Error estimates for Gaussian quadratures of analytic functions (Q1035635)

The authors present new error bounds for the numerical integration of analytic functions by means of Gaussian quadrature formulas and their Kronrod extensions with respect to the four types of Chebyshev weight functions. The error bounds are expressed in terms of contour integrals on elliptic contours with foci at the end points of the interval of integration; the integrands are assumed to be analytic inside these contours. The idea is to use known results for the Kronrod extension and to provide new bounds for the difference between the latter and the underlying Gauss rule.