Orthogonal zero interpolants (OZI) are polynomials which interpolate the “zero-function” at a finite number of pre-assigned nodes and satisfy orthogonality condition. OZI’s can be constructed by the 3-term recurrence relation. These interpolants are found useful in the solution of constrained approximation problems and in the structure of Gauss-type quadrature rules. We present some theoretical...

This article focuses on the process of approximating a definite integral from values of the integrand when exact mathematical integration is not available. This problem arises in statistics when marginal density functions or expected values of random variables are required. The article describes classical univariate quadrature methods including the trapezoidal rule, Simpson’s rule, Newton-Cotes...

Nyström method is a standard numerical technique to solve Fredholm integral equations of the second kind where integration kernel approximated using quadrature formula. Traditionally, rule used classical polynomial Gauss quadrature. Motivated by observation that given function can be better spline lower degree than single piece higher degree, in this work, we investigate use Gaussian rules for ...

We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function ei!x on the interval [ 1, 1]. We show that such a rule attains high asymptotic order, in the sense that the quadrature error quickly decreases as a function of the frequency !. However, accuracy is maintained for all values of ! and in particular the rule elegantly reduces ...

To compute integrals on bounded or unbounded intervals we propose a new numerical approach by using weights and nodes of the classical Gauss quadrature rules. An account of the error and the convergence theory is given for the proposed quadrature formulas which have the advantage of reducing the condition number of the linear system arising when applying Nyström methods to solve integral equati...

Interpolatory quadrature rules whose abscissas are zeros of a biorthogonal polynomial have proved to be useful, especially in numerical integration of singular integrands. However, the positivity of their weights has remained an open question, in some cases, since 1980. We present a general criterion for this positivity. As a consequence, we establish positivity of the weights in a quadrature r...

We discuss a recursive family of iterative methods for the numerical approximation of roots of nonlinear functions in one variable. These methods are based on Newton-Cotes closed quadrature rules. We prove that when a quadrature rule with n+ 1 nodes is used the resulting iterative method has convergence order at least n+ 2, starting with the case n = 0 (which corresponds to the Newton’s method).

Each of these rules will be called a Gauss-Christoffel quadrature formula if it has maximum degree of exactness, i.e. if (1.1) is an exact equality whenever / is a polynomial of degree 2n — 1. It is a well-known fact, due to Christoffel [3], that such quadrature formulas exist uniquely, provided the weight function w(x) is nonnegative, integrable with /* w(x)dx > 0, and such that all its moments

Approximately calculating integrals over spherical surfaces in R3 can be done by simple extensions of one dimensional quadrature rules. This, however, does not make use of the symmetry or structure of the integration domain and potentially better schemes can be devised by directly using the integration surface in R3. We investigate several quadrature schemes for integration over a spherical sur...

Abstract. An optimal set of quadrature formulas with an odd number of nodes for trigonometric polynomials in Borges’ sense [Numer. Math. 67 (1994), 271–288], as well as trigonometric multiple orthogonal polynomials of semi-integer degree are defined and studied. The main properties of such a kind of orthogonality are proved. Also, an optimal set of quadrature rules is characterized by trigonome...