Two point Gauss-Legendre Quadrature Rule for Riemann-Stieltjes integrals
Classical Analysis and ODEs
2014-02-21 v1
Abstract
In order to approximate the Riemann--Stieltjes integral by --point Gaussian quadrature rule, we introduce the quadrature rule \begin{align*} \int_{ - 1}^1 {f\left( t \right)dg\left( t \right)} \approx A f\left( { - \frac{{\sqrt 3 }}{3}} \right) + B f\left( {\frac{{\sqrt 3 }}{3}} \right), \end{align*} for suitable choice of and . Error estimates for this approximation under various assumptions for the functions involved are provided as well.
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Cite
@article{arxiv.1402.4982,
title = {Two point Gauss-Legendre Quadrature Rule for Riemann-Stieltjes integrals},
author = {Mohammad W. Alomari},
journal= {arXiv preprint arXiv:1402.4982},
year = {2014}
}
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8 pages