Asymptotic Gauss Quadrature Errors as Fourier Coefficients of the Integrand

Extract

The purpose of this paper is to derive asymptotic relations giving the error of a Gauss type quadrature, applied to analytic functions, in terms of certain coefficients in the orthogonal expansion of the integrand. The Fourier expansions of the integrand we consider here are those in terms of the Legendre and the Chebyshev polynomials. In Section 3 we obtain the error of the Gauss-Legendre quadrature expressed in terms of the Legendre-Fourier coefficients of the integrand. In Section 4 the errors of Gauss-Legendre, Lobatto and Radau quadrature formulas are obtained, for large n, expressed in terms of the Chebyshev-Fourier coefficients of the integrand. In deriving these estimates we have used complex variable methods restricting ourselves to the class of analytic integrands; this allows us to obtain simple contour integral representations for the errors of these quadratures for large values of n. However, the form of the estimates obtained indicate that these are applicable to a much wider class of functions.