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Quadrature formulae on half-infinite intervals

  • Part II Numerical Mathematics
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Abstract

We develop two classes of quadrature rules for integrals extended over the positive real axis, assuming given algebraic behavior of the integrand at the origin and at infinity. Both rules are expressible in terms of Gauss-Jacobi quadratures. Numerical examples are given comparing these rules among themselves and with recently developed quadrature formulae based on Bernstein-type operators.

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Work supported, in part, by the National Science Foundation under grant CCR-8704404.

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Gautschi, W. Quadrature formulae on half-infinite intervals. BIT 31, 437–446 (1991). https://doi.org/10.1007/BF01933261

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  • DOI: https://doi.org/10.1007/BF01933261

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