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Results tagged with numerical-integration
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user 171738
1
vote
0
answers
90
views
Explicit growth rate estimation of Gauss-Laguerre quadrature
The $n$-th Gauss-Laguerre quadrature scheme aims to approximate integral of exponentially decreassing function over $[0;+ \infty[$ by a finite sum, according to:
$ \displaystyle { \int _0 ^{+ \infty} …
- 97
2
votes
1
answer
868
views
Error in Gauss-Laguerre numerical quadrature scheme
The $n$-th Gauss-Laguerre quadrature scheme aims to approximate integral of exponentially decreassing function over $[0 ; \infty[$ by a finite sum, according to:
$$ \int _0
^{+ \infty}
…
- 97
1
vote
Gaussian quadrature, with no exact result over polynomial, but on inverse functions
The book
Stroud A. H., Secrest D., "Gaussian Quadrature Formulas". Prentice-Hall, Englewood Cliffs, N.J., 1966
gives some answer to my question.
See Section 3.2.2 "Finite to semi-infinite segment", …
- 97
0
votes
1
answer
391
views
Gaussian quadrature, with no exact result over polynomial, but on inverse functions
Generally, a Gaussian quadrature of degree $n$ over an interval $I$ is defined so that it integrates exactly polynomials up to degree $2n - 1$. The main tool are the orthogonal polynomials.
When $I$ i …
- 97