Error bounds of certain Gaussian quadrature formulae (Q970393)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Error bounds of certain Gaussian quadrature formulae
scientific article

    Statements

    Error bounds of certain Gaussian quadrature formulae (English)
    0 references
    0 references
    0 references
    17 May 2010
    0 references
    Let \[ \int_{-1}^{1} f(t)w(t)\,dt=\sum_{\nu=1}^{n}\lambda_{\nu}f(\tau_{\nu})+R_{n}(f) \tag{1} \] the Gaussian quadrature formula for analytic functions on elliptical contours with foci \(\mp 1\) and the sum of semi-axes \(\rho>1\), \[ \varepsilon_{\rho}=\left\{ z\in {\mathbb C}\mid z=\tfrac{1}{2}(\xi+\xi^{-1}),\;0\leq \theta\leq 2\pi\right\}, \quad \xi=\rho e^{i\theta}, \tag{2} \] where \(w\) is a nonnegative and integrable function on the interval \((-1,1)\), which is exact for all algebraic polynomials of degree at most \(2n-1\). The nodes \(\tau_{\nu}\) in (1) are zeros of the orthogonal polynomials \(\pi_{n}\) with respect to the weight function \(w\). Here, \(w\) represents the class of symmetric weight functions of Bernstein-Szegő type \[ w(t)\equiv w_{\gamma}(t)=\frac{\sqrt{1-t^2}}{1-\frac{4\gamma}{(1+\gamma)^2}t^2},\quad t\in(-1,1),\;\gamma\in(-1,0). \] Let \(\Gamma\) be a simple closed curve in the complex plane surrounding the interval \([-1,1]\) and \({\mathcal D}= \operatorname{int}\Gamma\) its interior. If the integrand \(f\) is analytic in \({\mathcal D}\) and continuous on \(\overline{\mathcal D}\), then the remainder term \( R_{n}(f)\) in (1) admits the contour integral representation \[ R_{n}(f)=\frac{1}{2\pi i}\oint_{\Gamma} K_{n}(z)f(z)\,dz. \] The kernel is given by \[ K_{n}(z)\equiv K_{n}(z,w)=\frac{\rho(z)}{\pi_{n}(z)},\quad z \in[-1,1], \] where \[ \rho_{n}(z)\equiv\rho_{n,w}(z)=\int_{-1}^{1}\frac{\pi_{n}(t)}{z-t}w(t)\,dt. \] The authors study the kernel \(K_{n}(z)\) in the remainder terms \(R_{n}(f)\) of the Gaussian quadrature formula. The location on the elliptic contour, where the modulus of the kernel attains its maximum value, is investigated.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    kernel
    0 references
    remainder term
    0 references
    Gauss quadrature
    0 references
    analytic function
    0 references
    elliptic contour
    0 references
    error bound
    0 references
    0 references