Gauss-Hermite interval quadrature rule

被引：4
|
作者：
Milovanovic, Gradimir V. [1 ]
Cvetkovic, Aleksandar S. [1 ]
机构：
[1] Univ Nis, Fac Elect Engn, Dept Math, Nish 18000, Serbia
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2007年 / 54卷 / 04期
关键词：
interval Gaussian quadrature rule; Hermite weight function; nodes; weights;
D O I：
10.1016/j.camwa.2007.01.027
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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, +infinity). Numerical construction of the Gauss-Hermite interval quadrature rule is also investigated, and a suitable algorithm is proposed. A few numerical examples are included. (c) 2007 Elsevier Ltd. All rights reserved.
引用
收藏
页码：544 / 555
页数：12
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