On stratified extensions of Gauss-Laguerre and Gauss-Hermite quadrature formulas (Q1602780)

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On stratified extensions of Gauss-Laguerre and Gauss-Hermite quadrature formulas
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    On stratified extensions of Gauss-Laguerre and Gauss-Hermite quadrature formulas (English)
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    24 June 2002
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    In this paper the degree of optimal stratified extensions for the Gauss-Laguerre and Gauss-Hermite quadrature formulas are determined. For a given nonnegative and integrable weight function \(\omega \) on \(\mathbb{R}\) a quadrature formula \(Q_n \) and the corresponding remainder \(R_n \) of algebraic degree of exactness \(s\) are linear functionals on \(C(\mathbb{R})\) defined by \[ Q_n [ f ] = \sum\limits_{\nu = 1}^n a_{\nu, n} f( x_{\nu, n}),\quad R_n [ f ] = \int_R \omega ( x)f( x) dx - Q_n [ f ], \] \[ \deg (R_n) = s \iff R_n [ m_k ] \begin{cases} = 0,& k = 0,1,\dots ,s , \\ \neq 0,& k = n + 1, \end{cases} \] where \(m_k ( x) = x^k\), \(-\infty<x_{1,n}< \dots< x_{n, n}<\infty\), \(a_{\nu, n} \in\mathbb{R}\). The unique quadrature formula with \(n\) nods and highest possible degree of exactness \(2n - 1\) is the Gaussian formula \[ Q_n^G [f] = \sum\limits_{\nu = 1}^n a_{\nu,n}^G f(x_{\nu, n}^G) \] with respect to the weight \(\omega \). The author investigates particularly the Gaussian formula \(Q_n^{GL} \) associated with the generalized Laguerre weight \[ \omega ( x) \equiv w_\alpha ( x) = \begin{cases} 0, & x \leq 0, \\ x^\alpha e^{ - x},& x > 0, \end{cases} \quad \alpha > - 1, \] (Gauss-Laguerre formula) and the Gaussian formula \(Q_n^{GH} \) associated with the Hermite weight \[ \omega ( x) = w( x) = e^{ - x^2}. . \]
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    Gauss-Laguerre quadrature formulas
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    Gauss-Hermite quadrature formulas
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    error estimation
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    extended quadrature formulas
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