Gaussian quadrature rules with an exponential weight on the real semiaxis (Q2930150)

The authors present Gaussian quadrature rules for computing integrals NEWLINE\[NEWLINE \int_0^{\infty} f(x)\,w(x)\,dx\,, NEWLINE\]NEWLINE where \(w(x) = \exp(-x^{-\alpha} - x^{\beta})\) \((x\in (0,\, \infty))\) is an exponential weight function with \(\alpha >0\) and \(\beta>1\). Note that \(w\) has exponential growth for \(x\to 0\) and \(x\to \infty\). The Gaussian rules and the related Lagrange interpolation are based on zeros of the polynomials which are orthogonal with respect to \(w\). The authors show that these Gaussian quadrature rules converge with the order of the best polynomial approximation in suitable function spaces. Numerical tests demonstrate the performance of these Gaussian rules.