Volume 63, pp. 452-467, 2025.

Asymptotic estimates of the error bound for Gauss-Radau quadratures

Eleonora Denich

Abstract

This paper deals with the derivation of asymptotic expressions for the quadrature error of Gauss–Radau–Jacobi and Gauss–Radau–Laguerre formulas. Starting from the contour integral representation of the remainder term, the analysis is derivative-free and based on the theory of analytic functions. The final error estimates allow to select a-priori the number of quadrature points necessary to achieve a prescribed accuracy. Several numerical examples are reported.

Full Text (PDF) [398 KB], BibTeX , DOI: 10.1553/etna_vol63s452

Key words

Gauss–Radau rule, contour integral representation, error estimate

AMS subject classifications

65D32, 33C45