Error estimates for Gaussian quadratures of analytic functions

For analytic functions the remainder term of Gaussian quadrature formula and its Kronrod extension can be represented as a contour integral with a complex kernel. We study these kernels on elliptic contours with foci at the points +/-1 and the sum of semi-axes Q > 1 for the Chebyshev weight functions of the first, second and third kind, and derive representation of their difference. Using this representation and following Kronrod's method of obtaining a practical error estimate in numerical integration, we derive new error estimates for Gaussian quadratures

A Gauss-Jacobi Kernel Compression Scheme for Fractional Differential Equations

A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral representation of $w$. This results in an approximation of $w$ in an interval $[\delta,T]$, with $0<\delta$, which converges rapidly in the number $J$ of quadrature nodes associated with each interval of the composite rule. Using error analysis for Gauss-Jacobi quadratures for analytic functions, an estimate of the relative pointwise error is obtained. The estimate shows that the number of terms required for the approximation to satisfy a prescribed error tolerance is bounded for all $\alpha\in(0,1)$, and that $J$ is bounded for $\alpha\in(0,1)$, $T>0$, and $\delta\in(0,T)$

Design of quadrature rules for Müntz and Müntz-logarithmic polynomials using monomial transformation

A method for constructing the exact quadratures for Müntz and Müntz-logarithmic polynomials is presented. The algorithm does permit to anticipate the precision (machine precision) of the numerical integration of Müntz-logarithmic polynomials in terms of the number of Gauss-Legendre (GL) quadrature samples and monomial transformation order. To investigate in depth the properties of classical GL quadrature, we present new optimal asymptotic estimates for the remainder. In boundary element integrals this quadrature rule can be applied to evaluate singular functions with end-point singularity, singular kernel as well as smooth functions. The method is numerically stable, efficient, easy to be implemented. The rule has been fully tested and several numerical examples are included. The proposed quadrature method is more efficient in run-time evaluation than the existing methods for Müntz polynomial

Error estimates of gaussian-type quadrature formulae for analytic functions on ellipses-a survey of recent results

This paper presents a survey of recent results on error estimates of Gaussian-type quadrature formulas for analytic functions on confocal ellipses

Error estimates of gaussian-type quadrature formulae for analytic functions on ellipses-a survey of recent results

This paper presents a survey of recent results on error estimates of Gaussian-type quadrature formulas for analytic functions on confocal ellipses

Adaptive phase estimation is more accurate than non-adaptive phase estimation for continuous beams of light

We consider the task of estimating the randomly fluctuating phase of a continuous-wave beam of light. Using the theory of quantum parameter estimation, we show that this can be done more accurately when feedback is used (adaptive phase estimation) than by any scheme not involving feedback (non-adaptive phase estimation) in which the beam is measured as it arrives at the detector. Such schemes not involving feedback include all those based on heterodyne detection or instantaneous canonical phase measurements. We also demonstrate that the superior accuracy adaptive phase estimation is present in a regime conducive to observing it experimentally.Comment: 15 pages, 9 figures, submitted to PR