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Gauss–Hermite interval quadrature rule

✍ Scribed by Gradimir V. Milovanović; Aleksandar S. Cvetković

Book ID
104007985
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
276 KB
Volume
54
Category
Article
ISSN
0898-1221

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✦ Synopsis

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, +∞). Numerical construction of the Gauss-Hermite interval quadrature rule is also investigated, and a suitable algorithm is proposed. A few numerical examples are included.

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