Title
Gauss-Hermite interval quadrature rule
Abstract
The existence and uniqueness of the Gaussian interval quadrature formula with respect to the Hermite weight function on R is proved. Similar results have been recently obtained for the Jacobi weight on [-1,1] and for the generalized Laguerre weight on [0,+~). Numerical construction of the Gauss-Hermite interval quadrature rule is also investigated, and a suitable algorithm is proposed. A few numerical examples are included.
Year
DOI
Venue
2007
10.1016/j.camwa.2007.01.027
Computers & Mathematics with Applications
Keywords
Field
DocType
numerical construction,hermite weight function,similar result,interval gaussian quadrature rule,gaussian interval quadrature formula,gauss-hermite interval quadrature rule,weights,numerical example,generalized laguerre weight,nodes,suitable algorithm,jacobi weight,gaussian quadrature,weight function,quadrature rule
Gauss–Kronrod quadrature formula,Mathematical optimization,Mathematical analysis,Tanh-sinh quadrature,Numerical integration,Clenshaw–Curtis quadrature,Gauss–Hermite quadrature,Gauss–Jacobi quadrature,Gaussian quadrature,Mathematics,Gauss–Laguerre quadrature
Journal
Volume
Issue
ISSN
54
4
Computers and Mathematics with Applications
Citations 
PageRank 
References 
3
0.49
6
Authors
2
Name
Order
Citations
PageRank
Gradimir V. Milovanović14511.62
Aleksandar S. Cvetković2194.62