Weighted nonstandard quadrature formulas based on values of linear differential operators

DOI10.1016/J.CAM.2022.114162MaRDI QIDQ2114427zbMATH OpenOpenAlexWikidataFDO

Authors Mohammad Masjed-Jamei, Zahra Moalemi, Gradimir V. Milovanović

Publication date 15 March 2022

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2022.114162

Gaussian quadrature linear differential operator orthogonal polynomial weight function

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Approximate quadratures (41A55) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)

Review text

The paper starts with a literature survey of several extensions and variations of Gaussian quadrature formulas that make use of values for the integrand and its (higher order) derivatives in the free and/or prefixed quadrature nodes and still keep a maximal polynomial degree of exactness. The main contribution is the construction of a quadrature formula with real nodes of the form \(\int_a^b f(x)w(x)dx\approx\sum_{k=1}^n w_k \mathcal{L}[f](x_k)\) where \(\mathcal{L}[f](x)=A(x)f(x)+B(x)f'(x)\) is a differential operator where \(A\) and \(B\) are predefined continuous functions and \(B(x)>0\) in \([a,b]\). The integrand is continuously differentiable and vanishes at \(\lambda\in\mathbb{R}\). Note that \(\lambda\) need not be in \([a,b]\) but continuity conditions need to hold in the interval that contains both \([a,b]\) and \(\lambda\). It is proved how the nodes and the weights can be computed such that the quadrature has algebraic degree of exactness \(2n\). It boils down to finding nodes and weights for a Gaussian quadrature formula for an auxiliary weight. The latter is characterized by its moments. Several numerical examples based on Mathematica software illustrate the result.

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