Gaussian quadrature rules

E697759

Gaussian quadrature rules are numerical integration methods that approximate definite integrals by optimally choosing evaluation points and weights to achieve exactness for polynomials up to a high degree.

All labels observed (9)

How this entity was disambiguated

Statements (46)

Predicate Object
instanceOf numerical integration method ⓘ
quadrature rule ⓘ
advantage high accuracy with relatively few nodes ⓘ
application computational engineering ⓘ
computational finance ⓘ
computational physics ⓘ
finite element methods ⓘ
probability and statistics ⓘ
appliesTo integrals with weight functions associated to orthogonal polynomials ⓘ
assumption integrand is sufficiently smooth ⓘ
constructionMethod solve moment-matching conditions for polynomials ⓘ
use three-term recurrence of orthogonal polynomials ⓘ
contrastWith Newton–Cotes rules that use equally spaced nodes ⓘ
degreeOfExactness 2n-1 for n nodes ⓘ
disadvantage less effective for highly oscillatory integrands without adaptation ⓘ
nodes depend on integrand weight function and interval ⓘ
errorTerm proportional to (2n)th derivative of integrand for n-node rule under smoothness assumptions ⓘ
field numerical analysis ⓘ
generalization Gauss–Kronrod rules ⓘ
adaptive Gaussian quadrature ⓘ
historicalOrigin 19th century ⓘ
mathematicalBasis theory of orthogonal polynomials and moment problems ⓘ
namedAfter Carl Friedrich Gauss ⓘ
nodeDistribution nodes are interior to the interval for standard Gauss rules ⓘ
nodeSelectionCriterion nodes are zeros of an orthogonal polynomial of degree n ⓘ
optimize choice of evaluation points ⓘ
choice of weights ⓘ
property exactness for polynomials up to maximal possible degree for given number of nodes ⓘ
purpose approximation of definite integrals ⓘ
relatedTo Clenshaw–Curtis quadrature ⓘ
Newton–Cotes formulas ⓘ
spectral methods ⓘ
requires precomputation or tabulation of nodes and weights ⓘ
specialCase Gauss–Chebyshev quadrature ⓘ
Gauss–Hermite quadrature ⓘ
Gauss–Jacobi quadrature ⓘ
Gauss–Laguerre quadrature ⓘ
Gauss–Legendre quadrature ⓘ
typicalDomain integration over a finite interval ⓘ
typicalImplementation use of eigenvalue problems for Jacobi matrices to compute nodes and weights ⓘ
typicalInterval [-1,1] after change of variables ⓘ
usedIn Gaussian process quadrature variants ⓘ
high-precision numerical integration ⓘ
uses orthogonal polynomials ⓘ
roots of orthogonal polynomials as nodes ⓘ
weightProperty weights are positive for standard Gaussian rules ⓘ

How these facts were elicited

Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Jacobi polynomials → usedIn → Gaussian quadrature rules ⓘ
Runge–Kutta methods → hasSubclass → Gauss–Legendre Runge–Kutta methods ⓘ
linked to: Gaussian quadrature rules
Legendre polynomials → areUsedIn → Gaussian quadrature (Gauss–Legendre quadrature) ⓘ
linked to: Gaussian quadrature rules
Gaussian quadrature rules → generalization → Gauss–Kronrod rules ⓘ
linked to: Gaussian quadrature rules
Gaussian quadrature rules → specialCase → Gauss–Legendre quadrature ⓘ
linked to: Gaussian quadrature rules
Gaussian quadrature rules → specialCase → Gauss–Laguerre quadrature ⓘ
linked to: Gaussian quadrature rules
Gaussian quadrature rules → specialCase → Gauss–Hermite quadrature ⓘ
linked to: Gaussian quadrature rules
Gaussian quadrature rules → specialCase → Gauss–Jacobi quadrature ⓘ
linked to: Gaussian quadrature rules
Methods of Numerical Integration → hasTopic → Gaussian quadrature ⓘ
linked to: Gaussian quadrature rules