Gaussian quadrature of integrands involving the error function

Gaussian rational quadrature formulas for ill-scaled integrands

A flexible treatment of Gaussian quadrature formulas based on rational functions is given to evaluate the integral ∫ I f(x)W (x)dx, when f is meromorphic in a neighborhood V of the interval I and W (x) is an ill-scaled weight function. Some numerical tests illustrate the power of this approach in comparison with Gautschi’s method.

Radial quadrature for multiexponential integrands

We introduce a Gaussian quadrature, based on the polynomials that are orthogonal with respect to the weight function ln(2)x on the interval [0, 1], which is suitable for the evaluation of radial integrals. The quadrature is exact if the non-Jacobian part of the integrand is a linear combination of a geometric sequence of exponential functions. We find that the new scheme is a useful alternative...

Adaptive Quadrature for Sharply Spiked Integrands

A new adaptive quadrature algorithm that places a greater emphasis on cost reduction while still maintaining an acceptable accuracy is demonstrated. The different needs of science and engineering applications are highlighted as the existing algorithms are shown to be inadequate. The performance of the new algorithm is compared with the well known adaptive Simpson, Gauss-Lobatto and GaussKronrod...

Quadrature Error Estimates Involving Moduli of Continuity of Derivatives

Gaussian quadrature rules using function derivatives

Abstract: For finite positive Borel measures supported on the real line we consider a new type of quadrature rule with maximal algebraic degree of exactness, which involves function derivatives. We prove the existence of such quadrature rules and describe their basic properties. Also, we give an application of these quadrature rules to the solution of a Cauchy problem without solving it directl...