THE MEAN-SQUARE ERROR BOUNDS FOR THE GAUSSIAN QUADRATURE OF ANALYTIC FUNCTIONS

  • Ko, Kwan-Pyo (Department of Computer Engineering Dongseo University ) ;
  • Park, U-Jin (Department of Mathematics Korea Advanced Institute of Science and Technology )
  • Published : 1997.05.01

Abstract

In this paper we present the $L^2$-estimation for the kernel $K_n$ of the remaider term for the Gaussian quadrature with respect to one of four Chebyshev weight functions and the error bound of the type on the contour $$ $\mid$R_n(f)$\mid$ \leq \frac{2\pi}{\sqrt{l(\Gamma)}} max_{z\in\Gamma}$\mid$f(z)$\mid$ (\smallint_\Gamma $\mid$K_n(z)$\mid$^2$\mid$dz$\mid$)^\frac{2}{1}, $$ where $l(\Gamma)$ denotes the length of the contour $\Gamma$.

Keywords

References

  1. Interpolation and Approximation P. J. Davis
  2. Methods of numerical integration P. J. Davis;P. Rabinowitz
  3. The Influence of his Work on Mathematics and Physical Sciences A survey of GaussChristoffel W. Gautschi;E. B. Christoffel(ed.);P. L., Butzer(ed.);F. Feher(ed.)
  4. SIAM. J. Numer. Anal. v.27 A note on the contour integral representation of the remainder term for a GaussChebyshev W. Gautschi;E. Tychopoulos
  5. SIAM. J. Numer. Anal. v.20 Error bounds for Gaussian quadrature of analytic functions W. Gautschi;R. S. Varga
  6. Journal of Computation and Applied Mathematics v.33 The remainder term for analytic functions of GaussRadau and Gauss-Lobatto quadrature rules with multiple end points W. Gautschi;Shikang Li
  7. Journal of Computation and Applied Mathematics v.34 Gauss-Radau and Gauss-Lobatto quadratures with double end points W. Gautschi
  8. AppliedMathematics And Computation v.42 A Note on the Error in Gaussian Quardature C.Martin;M. Stamp
  9. Amer. Math. Soc. Colloq. Publ. Orthogonal Polynomials G. Szego