Simultaneous Gaussian quadrature for Angelesco systems

zbMATH Open1377.41017arXiv1603.06069MaRDI QIDQ4590726FDOQ4590726

Authors: Walter Van Assche, Doron S. Lubinsky 

Publication date: 20 November 2017

Abstract: We investigate simultaneous Gaussian quadrature for two integrals of the same function $f$ but on two disjoint intervals. The quadrature nodes are zeros of a type II multiple orthogonal polynomial for an Angelesco system. We recall some known results for the quadrature nodes and the quadrature weights and prove some new results about the convergence of the quadrature formulas. Furthermore we give some estimates of the quadrature weights. Our results are based on a vector equilibrium problem in potential theory and weighted polynomial approximation.

Full work available at URL: https://arxiv.org/abs/1603.06069

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zbMATH Keywords

weighted polynomial approximationAngelesco systemsHermite-Padé approximationsimultaneous quadraturevector potential equilibrium

Mathematics Subject Classification ID

Numerical integration (65D30) Approximate quadratures (41A55) Potentials and capacity, harmonic measure, extremal length and related notions in two dimensions (31A15) Simultaneous approximation (41A28)

Cited In (6)

• A Matlab package computing simultaneous Gaussian quadrature rules for multiple orthogonal polynomials
• Christoffel functions for multiple orthogonal polynomials
• Construction of the optimal set of two or three quadrature rules in the sense of Borges
• Self-adjoint Jacobi matrices on trees and multiple orthogonal polynomials
• Fourier-Padé approximants for Angelesco systems
• Multiple Hermite polynomials and simultaneous Gaussian quadrature

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