# Questions tagged [quadrature]

The quadrature tag has no usage guidance.

23
questions

**1**

vote

**1**answer

112 views

### Integrating a B-Spline basis function with respect to the standard normal PDF

I am looking for ways to evaluate exactly (i.e. analytically or semi-analytically) integrals of the type:
$$
\int_{-\infty}^{+\infty}B_{i}^k(u)e^{-\frac{(u-\mu)^2}{2\sigma^2}}du,
$$
where $B_i^k$ is a ...

**0**

votes

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13 views

### Low order quadrature for low order terms in finite element method- convergence analysis

Consider the PDE
$$\frac{\partial u}{\partial t} = \Delta u - \kappa u,$$
posed over a bounded domain $\Omega$ (say, $\Omega \subseteq \mathbb{R}^2$). Assume we have a family of triangulations $\...

**1**

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**0**answers

46 views

### Explicit growth rate estimation of Gauss-Laguerre quadrature

The $n$-th Gauss-Laguerre quadrature scheme aims to approximate integral of exponentially decreassing function over $[0;+ \infty[$ by a finite sum, according to:
$ \displaystyle { \int _0 ^{+ \infty} ...

**2**

votes

**1**answer

138 views

### Error in Gauss-Laguerre numerical quadrature scheme

The $n$-th Gauss-Laguerre quadrature scheme aims to approximate integral of exponentially decreassing function over $[0 ; \infty[$ by a finite sum, according to:
$$ \int _0
^{+ \infty}
...

**0**

votes

**1**answer

137 views

### Gaussian quadrature, with no exact result over polynomial, but on inverse functions

Generally, a Gaussian quadrature of degree $n$ over an interval $I$ is defined so that it integrates exactly polynomials up to degree $2n - 1$. The main tool are the orthogonal polynomials.
When $I$ ...

**2**

votes

**1**answer

248 views

### Quadrature for numerical integration over infinite intervals

I am looking for book recommendations or hints on numerical integration over infinite intervals. I am particularly interested in integrals of the form
$\int\limits_{-\infty}^{+\infty} g(x) \exp(p_d(x))...

**4**

votes

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190 views

### For noisy or fine-structured data, are there better quadratures than the midpoint rule?

Only the first two sections of this long question are essential. The others are just for illustration.
Background
Advanced quadratures such as higher-degree composite Newton–Cotes, Gauß–Legendre, ...

**1**

vote

**1**answer

90 views

### Proof Reference - Polynomial interpolation at quadrature points

If $\left( p_n \right)_{n=0}^{\infty}$ is a family of orthogonal polynoamials with respect to a measure $\mu$ on $[-1,1]$, and $\left( x_j, w_j \right)$ are the quadrature points and weights for the ...

**0**

votes

**1**answer

124 views

### Clenshaw-Curtis integration without Fourier

The Clenshaw-Curtis quadrature rule approximates an integral $I=\int\limits_{-1}^{1} f(x) \, dx$ by $$I\approx I_n = \sum\limits_{j=1}^N f(x_j)w_j \, ,$$
where the $x_j$'s are the roots of the $N$-th ...

**3**

votes

**0**answers

205 views

### When (if ever) are the weights from Smolyak (sparse grid) cubature positive?

Are there any $1$-dimensional quadrature rules of arbitrary accuracy, on either $[0,1]$ or $\mathbb{R}$, with any non-trivial weight function, such that the associated $N$-dimensional cubature rule ...

**1**

vote

**2**answers

238 views

### Numerical Computation of Orthogonal Polynomials Recurrence Relations

Background and notations: Given an interval $I\subseteq \mathbb{R}$ and a continuous finite measure $d\mu = w(x)dx$, and denote $p_n(x)$ the orthogonal polynomials with respect to $d\mu$. We have the ...

**6**

votes

**2**answers

832 views

### Recurrence of Legendre polynomial roots/ quadrature points

Consider Legendre polynomials $p_n (x)$ on $[-1,1]$. For each $n \in \mathbb{N}$ we denote the zeros of $p_n (x)$ by $\left( x_j ^{(n)} \right) _{j=1} ^n$.
We know that these roots are distinct, and ...

**1**

vote

**1**answer

297 views

### PDF and CDF using Gauss-Legendre quadrature

Consider the unit interval $I$ with a continuous probability measure $\mu$, and consider a smooth random variable $f:I\to \mathbb{R}$. We can define its cumulative distribution function and ...

**6**

votes

**2**answers

531 views

### Symmetric matrix formula for Gauss-Legendre quadrature

While searching the web, I came across the following algorithm for the Gauss-Legendre quadrature. I wasn't able to find a reference or a proof of my own as to why it works. I'll present it, and the ...

**4**

votes

**1**answer

603 views

### Reference for the exponential decay of Legendre coefficients

In Short: I look for a reference to the proof that the spectral coefficients in the Legendre (or Jacobi) expansion are of exponential decay rate.
Longer: If $p_n$ is the $n$-th Legendre polynomial, ...

**2**

votes

**1**answer

131 views

### Does Gaussian Quadrature actually refer to Gauss-Legendre Quadrature？

When the term Gaussian Quadrature appears in most Literatures, does it actually refer to Gauss-Legendre Quadrature.
In other words, do they implicitly admit that they use the Legendre orthogonal ...

**14**

votes

**2**answers

960 views

### Computing Gauss Legendre quadrature for large $N$

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscissas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it,...

**4**

votes

**3**answers

735 views

### Quadrature formula max accuracy

I'm looking for a maximum accuracy quadrature formula:
$$
\int_{-1} ^{1} \sqrt{\frac {1-x}{1+x}} f(x)dx = A_1f(x_1)+A_2f(x_2)+R(f)
$$
I don't know exactly if it's Trapezoidal rule which has the ...

**2**

votes

**0**answers

132 views

### 2d quadrature weights for an arbitrary set of nodes

I need to estimate the value of a 2d integral
$\int_{y_{min}}^{y_{max}}dy \int_{x_{min}}^{x_{max}} dx \, f(x,y) P(x,y)$
I have the an explicit analytical form for $P(x,y)$.
I have samples of the ...

**2**

votes

**0**answers

986 views

### Area Under Generalized Parabolas and Hyperbolas without Calculus

This is shorter and more specific version of certain questions about a rather simple quadrature method. The answers I got were great but not what I asked. The terms in the title for $y=x^p$ look ...

**12**

votes

**5**answers

2k views

### Integrating Powers without much Calculus

I'll jump into the question and then back off into qualifications and context
Using the definition of a definite integral as the limit of Riemann sums, what is the best way (or the very good ways) ...

**6**

votes

**1**answer

662 views

### Approximation of an integral of a concave function

I suspect this is a homework question somewhere, but I've not seen it elsewhere and it seems like it should be easy: let $f(x)$ be a concave function from $[0,1]$ to the reals such that $f(0) = f(1) =...

**1**

vote

**1**answer

387 views

### gaussian quadrature

Gaussian quadrature allows us to integrate polynomials up to order $2 n-1$ using only $n$ function values.
$\int_{x_0}^{x_1} ( \sum_{i=0}^{2 n-1} a_i x^i ) dx = f(a_0, \dots , a_{2 n-1}) $
thus, the ...