The use of Gaussian quadrature formulae is explored for the computation of the Macdonald function Kν(x) = ∫ ∞ 0 e cosh t cosh νt dt when x > 0 and ν is complex, ν = α+ iβ. It is shown that Gaussian quadrature with weight function w(t) = exp(−et) on [0,∞] is a viable approach, unless x is small and/or β large, but in combination with Gauss–Legendre quadrature, even in these latter cases.

Legendre-Gauss-Lobatto (LGL) grids play a pivotal role in nodal spectral methods for the numerical solution of partial differential equations. They not only provide efficient high-order quadrature rules, but give also rise to norm equivalences that could eventually lead to efficient preconditioning techniques in high-order methods. Unfortunately, a serious obstruction to fully exploiting the po...

Abstract We prove that the most common filtering procedure for nodal discontinuous Galerkin (DG) methods is stable. The proof exploits DG approximation constructed from polynomial basis functions and integrals are approximated with high-order accurate Legendre–Gauss–Lobatto quadrature. theoretical discussion re-contextualizes stable results finite difference into setting. Numerical tests verify...

This paper presents a Gauss Legendre quadrature method for numerical integration over the standard triangular surface: {(x, y) | 0 , 1, 1} x y x y ≤ ≤ + ≤ in the Cartesian two-dimensional (x, y) space. Mathematical transformation from (x, y) space to (ξ, η) space map the standard triangle in (x, y) space to a standard 2-square in (ξ, η) space: {(ξ, η)|–1 ≤ ξ, η ≤ 1}. This overcomes the difficul...