A new type of Chebyshev quadrature

Author:

Barnhill R. E.,Dennis J. E.,Nielson G. M.

Abstract

A Chebyshev quadrature is of the form \[ 1 1 w ( x ) f ( x ) d x c k = 1 n f ( x k ) \int _{ - 1}^1 {w(x)f(x)dx \simeq } c\sum \limits _{k = 1}^n {f({x_k})} \] It is usually desirable that the nodes x k {x_k} be in the interval of integration and that the quadrature be exact for as many monomials as possible (i.e., the first n + 1 n + 1 monomials). For n = 1 , , 7 n = 1, \cdot \cdot \cdot ,7 and 9 9 , such a choice of nodes is possible, but for n = 8 n = 8 and n > 9 n > 9 , the nodes are complex. In this note, the idea used is that the l 2 {l^2} -norm of the deviations of the first n + 1 n + 1 monomials from their moments be a minimum. Numerical calculations are carried out for n = 8 , 10 n = 8,10 , and 11 11 and one interesting feature of the numerical results is that a “multiple” node at the origin is required. The above idea is then generalized to a minimization of the l 2 {l^2} -norm of the deviations of the first k k monomials, k n + 1 k \geqq n + 1 , including k = k = \infty , and corresponding numerical results are presented.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference8 articles.

1. A Newton-Raphson method for the solution of systems of equations;Ben-Israel, Adi;J. Math. Anal. Appl.,1966

2. A variation of the Tchebicheff quadrature problem;Meir, A.;Illinois J. Math.,1967

3. G. M. Nielson, Nonlinear Approximations in the 𝑙₂ Norm, M.S. Thesis, Department of Mathematics, University of Utah, Salt Lake City, Utah, 1968.

4. Asymptotic properties of minimum norm and optimal quadratures;Barnhill, Robert E.;Numer. Math.,1968

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