# Questions tagged [quadrature]

The quadrature tag has no usage guidance.

18
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### Estimation of a sum using Gaussian quadrature

My question bears upon a particular application of the Gaussian quadrature formula to Meixner-Sheffer polynomials $(G_n)_{n \geq 0}$. I define the latter as follows:
$$
G_0 \equiv 1\\
G_1 \...

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67 views

### For noisy or fine-structured data, are there better quadratures than the midpoint rule?

Only the first two sections of this long question are essential. The others are just for illustration.
Background
Advanced quadratures such as higher-degree composite Newton–Cotes, Gauß–Legendre, ...

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82 views

### Proof Reference - Polynomial interpolation at quadrature points

If $\left( p_n \right)_{n=0}^{\infty}$ is a family of orthogonal polynoamials with respect to a measure $\mu$ on $[-1,1]$, and $\left( x_j, w_j \right)$ are the quadrature points and weights for the ...

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96 views

### Clenshaw-Curtis integration without Fourier

The Clenshaw-Curtis quadrature rule approximates an integral $I=\int\limits_{-1}^{1} f(x) \, dx$ by $$I\approx I_n = \sum\limits_{j=1}^N f(x_j)w_j \, ,$$
where the $x_j$'s are the roots of the $N$-th ...

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109 views

### When (if ever) are the weights from Smolyak (sparse grid) cubature positive?

Are there any $1$-dimensional quadrature rules of arbitrary accuracy, on either $[0,1]$ or $\mathbb{R}$, with any non-trivial weight function, such that the associated $N$-dimensional cubature rule ...

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190 views

### Numerical Computation of Orthogonal Polynomials Recurrence Relations

Background and notations: Given an interval $I\subseteq \mathbb{R}$ and a continuous finite measure $d\mu = w(x)dx$, and denote $p_n(x)$ the orthogonal polynomials with respect to $d\mu$. We have the ...

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386 views

### Recurrence of Legendre polynomial roots/ quadrature points

Consider Legendre polynomials $p_n (x)$ on $[-1,1]$. For each $n \in \mathbb{N}$ we denote the zeros of $p_n (x)$ by $\left( x_j ^{(n)} \right) _{j=1} ^n$.
We know that these roots are distinct, and ...

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**1**answer

228 views

### PDF and CDF using Gauss-Legendre quadrature

Consider the unit interval $I$ with a continuous probability measure $\mu$, and consider a smooth random variable $f:I\to \mathbb{R}$. We can define its cumulative distribution function and ...

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307 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 ...

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442 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, ...

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129 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 ...

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726 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,...

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384 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 ...

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127 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 ...

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957 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 ...

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2k 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) ...

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534 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) =...

**1**

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**1**answer

356 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 ...