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Truncated quadrature rules over \((0,\infty)\) and Nyström-type methods. (English) Zbl 1056.65022

The authors propose replacing the classical Gauss-Laguerre quadrature formula over an infinite interval, by a truncated version of it, obtained by eliminating the last part of its nodes. An error estimate for this new quadrature is obtained, which includes, as a particular case, the estimate for the error term of the given Gauss-Laguerre quadrature. A similar new error bounds are obtained for corresponding product-type rules, having a kernel with singularities.
The last section is dedicated to define, using the truncated product rules constructed before, Nyström-type interpolants for a class of integral equations whose solution decay exponentially to a constant, at infinity, and to prove the stability and the convergence estimates for them. Numerical experiments are performed using Matlab, for a nontruncated product rule and for three particular truncated rules, obtaining an accuracy similar to that given by the complete rule.

MSC:

65D32 Numerical quadrature and cubature formulas
41A55 Approximate quadratures
45E10 Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type)
65R20 Numerical methods for integral equations

Software:

Matlab
Full Text: DOI