Abstract
In this paper we prove the existence and uniqueness of the Gauss-Lobatto and Gauss-Radau interval quadrature formulae for the Jacobi weight function. An algorithm for numerical construction is also investigated and some suitable solutions are proposed. For the special case of the Chebyshev weight of the first kind and a special set of lengths we give an analytic solution.
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The authors were supported in parts by the Swiss National Science Foundation (SCOPES Joint Research Project No. IB7320–111079 ``New Methods for Quadrature'') and the Serbian Ministry of Science and Environmental Protection. Serbian Ministry of Science and Environmental Protection.
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Milovanović, G., Cvetković, A. Gauss-Radau and Gauss-Lobatto interval quadrature rules for Jacobi weight function. Numer. Math. 102, 523–542 (2006). https://doi.org/10.1007/s00211-005-0650-1
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DOI: https://doi.org/10.1007/s00211-005-0650-1