On the convergence rates of Gauss and Clenshaw-Curtis quadrature for functions of limited regularity

DOI10.1137/120869845zbMATH Open1259.65059arXiv1203.2445OpenAlexW2018586823MaRDI QIDQ4903771FDOQ4903771

Authors: Shuhuang Xiang, Folkmar Bornemann 

Publication date: 24 January 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: We study the optimal general rate of convergence of the n-point quadrature rules of Gauss and Clenshaw-Curtis when applied to functions of limited regularity: if the Chebyshev coefficients decay at a rate O(n^{-s-1}) for some s > 0, Clenshaw-Curtis and Gauss quadrature inherit exactly this rate. The proof (for Gauss, if 0 < s < 2, there is numerical evidence only) is based on work of Curtis, Johnson, Riess, and Rabinowitz from the early 1970s and on a refined estimate for Gauss quadrature applied to Chebyshev polynomials due to Petras (1995). The convergence rate of both quadrature rules is up to one power of n better than polynomial best approximation; hence, the classical proof strategy that bounds the error of a quadrature rule with positive weights by polynomial best approximation is doomed to fail in establishing the optimal rate.

Full work available at URL: https://arxiv.org/abs/1203.2445

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zbMATH Keywords

error boundsconvergence rateChebyshev expansionGauss and Clenshaw-Curtis quadrature

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55) Rate of convergence, degree of approximation (41A25)

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