Let D be a real function such that D(z) is analytic and D(z) ± 0 for \z\ < 1. Furthermore, put W(x) = \J\ x2\D(e'v)\2 , x = costp , tp e [0, 71 ], and denote by pn(', rV) the polynomial which is orthogonal on [-1, +1] to Pn_[ (P„_! denotes the set of polynomials of degree at most n 1 ) with respect to W . In this paper it is shown that for each sufficiently large n the polynomial En+X(-, W) (ca...

This thesis discusses strategies for numerically solving a two dimensional integral. The difficulties here are due to numerous integrands and regions in R2. The transformation to units as the 2-simplex and the cube can simplify many integrands. An approach to arbitrary regions is to decompose them into easy ones as triangles and rectangles. For these regions formulas that approximate the two di...

The ordinary type of information data for approximation of functions f or functionals of them in the univariate case consists of function values {f(x1), . . . , f(xm)}. The classical Lagrange interpolation formula and the Gauss quadrature formula are famous examples. The simplicity of the approximation rules, their universality, the elegancy of the proofs and the beauty of these classical resul...

We study the kernels of the remainder term Rn,s(f) of GaussTurán quadrature formulas ∫ 1 −1 f(t)w(t) dt = n ∑

We show that, for a finite set A of real numbers, the size of the set A + A A + A = { a + b c + d : a, b, c, d ∈ A, c + d 6= 0 } is bounded from below by ∣∣∣∣A + A A + A ∣∣∣∣ |A|2+1/4 |A/A|1/8 log |A| . This improves a result of Roche-Newton (2016).

In this paper, using a new identity, we study one of the famous Newton-Cotes three-point quadraturerules. More precisely Maclaurin’s quadrature rule, for which establish error estimate methodunder constraint that first derivatives belong to class preinvex functions. We also give someapplications special means as applications. believe studied inequality and resultsobtained in article will furthe...

We show how ideas originating in the theory of dynamical systems inspire a new approach to numerical integration of functions. Any Lebesgue integral can be approximated by a sequence of integrals with respect to equidistributions, i.e. evenly weighted discrete probability measures concentrated on an equidistributed set. We prove that, in the case where the integrand is real analytic, suitable l...