Hermite-Pade' approximation and simultaneous quadrature formulas
نویسندگان
چکیده
We study the construction of a quadrature rule which allows the simultaneous integration of a given function with respect to different weights. This construction is built on the basis of simultaneous Padé approximation of a Nikishin system of functions. The properties of these approximants are used in the proof of convergence of the quadratures and positivity of the corresponding quadrature coefficients.
منابع مشابه
Convergence and computation of simultaneous rational quadrature formulas
We discuss the theoretical convergence and numerical evaluation of simultaneous interpolation quadrature formulas which are exact for rational functions. Basically, the problem consists in integrating a single function with respect to different measures by using a common set of quadrature nodes. Given a multi-index n, the nodes of the integration rule are the zeros of the multiorthogonal Hermit...
متن کاملQuadrature Formulas on the Unit Circle and Two-point Pade Approximation
In this paper our aim is to estimate integrals of the form [,"if} = J~... f(ei9)dl-£(8) where 1-£ is, in general a complex measure. We consider quadrature formulas like [n if} = L:7=1 Aj,nf(xj,n) with n distinct nodes Xj,n on the unit circle and so that [,"if} = [n{f} for any f E 'Rn (a certain subspace of Laurent polynomials with dimension n). Under appropriate assumptions on the function f we...
متن کاملProlongation-collocation Variational Integrators
We introduce a novel technique for constructing higher-order variational integrators for Hamiltonian systems of ODEs. In particular, we are concerned with generating globally smooth approximations to solutions of a Hamiltonian system. Our construction of the discrete Lagrangian adopts Hermite interpolation polynomials and the Euler–Maclaurin quadrature formula, and involves applying collocation...
متن کاملComposite Hermite - Birkhoff Quadrature Formulas of Gaussian Type
We show how to combine incidence matrices, which admit Hermite-Birkhoff quadrature formulas of Gaussian type for any positive measure, in such a way that the resulting matrix also admits Gaussian type quadratures for any positive measure. Moreover, the uniqueness property and the extremal property of the formulas corresponding to the submatrices are transferred to the formula admitted by the co...
متن کاملGauss-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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Journal of Approximation Theory
دوره 126 شماره
صفحات -
تاریخ انتشار 2004