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A fast and accurate algorithm for the computation of Gauss-Hermite and generalized Gauss-Hermite quadrature nodes and weights is presented. The algorithm is based on Newton's method with carefully selected initial guesses for the nodes and…

Numerical Analysis · Mathematics 2014-10-21 Alex Townsend , Thomas Trogdon , Sheehan Olver

A novel recurrence formula for moments with respect to M\"{u}ntz-Legendre polynomials is proposed and applied to construct a numerical method for solving generalized Gauss quadratures with power function weight for M\"{u}ntz systems. These…

Numerical Analysis · Mathematics 2023-10-23 Huaijin Wang , Chuanju Xu

We develop quadrature rules for the isogeometric analysis of wave propagation and structural vibrations that minimize the discrete dispersion error of the approximation. The rules are optimal in the sense that they only require two…

Numerical Analysis · Mathematics 2017-11-22 Quanling Deng , Michael Bartoň , Vladimir Puzyrev , Victor Calo

We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using {\epsilon}-quasiorthogonality, for the approximation of integrals of the form \int f(x)d \alpha(x). The measure {\alpha}(\cdot) can be…

Numerical Analysis · Mathematics 2018-11-13 Pierre-David Létourneau , Eric Darve

Node elimination is a numerical approach to obtain cubature rules for the approximation of multivariate integrals. Beginning with a known cubature rule, nodes are selected for elimination, and a new, more efficient rule is constructed by…

Numerical Analysis · Mathematics 2022-07-25 Arkadijs Slobodkins , Johannes Tausch

A recent result in [2] on the non-existence of Gauss-Lobatto cubature rules on the triangle is strengthened by establishing a lower bound for the number of nodes of such rules. A method of constructing Lobatto type cubature rules on the…

Numerical Analysis · Mathematics 2011-01-06 Yuan Xu

We describe a strategy for rigorous arbitrary-precision evaluation of Legendre polynomials on the unit interval and its application in the generation of Gauss-Legendre quadrature rules. Our focus is on making the evaluation practical for a…

Numerical Analysis · Computer Science 2018-10-18 Fredrik Johansson , Marc Mezzarobba

Methods for the computation of classical Gaussian quadrature rules are described which are effective both for small and large degree. These methods are reliable because the iterative computation of the nodes has guaranteed convergence, and…

Numerical Analysis · Mathematics 2019-06-14 A. Gil , J. Segura , N. M. Temme

Algorithms for computing the classical Gaussian quadrature rules (Gauss--Jacobi, Gauss--Laguerre, and Gauss--Hermite) are presented, based on globally convergent fourth-order iterative methods combined with asymptotic approximations, which…

Numerical Analysis · Mathematics 2025-12-15 A. Gil , J. Segura , N. M. Temme

The standard design principle for quadrature formulas is that they should be exact for integrands of a given class, such as polynomials of a fixed degree. We show how this principle fails to predict the actual behavior in four cases:…

Numerical Analysis · Mathematics 2021-01-26 Lloyd N. Trefethen

After introducing the definitions of positive, negative and companion rules, from a given pair of companion rules we construct a new rule with higher degree of precision The scheme is generalized giving rise to a transformation which we…

Numerical Analysis · Mathematics 2019-07-24 Mário M. Graça

A theory of spline quadrature rules for arbitrary continuity class in a closed interval $[a, b]$ with arbitrary nonuniform subintervals based on semi-classical orthogonal Jacobi polynomials is proposed. For continuity class $c \ge 2$ this…

Numerical Analysis · Mathematics 2022-10-24 Helmut Ruhland

For the class of polynomial quadrature rules we show that conveniently chosen bases allow to compute both the weights and the theoretical error expression of a $n$-point rule via the undetermined coefficients method. As an illustration, the…

Numerical Analysis · Mathematics 2012-04-02 Mário M. Graça , M. Esmeralda Sousa-Dias

We introduce simple quadrature rules for the family of nonparametric nonconforming quadrilateral element with four degrees of freedom. Our quadrature rules are motivated by the work of Meng {\it et al.} \cite{meng2018new}. First, we…

Numerical Analysis · Mathematics 2022-01-27 Kanghun Cho , Dongwoo Sheen

We suggest a method for simultaneously generating high order quadrature weights for integrals over Lipschitz domains and their boundaries that requires neither meshing nor moment computation. The weights are determined on pre-defined…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov , Bruno Degli Esposti

Let $\mu$ be a positive Borel measure on the real line and let $L$ be the linear functional on univariate polynomials of bounded degree, defined as integration with respect to $\mu$. In 2020, Blekherman et al., the characterization of all…

Functional Analysis · Mathematics 2024-12-31 Rajkamal Nailwal , Aljaž Zalar

It is shown that quadrature formulas in many different applications can be derived from rational approximation of the Cauchy transform of a weight function. Since rational approximation is now a routine technology, this provides an easy new…

Numerical Analysis · Mathematics 2025-07-22 Andrew Horning , Lloyd N. Trefethen

We consider quadrature formulas based on interpolation using the basis functions $1/(1+t_kx)$ $(k=1,2,3,\ldots)$ on $[-1,1]$, where $t_k$ are parameters on the interval $(-1,1)$. We investigate two types of quadratures: quadrature formulas…

Classical Analysis and ODEs · Mathematics 2025-10-20 Walter Van Assche , Ingrid Vanherwegen

In this work we develop the Gaussian quadrature rule for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. Besides the computation based on the use of the standard and the modified Chebyshev…

Numerical Analysis · Mathematics 2021-10-12 Eleonora Denich , Paolo Novati

A novel mathematical framework is derived for the addition of nodes to univariate and interpolatory quadrature rules. The framework is based on the geometrical interpretation of the Vandermonde matrix describing the relation between the…

Numerical Analysis · Mathematics 2021-02-17 L. M. M. van den Bos , B. Sanderse