In this note, we give some estimate of the generalized quadrature formula of Gauss-Jacobi$$underset{a}{overset{a+eta left( b,aright) }{int }}left( x-aright)^{p}left( a+eta left( b,aright) -xright) ^{q}fleft( xright) dx$$in the cases where $f$ and $left| fright| ^{lambda }$ for $lambda >1$, are $s$-preinvex functions in the second sense.

Gauss and Clenshaw–Curtis quadrature, like Legendre and Chebyshev spectral methods, make use of grids strongly clustered at boundaries. From the viewpoint of polynomial approximation this seems necessary and indeed in certain respects optimal. Nevertheless such methods may “waste” a factor of π/2 with respect to each space dimension. We propose new nonpolynomial quadrature methods that avoid th...

A hypersingular integral can be regularized by replacing the whole integrand by a forward difference quotient of 2nd order. If the density function is nearly singular, then Gauss quadrature formulas associated with a suitable modification of the Chebyshev weight function allow to obtain great precision with few nodes. However, in most cases, the own nature of this procedure makes unpredictable ...

A new class of quadrature rules for the integration of both regular and singular functions is constructed and analyzed. For each rule the quadrature weights are positive and the class includes rules of arbitrarily high-order convergence. The quadratures result from alterations to the trapezoidal rule, in which a small number of nodes and weights at the ends of the integration interval are repla...

A now common goal in medical research is to investigate the inter-relationships between a repeatedly measured biomarker, measured with error, and the time to an event of interest. This form of question can be tackled with a joint longitudinal-survival model, with the most common approach combining a longitudinal mixed effects model with a proportional hazards survival model, where the models ar...

We provide an algorithm to compute the nodes and weights for Gauss-Chebyshev quadrature formulas integrating exactly in spaces of rational functions with arbitrary real poles outside [−1, 1]. Contrary to existing rational quadrature formulas, the computational effort is very low, even for extremely high degrees, and under certain conditions on the poles it can be shown that the complexity is of...

Stochastic spectral methods are numerical techniques for approximating solutions to partial differential equations with random parameters. In this work, we present and examine the multi-element probabilistic collocation method (ME-PCM), which is a generalized form of the probabilistic collocation method. In the ME-PCM, the parametric space is discretized and a collocation/cubature grid is presc...

Smolyak’s sparse grid construction is commonly used in a setting involving quadrature of a function of a multidimensional argument over a product region. However, the method can be applied in a straightforward way to the interpolation problem as well. In this discussion, we outline a procedure that begins with a family of interpolants defined on a family of nested tensor product grids, and demo...

We observe that the exact connection coefficient relations transforming modal coefficients of one Jacobi Polynomial class to the modal coefficients of certain other classes are sparse. Because of this, when one of the classes corresponds to the Chebyshev case, the Fast Fourier Transform can be used to quickly compute modal coefficients for Jacobi Polynomial expansions of class (α, β) when 2α an...

Abstract—This paper deals with efficient quadrature formulas involving functions that are observed only at fixed sampling points. The approach that we develop is derived from efficient continuous quadrature formulas, such as Gauss-Legendre or Clenshaw-Curtis quadrature. We select nodes at sampling positions that are as close as possible to those of the associated classical quadrature and we upd...