Error estimates for Gaussian quadratures of analytic functions

[摘要] For analytic functions the remainder term of Gaussian quadrature formula and its Kronrod extension can be represented as a contour integral with a complex kernel. We study these kernels on elliptic contours with foci at the points +/-1 and the sum of semi-axes Q > 1 for the Chebyshev weight functions of the first, second and third kind, and derive representation of their difference. Using this representation and following Kronrod's method of obtaining a practical error estimate in numerical integration, we derive new error estimates for Gaussian quadratures. (C) 2009 Elsevier B.V. All rights reserved.

[发布日期] 2009-12-01

[效力级别]  Proceedings Paper

[关键词] Gaussian quadrature formula;Chebyshev weight function;Error bound;Remainder term for analytic functions;Contour integral representation