Quadrature formulae on half-infinite intervals (Q811079)

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Quadrature formulae on half-infinite intervals
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    Quadrature formulae on half-infinite intervals (English)
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    1991
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    The author deals with numerical quadrature of an integrand function f(x)w(x) the semi-infinite interval \([0,\infty)\) with weighting function \(w(x)=x^{\alpha}(1+x)^{-\beta}\) with, of course, \(\alpha >-1\) and \(\beta -\alpha >1\). He treats two types of rules: Those of algebraic degree 2n give exact results when f(x) is a polynomial in x of degree 2n or less, and those of rational degree 2n-1 are exact when f(x) is a polynomial in \((1+x)^{-1}\) of degree 2n-1 or less. He expresses the weights and abscissas required for maximal degree rules of these types in terms of those required for specified Gauss Jacobi quadrature rules. The paper is nicely rounded off with a short selection of annotated numerical examples.
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    numerical quadrature
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    semi-infinite interval
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    maximal degree rules
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    Gauss Jacobi quadrature rules
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    numerical examples
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