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A recursive algorithm by the moments method to evaluate a class of numerical integrals over an infinite interval

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Abstract

A special recursive algorithm is built by a three-term recursive formula with coefficients evaluated by the moments method.

A new functionalc(·) is studied over any function space that contains the polynomial space and it is shown that such a functional is positive definite, enabling us to use the advantages of such a property on the zeros of orthogonal polynomials for such a functional. A comparison is presented of the numerical advantages of such a method with respect to the Laguerre polynomials.

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Authors and Affiliations

  1. Dipartimento di Matematica Pura ed Applicata, Università di Padova, Via Belzoni 7, I-35131, Padova, Italy

    M. Morandi Cecchi

  2. Dipartimento di Matematica ed Applicazioni, Università di Napoli “Federico II”, Via Cinthia, Monte S. Angelo, I-80126, Napoli, Italy

    E. Pirozzi

Authors
  1. M. Morandi Cecchi
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  2. E. Pirozzi
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Cecchi, M.M., Pirozzi, E. A recursive algorithm by the moments method to evaluate a class of numerical integrals over an infinite interval. Numer Algor 10, 155–165 (1995). https://doi.org/10.1007/BF02198301

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  • DOI: https://doi.org/10.1007/BF02198301

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