Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness

DOI10.1137/22m1480276zbMath1516.65018arXiv2202.11420OpenAlexW4380084005MaRDI QIDQ6156607

Takashi Goda, Yuya Suzuki, Yoshihito Kazashi

Publication date: 14 June 2023

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

Full work available at URL: https://arxiv.org/abs/2202.11420

zbMATH Keywords

weighted Sobolev spaceGauss-Hermite quadratureworst-case errortrapezoidal rule

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)

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