It is shown how recent ideas on rational Gauss-type quadrature rules can be extended to Gauss-Kronrod, Gauss-Turán, and Cauchy principal value quadrature rules. Numerical examples illustrate the advantages in accuracy thus achievable.
Mathematics Subject Classification (1991): 65D32
IntroductionThe idea of constructing quadrature rules that are exact for rational functions with prescribed poles, rather than for polynomials, has received some attention in recent years; see, e.g., [9], [10], [11], [2], [4]. These "rational" quadrature rules have proven to be quite effective if the poles are chosen so as to simulate the poles present in the integrand; see [3] for an application to integrals occurring in solid state physics. The work so far has been exclusively centered around quadrature rules of Gaussian or Newton-Cotes type. Here we construct rational versions of other important quadrature rules, specifically the Gauss-Kronrod and the Gauss-Turán rule, and Cauchy principal value quadrature rules. It is found that the accuracy is enhanced similarly as has been observed for Gauss-type quadrature rules.
Abstract. The main purpose of this paper is the construction of explicit Gauss-Turán quadrature formulas: they are relative to some classes of weight functions, which have the peculiarity that the corresponding s-orthogonal polynomials, of the same degree, are independent of s. These weights too are introduced and discussed here. Moreover, highest-precision quadratures for evaluating Fourier-Chebyshev coefficients are given.
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