Paper 3, Section II, B

Numerical Analysis
Part IB, 2011

A Gaussian quadrature formula provides an approximation to the integral

11(1x2)f(x)dxk=1νbkf(ck)\int_{-1}^{1}\left(1-x^{2}\right) f(x) d x \approx \sum_{k=1}^{\nu} b_{k} f\left(c_{k}\right)

which is exact for all f(x)f(x) that are polynomials of degree (2ν1)\leqslant(2 \nu-1).

Write down explicit expressions for the bkb_{k} in terms of integrals, and explain why it is necessary that the ckc_{k} are the zeroes of a (monic) polynomial pνp_{\nu} of degree ν\nu that satisfies 11(1x2)pν(x)q(x)dx=0\int_{-1}^{1}\left(1-x^{2}\right) p_{\nu}(x) q(x) d x=0 for any polynomial q(x)q(x) of degree less than ν.\nu .

The first such polynomials are p0=1,p1=x,p2=x21/5,p3=x33x/7p_{0}=1, p_{1}=x, p_{2}=x^{2}-1 / 5, p_{3}=x^{3}-3 x / 7. Show that the Gaussian quadrature formulae for ν=2,3\nu=2,3 are

ν=2:23[f(15)+f(15)]ν=3:1445[f(37)+f(37)]+3245f(0)\begin{array}{ll} \nu=2: & \frac{2}{3}\left[f\left(-\frac{1}{\sqrt{5}}\right)+f\left(\frac{1}{\sqrt{5}}\right)\right] \\ \nu=3: & \frac{14}{45}\left[f\left(-\sqrt{\frac{3}{7}}\right)+f\left(\sqrt{\frac{3}{7}}\right)\right]+\frac{32}{45} f(0) \end{array}

Verify the result for ν=3\nu=3 by considering f(x)=1,x2,x4f(x)=1, x^{2}, x^{4}.