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Product-integration rules and their convergence

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Abstract

An algorithm, based on the use of orthogonal polynomials, for product-integration is outlined. A general discussion on the convergence of such quadrature rules for finite intervals is then given. The paper concludes with five examples for each of which sufficient conditions for convergence of the quadrature rule are given.

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Authors and Affiliations

  1. Department of Mathematics, University of Tasmania, 7001, Hobart, Tasmania, Australia

    David Elliott & D. F. Paget

Authors
  1. David Elliott
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  2. D. F. Paget
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Elliott, D., Paget, D.F. Product-integration rules and their convergence. BIT 16, 32–40 (1976). https://doi.org/10.1007/BF01940775

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  • DOI: https://doi.org/10.1007/BF01940775

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