Generating nested quadrature formulas for general weight functions with known moments

نویسندگان

  • Sanjay Mehrotra
  • Dávid Papp
چکیده

We revisit the problem of extending quadrature formulas for general weight functions, and provide a generalization of Patterson’s method for the constant weight function. The method can be used to compute a nested sequence of quadrature formulas for integration with respect to any continuous probability measure on the real line with finite moments. The advantages of the method include that it works directly with the moments of the underlying distribution, and that for distributions with rational moments the existence of the formulas can be verified by exact rational arithmetic.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Pii: S0898-1221(96)00223-4

Abs t r ac t -An account is given of the role played by moments and modified moments in the construction of quadrature rules, specifically weighted Newton-Cotes and Gaussian rules. Fast and slow Lagrange interpolation algorithms, combined with Gaussian quadrature, as well as linear algebra methods based on moment equations, axe described for generating Newton-Cotes formulae. The weaknesses and ...

متن کامل

Construction of Gauss-Christ of fei Quadrature Formulas

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

متن کامل

Numerical solution of general nonlinear Fredholm-Volterra integral equations using Chebyshev ‎approximation

A numerical method for solving nonlinear Fredholm-Volterra integral equations of general type is presented. This method is based on replacement of unknown function by truncated series of well known Chebyshev expansion of functions. The quadrature formulas which we use to calculate integral terms have been imated by Fast Fourier Transform (FFT). This is a grate advantage of this method which has...

متن کامل

Calculation of Gauss Quadrature Rules

Several algorithms are given and compared for computing Gauss quadrature rules. It is shown that given the three term recurrence relation for the orthogonal polynomials generated by the weight function, the quadrature rule may be generated by computing the eigenvalues and first component of the orthornormalized eigenvectors of a symmetric tridiagonal matrix. An algorithm is also presented for c...

متن کامل

On the Remainder of Gaussian Quadrature Formulas for Bernstein-szegö Weight Functions

We give an explicit expression for the kernel of the error functional for Gaussian quadrature formulas with respect to weight functions of BernsteinSzegö type, i.e., weight functions of the form (1 x)"(l + x)ß /p(x), x e (-1, 1), where a, ß £ {-\,\} and p is a polynomial of arbitrary degree which is positive on [-1, 1]. With the help of this result the norm of the error functional can easily be...

متن کامل

ذخیره 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 نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • CoRR

دوره abs/1203.1554  شماره 

صفحات  -

تاریخ انتشار 2012