On stratified extensions of Gauss-Laguerre and Gauss-Hermite quadrature formulas

  • Authors:
  • Sven Ehrich

  • Affiliations:
  • GSF-National Research Center for Environment and Health, Institute of Biomathematics and Biometrics, Ingolstadter Landstr. 1, D-85764 Neuherberg, Germany

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: Proceedings of the 9th International Congress on computational and applied mathematics
  • Year:
  • 2002

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Abstract

For the practical estimation of the error of Gauss-Laguerre and Gauss-Hermite quadrature formulas, it is well known that real positive Kronrod formulas do not exist. Among the alternatives which are available in the literature, the stratified rules introduced by Laurie are of particular interest. In this note, we determine the degree optimal stratified extensions for the Gauss-Laguerre and Gauss-Hermite formulas, and we investigate their properties.