Gaussian versus optimal integration of analytic functions

DOI10.1007/S003659900072MaRDI QIDQ1384653zbMATH OpenOpenAlexFDO

Authors Knut Petras

Publication date 3 August 1998

Published in Constructive Approximation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s003659900072

zbMATH Keywords

Christoffel functionGaussian quadratureoptimal error constantsSzegö weight

Mathematics Subject Classification ID

Approximate quadratures (41A55) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical integration (65D30)

Review text

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.

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Cited in

(12)

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• Optimal integration of Lipschitz functions with a Gaussian weight
• The kink phenomenon in Fejér and Clenshaw-Curtis quadrature
• New lower bound estimates for quadratures of bounded analytic functions
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• Exactness of quadrature formulas
• On the Petras algorithm for verified integration of piecewise analytic functions
• Optimal quadrature for analytic functions
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• Principles of verified numerical integration
• Certified error bounds for uncertain elliptic equations

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