Thu, 29 Jan 2015

14:00 - 15:00
L5

High-order approximations for some classical Gaussian quadrature

Dr Ignace Bogaert
(University of Ghent)
Abstract

Gaussian quadrature rules are of theoretical and practical interest because of their role in numerical integration and interpolation. For general weighting functions, their computation can be performed with the Golub-Welsch algorithm or one of its refinements. However, for the specific case of Gauss-Legendre quadrature, computation methods based on asymptotic series representations of the Legendre polynomials have recently been proposed. 
For large quadrature rules, these methods provide superior accuracy and speed at the cost of generality. We provide an overview of the progress that was made with these asymptotic methods, focusing on the ideas and asymptotic formulas that led to them. 
Finally, the limited generality will be discussed with Gauss-Jacobi quadrature rules as a prominent possibility for extension.

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