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Gaussian rational quadrature formulas for ill-scaled integrands

Published: 01 December 2009 Publication History

Abstract

A flexible treatment of Gaussian quadrature formulas based on rational functions is given to evaluate the integral @!"If(x)W(x)dx, when f is meromorphic in a neighborhood V of the interval I and W(x) is an ill-scaled weight function. Some numerical tests illustrate the power of this approach in comparison with Gautschi's method.

References

[1]
Gautschi, W., Algorithm 793: GQRAT-Gauss quadrature for rational functions. ACM Trans. Math. Software. v25. 213-239.
[2]
Gautschi, W., Orthogonal polynomials. Computation and approximation. In: Numerical Mathematics and Scientific Computation, Oxford University Press, New York.
[3]
Fidalgo Prieto, U., Illán González, J.R. and López Lagomasino, G., Convergence and computation of simultaneous rational quadrature formulas. Numer. Math. v106. 99-128.
[4]
Illán González, J.R. and López-Lagomasino, G., A numerical approach for Gaussian rational formulas to handle difficult poles. In: Topping, Montero, (Eds.), Proceedings of the Fifth Internat. Conf. on Engineering Computational Technology, Civil-Comp Press, Stirlingshire, UK.

Cited By

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  • (2017)Evaluation of finite part integrals using a regularization technique that decreases instabilityJournal of Computational and Applied Mathematics10.1016/j.cam.2017.01.009319:C(210-219)Online publication date: 1-Aug-2017
  • (2015)Gauss rules associated with nearly singular weightsApplied Numerical Mathematics10.1016/j.apnum.2014.07.00691:C(1-10)Online publication date: 1-May-2015

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Published In

cover image Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics  Volume 233, Issue 3
December, 2009
268 pages

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Elsevier Science Publishers B. V.

Netherlands

Publication History

Published: 01 December 2009

Author Tags

  1. Difficult poles
  2. Gauss rational quadrature formula
  3. Meromorphic integrand
  4. Smoothing transformation
  5. Substitution mapping
  6. primary
  7. secondary

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Cited By

View all
  • (2017)Evaluation of finite part integrals using a regularization technique that decreases instabilityJournal of Computational and Applied Mathematics10.1016/j.cam.2017.01.009319:C(210-219)Online publication date: 1-Aug-2017
  • (2015)Gauss rules associated with nearly singular weightsApplied Numerical Mathematics10.1016/j.apnum.2014.07.00691:C(1-10)Online publication date: 1-May-2015

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