On a problem proposed by H.Braß concerning the remainder term in quadrature for convex functions (Q809293)

It is proved that the error in n-point Gaussian quadrature, with respect to the standard weight function \(w=\) 1, is of best possible order \(O(n^{-1})\) for every bounded convex function. This result solves an open problem proposed by H. Brass and published in the problem section of the proceedings of the Second Conference on Numerical Integration held in 1981 at the Mathematisches Forschungsinstitut Oberwolfach (Hämmerlin 1982, Problem 2). Furthermore it is investigated this problem for positive quadrature rules and for general product quadrature. In particular, for the special class of Jacobian weight functions \(W_{\alpha,\beta}= (1-x)^{\alpha}(1+x)^{\beta}\) it is shown that the above result for Gaussian quadrature is not valid precisely if \(W_{\alpha,\beta}\) is unbounded.