Uniqueness of the Gaussian interval quadrature formula (Q1402181)

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Uniqueness of the Gaussian interval quadrature formula
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    Uniqueness of the Gaussian interval quadrature formula (English)
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    19 August 2003
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    For a given finite interval \([a,b]\) and given non-negative numbers \(h_1,\dots,h_n\) such that \(h_1+\cdots+h_n <b-a\), an interval quadrature formula approximates the integral \(\int_a^bf(t)dt\) by a linear combination of the averages \((1/h_k)\int_{x_k}^{x_k+h_k} f(t)dt\) of \(f\) over the non-overlapping subintervals \([x_k,x_k+h_k]\) (or \(f(x_k)\) in case \(h_k=0\)). The formula is called Gaussian when it is exact for all polynomials of degree at most \(2n-1\). The authors prove that for each choice of the lengths \(h_1,\dots,h_n\) there exists a unique system of nodes \(x_1<\cdots<x_n\) in \((a,b)\) such that there is a Gaussian interval quadrature based on the intervals \([x_k,x_k+h_k]\). The uniqueness result completes the authors' earlier work [Numer. Math 87, 625-643 (2001; Zbl 0969.41018)].
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    Gaussian quadrature
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    interval quadrature
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