English

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 abf(t)dg(t)\int_a^b {f\left( t \right)dg\left( t \right)} by 22--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 AA and BB. Error estimates for this approximation under various assumptions for the functions involved are provided as well.

Keywords

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}
}

Comments

8 pages