5,405 research outputs found
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
Lyapunov exponent and natural invariant density determination of chaotic maps: An iterative maximum entropy ansatz
We apply the maximum entropy principle to construct the natural invariant
density and Lyapunov exponent of one-dimensional chaotic maps. Using a novel
function reconstruction technique that is based on the solution of Hausdorff
moment problem via maximizing Shannon entropy, we estimate the invariant
density and the Lyapunov exponent of nonlinear maps in one-dimension from a
knowledge of finite number of moments. The accuracy and the stability of the
algorithm are illustrated by comparing our results to a number of nonlinear
maps for which the exact analytical results are available. Furthermore, we also
consider a very complex example for which no exact analytical result for
invariant density is available. A comparison of our results to those available
in the literature is also discussed.Comment: 16 pages including 6 figure
The impact of Stieltjes' work on continued fractions and orthogonal polynomials
Stieltjes' work on continued fractions and the orthogonal polynomials related
to continued fraction expansions is summarized and an attempt is made to
describe the influence of Stieltjes' ideas and work in research done after his
death, with an emphasis on the theory of orthogonal polynomials
Two variable deformations of the Chebyshev measure
We construct one and two parameter deformations of the two dimensional
Chebyshev polynomials with simple recurrence coefficients, following the
algorithm in [3]. Using inverse scattering techniques, we compute the
corresponding orthogonality measures.Comment: 16 page
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