Construction of σ-orthogonal polynomials and gaussian quadrature formulas

Springer Science and Business Media LLC - Tập 27 Số 1 - Trang 79-94 - 2007
Shi, Ying Guang1,2, Xu, Guoliang3
1Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, Beijing, People’s Republic of China
2Department of Mathematics, Hunan Normal University, Changsha, Hunan, China
3LSEC, Institute of Computational Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing, China

Tóm tắt

Let dα be a measure on R and let σ = (m 1, m 2,...,m n ), where m k ≥ 1, k = 1,2,...,n, are arbitrary real numbers. A polynomial ω n (x) := (x − x 1)(x − x 2)...(x − x n ) with x 1 ≤ x 2 ≤ ... ≤ x n is said to be the nth σ-orthogonal polynomial with respect to dα if the vector of zeros (x 1, x 2, ..., x n)T is a solution of the extremal problem $${\int_R {{\prod\limits_{k = 1}^n {{\left| {x - x_{k} } \right|}^{{m_{k} }} d\alpha {\left( x \right)} = {\mathop {\min }\limits_{y_{1} \leqslant y_{2} \leqslant ... \leqslant y_{n} } }} }} }\;{\int_R {{\prod\limits_{k = 1}^n {{\left| {x - y_{k} } \right|}^{{m_{k} }} d\alpha {\left( x \right)}.} }} }$$ In this paper the existence, uniqueness, characterizations, and continuity with respect to σ of a σ-orthogonal polynomial under a more mild assumption are established. An efficient iterative method based on solving the system of normal equations for constructing a σ-orthogonal polynomial is presented when all the m k are arbitrary real numbers no less than 2. A simple method to calculate the Cotes numbers of the corresponding generalized Gaussian quadrature formula when all the m k are positive integers no less than 2 is provided. Finally, some numerical examples are also given.

Tài liệu tham khảo

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