Truncated generalized averaged Gauss quadrature rules

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چکیده

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Truncated generalized averaged Gauss quadrature rules

Generalized averaged Gaussian quadrature formulas may yield higher accuracy than Gauss quadrature formulas that use the same moment information. This makes them attractive to use when moments or modified moments are cumbersome to evaluate. However, generalized averaged Gaussian quadrature formulas may have nodes outside the convex hull of the support of the measure defining the associated Gauss...

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Szegő quadrature rules are commonly applied to integrate periodic functions on the unit circle in the complex plane. However, often it is difficult to determine the quadrature error. Recently, Spalević introduced generalized averaged Gauss quadrature rules for estimating the quadrature error obtained when applying Gauss quadrature over an interval on the real axis. We describe analogous quadrat...

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ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 2016

ISSN: 0377-0427

DOI: 10.1016/j.cam.2016.06.016