A product quadrature algorithm by Hermite interpolation (Q1819536)

This paper is concerned with numerical integration of a product integral by product integration rules based on Hermite interpolation. Although there are some convergence results for quadrature rules on Hermite interpolation they are not directly applicable to the quadrature rules considered in this paper. The analysis of the authors is based on the convergence properties of Hermite interpolation polynomials and Hermite- Fejer interpolation polynomials for analytic and differentiable or continuous functions. In the present paper, an algorithm is described which allows the use of arbitrary nodes. Convergence results and error estimates are obtained and examples are given that test the performance of the algorithm for oscillatory weight functions.