Gauss-Hermite interval quadrature rule

Authors:
Gradimir V. Milovanović;Aleksandar S. Cvetković
Affiliations:
Department of Mathematics, Faculty of Electronic Engineering, University of Niš, P.O. Box 73, 18000 Niš, Serbia;Department of Mathematics, Faculty of Electronic Engineering, University of Niš, P.O. Box 73, 18000 Niš, Serbia
Venue:
Computers & Mathematics with Applications
Year:
2007

Citing 5
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Abstract

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.