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Asymptotic estimation of Gaussian quadrature error for a nonsingular integral in potential theory
Author(s):
David
M.
Hough.
Journal:
Math. Comp.
71
(2002),
717-727.
MSC (2000):
Primary 41A55;
Secondary 31C20
Posted:
November 21, 2001
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Abstract:
This paper considers the -point Gauss-Jacobi approximation of nonsingular integrals of the form , with Jacobi weight and polynomial , and derives an estimate for the quadrature error that is asymptotic as . The approach follows that previously described by Donaldson and Elliott. A numerical example illustrating the accuracy of the asymptotic estimate is presented. The extension of the theory to similar integrals defined on more general analytic arcs is outlined.
References:
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- J.D. Donaldson and D. Elliott, A unified approach to quadrature rules with asymptotic estimates of their remainders, SIAM J. Numer. Anal. 9 (1972), 573-602. MR 47:6069
- [Ell71]
- D. Elliott, Uniform asymptotic expansions of the Jacobi polynomials and an associated function, Math. Comp. 25 (1971), 309-315. MR 45:3805
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- G.H. Golub and J.H. Welsch, Calculation of Gauss quadrature rules, Math. Comp. 23 (1969), 221-230. MR 39:6513
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- P. Henrici, Applied and computational complex analysis, vol. 2, Wiley, New York, 1977. MR 56:12235
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- D.M. Hough, Conformal mapping and Fourier-Jacobi approximations, Computational methods and function theory (St. Ruscheweyh, E.B. Saff, L.C. Salinas, and R.S. Varga, eds.), Springer, Berlin, Heidelberg, 1990, Springer Lecture Notes in Math., 1435, pp. 57-70. MR 91j:30008
- [Lev91]
- J. Levesley, A study of Chebyshev weighted approximations to the solution of Symm's integral equation for numerical conformal mapping, Ph.D. thesis, Dept of Mathematics, Coventry Polytechnic, Coventry CV1 5FB, UK, 1991.
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- G. Szegö, Orthogonal polynomials, American Mathematical Society, New York, 1975. MR 51:8724
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Additional Information:
David
M.
Hough
Affiliation:
MIS-Maths, Coventry University, Coventry CV1 5FB, United Kingdom
Email:
d.hough@coventry.ac.uk
DOI:
10.1090/S0025-5718-01-01366-7
PII:
S 0025-5718(01)01366-7
Received by editor(s):
October 13, 1999
Received by editor(s) in revised form:
July 14, 2000
Posted:
November 21, 2001
Copyright of article:
Copyright
2001,
American Mathematical Society
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