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On the computation of Gaussian quadrature rules for Chebyshev sets of linearly independent functions
We consider the computation of quadrature rules that are exact for a
Chebyshev set of linearly independent functions on an interval . A
general theory of Chebyshev sets guarantees the existence of rules with a
Gaussian property, in the sense that basis functions can be integrated
exactly with just points and weights. Moreover, all weights are positive
and the points lie inside the interval . However, the points are not the
roots of an orthogonal polynomial or any other known special function as in the
case of regular Gaussian quadrature. The rules are characterized by a nonlinear
system of equations, and earlier numerical methods have mostly focused on
finding suitable starting values for a Newton iteration to solve this system.
In this paper we describe an alternative scheme that is robust and generally
applicable for so-called complete Chebyshev sets. These are ordered Chebyshev
sets where the first elements also form a Chebyshev set for each . The
points of the quadrature rule are computed one by one, increasing exactness of
the rule in each step. Each step reduces to finding the unique root of a
univariate and monotonic function. As such, the scheme of this paper is
guaranteed to succeed. The quadrature rules are of interest for integrals with
non-smooth integrands that are not well approximated by polynomials
Design of quadrature rules for MĆ¼ntz and MĆ¼ntz-logarithmic polynomials using monomial transformation
A method for constructing the exact quadratures for MĆ¼ntz and MĆ¼ntz-logarithmic polynomials is presented. The algorithm does permit to anticipate the precision (machine precision) of the numerical integration of MĆ¼ntz-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 MĆ¼ntz polynomial
Quadrature formulas based on rational interpolation
We consider quadrature formulas based on interpolation using the basis
functions on , where are
parameters on the interval . We investigate two types of quadratures:
quadrature formulas of maximum accuracy which correctly integrate as many basis
functions as possible (Gaussian quadrature), and quadrature formulas whose
nodes are the zeros of the orthogonal functions obtained by orthogonalizing the
system of basis functions (orthogonal quadrature). We show that both approaches
involve orthogonal polynomials with modified (or varying) weights which depend
on the number of quadrature nodes. The asymptotic distribution of the nodes is
obtained as well as various interlacing properties and monotonicity results for
the nodes
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