Remarks on convergence of Gaussian quadrature for singular integrals (Q909174)

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Remarks on convergence of Gaussian quadrature for singular integrals
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    Remarks on convergence of Gaussian quadrature for singular integrals (English)
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    1989
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    Let \(\gamma\) :(-1,1)\(\to {\mathbb{R}}\) be a distribution function, \(p_ n(x)\) \((n=0,1,...)\) the corresponding orthogonal polynomials of degree exactly n with the roots \(-1<x_{nn}<x_{n-1,n}<...<x_{1n}<1\) and \(\lambda_{kn}:=(\sum^{n-1}_{i=0}p^ 2_ i(x_{kn}))^{-1}\) the Christoffel numbers. Then the Gaussian quadrature of f: (-1,1)\(\to {\mathbb{R}}\) is given by \(Q_ n(f):=\sum^{n}_{k=1}\lambda_{kn}f(x_{kn})\) \((n=1,2,...)\) and let \(I(f)=\int^{1}_{-1}f(x)d\gamma (x)\). Whenever f is a polynomial of degree at most 2n-1 we have \(R_ n(f):=I(f)-Q_ n(f)=0\). If \(d\gamma\) (x) is a Jacobi distribution given by \(\gamma (x)=(1- x)^{\alpha}(1+x)^{\beta}\) with \(\alpha,\beta =\pm\) and \(a(x):=| x-y|^{-\delta}\), (x\(\neq y)\) 0, \(x=y\), \(0<\delta <1\) and \(\ell (x):=\log | x-y|\), \(x\neq y\), 0, \(x=y\) \textit{D. S. Lubinsky} and \textit{P. Rabinowitz} [Math. Comp. 43, 219-242 (1984; Zbl 0574.41028)], proved: (i) There exists a set \({\mathcal E}\subset (-1,1)\) with \(| {\mathcal E}| =0\) for which \(\overline{\lim}_{n\to \infty}n^{1- 2\delta}(\log n)^{-\delta}(\log \log)^{-\delta}| R_ n(a)| >0\), \(\overline{\lim}_{n\to \infty}n(\log n)^{-1}| R_ n(\ell)| >0\) if \(y\not\in {\mathcal E}\). (ii) On the other hand if \(y=\cos \frac{p}{q}\pi\), \(\frac{p}{q}\in (0,1)\) rational, then \[ R_ n(a)=O(n^{-1+\delta}),\quad R_ n(\ell)=O(n^{-1}\log n). \] In the present paper the author generalizes these results to any fixed \(\alpha,\beta >-1\).
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    Christoffel numbers
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    Gaussian quadrature
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