This paper deals with the construction of a coupled Gaussian rule for weight functionsinvolving powers, exponentials and trigonometric functions. Starting from a recursive rela-tion for the moments, nodes and weights are computed by using the Chebyshev algorithmtogether with the Golub and Welsch method. An a posteriori approximation of the quadra-ture error by means of the generalized averaged Gaussian rules is also considered. Severalnumerical examples are provided.
Numerical quadrature for integrals involving oscillating functions
Eleonora Denich
Primo
;Paolo NovatiUltimo
2024-01-01
Abstract
This paper deals with the construction of a coupled Gaussian rule for weight functionsinvolving powers, exponentials and trigonometric functions. Starting from a recursive rela-tion for the moments, nodes and weights are computed by using the Chebyshev algorithmtogether with the Golub and Welsch method. An a posteriori approximation of the quadra-ture error by means of the generalized averaged Gaussian rules is also considered. Severalnumerical examples are provided.File in questo prodotto:
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