Kronrod extensions with multiple nodes of quadrature formulas for Fourier coefficients

Milovanović, Gradimir; Spalević, Miodrag

doi:10.1090/S0025-5718-2013-02761-5

Kronrod extensions with multiple nodes of quadrature formulas for Fourier coefficients
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by Gradimir V. Milovanović and Miodrag M. Spalević PDF

Math. Comp. 83 (2014), 1207-1231 Request permission

Abstract:

We continue with analyzing quadrature formulas of high degree of precision for computing the Fourier coefficients in expansions of functions with respect to a system of orthogonal polynomials, started recently by Bojanov and Petrova [Quadrature formulae for Fourier coefficients, J. Comput. Appl. Math. 231 (2009), 378–391] and we extend their results. Construction of new Gaussian quadrature formulas for the Fourier coefficients of a function, based on the values of the function and its derivatives, is considered. We prove the existence and uniqueness of Kronrod extensions with multiple nodes of standard Gaussian quadrature formulas with multiple nodes for several weight functions, in order to construct some new generalizations of quadrature formulas for the Fourier coefficients. For the quadrature formulas for the Fourier coefficients based on the zeros of the corresponding orthogonal polynomials we construct Kronrod extensions with multiple nodes and highest algebraic degree of precision. For this very desirable kind of extension there do not exist any results in the theory of standard quadrature formulas.

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