A new numerical quadrature formula on the unit circle

DOI10.1007/S11075-007-9121-3MaRDI QIDQ2454750zbMATH OpenOpenAlexFDO

Authors E. Berriochoa, A. Cachafeiro, Francisco Marcellán

Publication date 16 October 2007

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/5919

zbMATH Keywords

Bernstein-Szegö measurenumerical examplesnumerical integrationorthogonal polynomialquadrature formulaunit circlezeros of orthogonal polynomial

Mathematics Subject Classification ID

Other special orthogonal polynomials and functions (33C47) Approximate quadratures (41A55) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical quadrature and cubature formulas (65D32)

Review text

Bernstein-Szegö measures are important measures on the unit circle \({\mathbb T}\) such that the corresponding monic orthogonal polynomials follow in a simple way. In this paper, the authors construct a new quadrature formula for a Bernstein-Szegö measure which uses as nodes the zeros of an orthogonal polynomial of fixed degree and which is exact for all polynomials. Since a measure supported on \({\mathbb T}\) can be approximated by Bernstein-Szegö measures, this method is a useful tool for computing integrals for general measures on \({\mathbb T}\). Some numerical examples are given.

Recommendations

• Characterizing the measures on the unit circle with exact quadrature formulas in the space of polynomials
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• scientific article; zbMATH DE number 5778555

Cites work

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• scientific article; zbMATH DE number 2134205 (Why is no real title available?)
• scientific article; zbMATH DE number 3988038 (Why is no real title available?)
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Cited in

(8)

• Quadrature rules from a \(R_{II}\) type recurrence relation and associated quadrature rules on the unit circle
• scientific article; zbMATH DE number 6700247 (Why is no real title available?)
• Quadrature rules for polynomial modifications of Bernstein measures exact for analytic functions
• scientific article; zbMATH DE number 5778555 (Why is no real title available?)
• Exact cubature rules for symmetric functions
• Quadrature rules from finite orthogonality relations for Bernstein-Szegö polynomials
• New quadrature rules for Bernstein measures on the interval \([-1,1]\)
• Characterizing the measures on the unit circle with exact quadrature formulas in the space of polynomials

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