k}({\mathcal A}^hf)(x_{k})+{\mathcal R}_{n}(f),} \tag{3} \] which is exact for each polynomial of degree at most \(2n-1\), i.e., \({\mathcal R}_{n}({\mathcal P}_{2n-1})=0\). The main results of this paper can be stated in the following form: Theorem 2.1 Let \({\mathcal A}^h,\, h\in H\), be a family of linear operators satisfying the conditions (1) and (2) and \(d\mu\) be a finite positive Borel measure on the real line with its support supp\((d\mu)\subset R\). For any \(n\in N\) there exists \(\varepsilon>0\), such that for every \(h\in H_{\varepsilon}=[0,\varepsilon)\) there exists the unique interpolatory quadrature formula (3) of Gaussian type, with nodes \(x_{k}\in \text{Co(supp}(\mu))\) and positive weights \(w_{k}>0,\,k=1,\dots,n\). Also, the authors propose a stable numerical algorithm for constructing such quadrature formulae. In particular, for some special classes of linear operators they obtain interesting explicit results connected with theory of orthogonal polynomials.
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    Gaussian quadrature
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    interval quadrature
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    linear operator
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    zeros
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    weight
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    measure
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    degree of exactness
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    orthogonal polynomial
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    linear functional
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    non-standard interpolatory quadrature
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    numerical algorithm
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