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11
votes
2answers
408 views

Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscissas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it,...
10
votes
4answers
1k views

Integrating Powers without much Calculus

I'll jump into the question and then back off into qualifications and context Using the definition of a definite integral as the limit of Riemann sums, what is the best way (or the very good ways) ...
6
votes
2answers
124 views

Symmetric matrix formula for Gauss-Legendre quadrature

While searching the web, I came across the following algorithm for the Gauss-Legendre quadrature. I wasn't able to find a reference or a proof of my own as to why it works. I'll present it, and the ...
6
votes
1answer
413 views

Approximation of an integral of a concave function

I suspect this is a homework question somewhere, but I've not seen it elsewhere and it seems like it should be easy: let $f(x)$ be a concave function from $[0,1]$ to the reals such that $f(0) = f(1) =...
4
votes
3answers
237 views

Quadrature formula max accuracy

I'm looking for a maximum accuracy quadrature formula: $$ \int_{-1} ^{1} \sqrt{\frac {1-x}{1+x}} f(x)dx = A_1f(x_1)+A_2f(x_2)+R(f) $$ I don't know exactly if it's Trapezoidal rule which has the ...
2
votes
1answer
98 views

Reference for the exponential decay of Legendre coefficients

In Short: I look for a reference to the proof that the spectral coefficients in the Legendre (or Jacobi) expansion are of exponential decay rate. Longer: If $p_n$ is the $n$-th Legendre polynomial, ...
2
votes
1answer
109 views

Does Gaussian Quadrature actually refer to Gauss-Legendre Quadrature?

When the term Gaussian Quadrature appears in most Literatures, does it actually refer to Gauss-Legendre Quadrature. In other words, do they implicitly admit that they use the Legendre orthogonal ...
2
votes
0answers
49 views

2d quadrature weights for an arbitrary set of nodes

I need to estimate the value of a 2d integral $\int_{y_{min}}^{y_{max}}dy \int_{x_{min}}^{x_{max}} dx \, f(x,y) P(x,y)$ I have the an explicit analytical form for $P(x,y)$. I have samples of the ...
1
vote
1answer
315 views

gaussian quadrature

Gaussian quadrature allows us to integrate polynomials up to order $2 n-1$ using only $n$ function values. $\int_{x_0}^{x_1} ( \sum_{i=0}^{2 n-1} a_i x^i ) dx = f(a_0, \dots , a_{2 n-1}) $ thus, the ...
1
vote
0answers
827 views

Area Under Generalized Parabolas and Hyperbolas without Calculus

This is shorter and more specific version of certain questions about a rather simple quadrature method. The answers I got were great but not what I asked. The terms in the title for $y=x^p$ look ...