Exponentially-fitted Gauss–Laguerre quadrature rule for integrals over an unbounded interval

Quadrature rules on unbounded interval

After some remarks on the convergence order of the classical gaussian formula for the numerical evaluation of integrals on unbounded interval, the authors develop a new quadrature rule for the approximation of such integrals of interest in the practical applications. The convergence of the proposed algorithm is considered and some numerical examples are given.

Quadrature Rules for Fuzzy Integrals

Quadrature rules for singular integrals on unbounded intervals

The importance of singular and hypersingular integral transforms, coming from their many applications, justifies some interest in their numerical approximation. The literature about the numerical evaluation of such integrals on bounded intervals is wide and quite satisfactory; instead only few papers deal with the numerical evaluation of such integral transforms on half-infinite intervals or on...

Gauss-Hermite interval quadrature rule

The existence and uniqueness of the Gaussian interval quadrature formula with respect to the Hermite weight function on R is proved. Similar results have been recently obtained for the Jacobi weight on [−1, 1] and for the generalized Laguerre weight on [0,+∞). Numerical construction of the Gauss–Hermite interval quadrature rule is also investigated, and a suitable algorithm is proposed. A few n...

Gaussian interval quadrature rule for exponential weights

Interval quadrature formulae of Gaussian type on R and R+ for exponential weight functions of the form w(x) = exp(−Q(x)), where Q is a continuous function on its domain and such that all algebraic polynomials are integrable with respect to w, are considered. For a given set of nonoverlapping intervals and an arbitrary n, the uniqueness of the n-point interval Gaussian rule is proved. The result...