Date
Tue, 11 Oct 2022
Time
14:30 - 15:00
Location
L3
Speaker
Nick Trefethen
Organisation
University of Oxford

An occupational hazard of mathematicians is the investigation of objects that are "optimal" in a mathematically precise sense, yet may be far from optimal in practice. This talk will discuss an extreme example of this effect: Gauss-Hermite quadrature on the real line. For large numbers of quadrature points, Gauss-Hermite quadrature is a very poor method of integration, much less efficient than simply truncating the interval and applying Gauss-Legendre quadrature or the periodic trapezoidal rule. We will present a theorem quantifying this difference and explain where the standard notion of optimality has failed.

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