Error bounds for Gauss-Kronrod quadrature formulae of analytic functions (Q1326411)

We consider the Gauss-Kronrod quadrature formula \[ \int^ 1_{-1} f(t)dt=\sum^ n_{\nu=1} \sigma_ \nu f(\tau_ \nu)+\sum^{n+1}_{\mu=1} \sigma^*_ \mu f(\tau^*_ \mu)+R_ n(f) \] relative to the Legendre weight function \(w(t)=1\), \(t \in[-1,1]\). If \(f(z)=\sum^ \infty_{k=0} a_ kz^ k\) is a holomorphic function on \(C_ r=\{z \in C:| z |<r\}\), \(r>1\), we define \(X_ r=\{f:f\) holomorphic in \(C_ r\) and \(| f |_ r<\infty\}\), where \(| f |_ r=\sup_{k \geq [(3n+3)/2]} \{| a_{2k} | r^{2k}\}\), where \([\cdot]\) indicates the integer part of a real number. The error term \(R_ n\) is a continuous linear functional on \((X_ r,| \cdot |_ r)\). Using techniques similar to those in Hämmerlin (1972), we derive easy to compute estimates for \(\| R_ n \|\), \(2 \leq n \leq 30\). These estimates, which can also be applied for \(n>30\), after the computation of appropriate constants, lead to bounds for \(R_ n\) of the form \(| R_ n(f) | \leq \| R_ n \| | f |_ r\). The quality of these bounds is illustrated with some numerical examples.