Gauss quadrature formula: An extension via interpolating orthogonal polynomials

M. A. Bokhari*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

The n-point Gauss quadrature rule states that∫- 11 f (x) ω (x) d x = underover(∑, i = 1, n) wi f (zi) + Rn (f),where zi and wi, i = 1, ..., n, are called, respectively, the Gaussian nodes and weights. It is known that the formula is exact of degree 2 n - 1. We provide an extension of this rule by considering x = - 1 and 1 as the pre-assigned nodes of certain order n1 and n2, respectively. For this, we construct interpolating orthogonal polynomials that make the suggested rule capable of utilizing the maximum information related to the value and derivatives of the integrand f at these points. Our proposed rule is different from Gauss-Lobatto and Gauss-Radau quadrature formulae, which also take care of these points to a certain extent. The results related to the degree of exactness and convergence are also presented. Some questions related to our proposed rule which may require further investigation are narrated as well.

Original languageEnglish
Pages (from-to)637-645
Number of pages9
JournalJournal of the Franklin Institute
Volume344
Issue number5
DOIs
StatePublished - Aug 2007

Keywords

  • 3-Term recurrence relation
  • Convergence
  • Degree of exactness
  • Gauss quadrature rule
  • Hermite interpolation
  • Interpolating orthogonal polynomials

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Signal Processing
  • Computer Networks and Communications
  • Applied Mathematics

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