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Chebyshev series method for computing weighted quadrature formulas

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Chebyshev series method for computing weighted quadrature formulas

Berriochoa Esnaola, Elias Manuel Maria; Cachafeiro López, María Alicia; Illán González, Jesús Ricardo; Martínez Brey, Eduardo
 
DATE : 2011-12
UNIVERSAL IDENTIFIER : http://hdl.handle.net/11093/466
UNESCO SUBJECT : 1202.02 Teoría de la Aproximación
DOCUMENT TYPE : article

ABSTRACT :

In this paper we study convergence and computation of interpolatory quadrature formulas with respect to a wide variety of weight functions. The main goal is to evaluate accurately a definite integral, whose mass is highly concentrated near some points. The numerical implementation of this approach is based on the calculation of Chebyshev series and some integration formulas which are exact for polynomials. In terms of accuracy, the proposed method can be compared with rational Gauss quadrature formula.

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