Gauss-Hermite interval quadrature rule

نویسندگان

  • Gradimir V. Milovanovic
  • Aleksandar S. Cvetkovic
چکیده

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 numerical examples are included. c © 2007 Elsevier Ltd. All rights reserved.

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عنوان ژورنال:
  • Computers & Mathematics with Applications

دوره 54  شماره 

صفحات  -

تاریخ انتشار 2007