Abstract. The problem of the rate of convergence of Legendre approximation is considered. We first establish the decay rates of the coefficients in the Legendre series expansion and then derive error bounds of the truncated Legendre series in the uniform norm. In addition, we consider Legendre approximation with interpolation. In particular, we are interested in the barycentric Lagrange formula at the Gauss-Legendre points. Explicit barycentric weights, in terms of Gauss-Legendre points and corresponding quadrature weights, are presented that allow a fast evaluation of the Legendre interpolation formula. Error estimates for Legendre interpolation polynomials are also given.
We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function e iωx on the interval [−1, 1]. We show that such a rule attains high asymptotic order, in the sense that the quadrature error quickly decreases as a function of the frequency ω. However, accuracy is maintained for all values of ω and in particular the rule elegantly reduces to the classical Gauss-Legendre rule as ω → 0. The construction of such rules is briefly discussed, and though not all orthogonal polynomials exist, it is demonstrated numerically that rules with an even number of points are always well defined. We show that these rules are optimal both in terms of asymptotic order as well as in terms of polynomial order.
This paper improves error bounds for Gauss, Clenshaw-Curtis and Fejér's first quadrature by using new error estimates for polynomial interpolation in Chebyshev points. We also derive convergence rates of Chebyshev interpolation polynomials of the first and second kind for numerical evaluation of highly oscillatory integrals. Preliminary numerical results show that the improved error bounds are reasonably sharp.
Barycentric interpolation is arguably the method of choice for numerical polynomial interpolation. The polynomial interpolant is expressed in terms of function values using the so-called barycentric weights, which depend on the interpolation points. Few explicit formulae for these barycentric weights are known. In [H. Wang and S. Xiang, Math. Comp., 81 (2012), 861-877], the authors have shown that the barycentric weights of the roots of Legendre polynomials can be expressed explicitly in terms of the weights of the corresponding Gaussian quadrature rule. This idea was subsequently implemented in the Chebfun package [L. N. Trefethen and others, The Chebfun Development Team, 2011] and in the process generalized by the Chebfun authors to the roots of Jacobi, Laguerre and Hermite polynomials. In this paper, we explore the generality of the link between barycentric weights and Gaussian quadrature and show that such relationships are related to the existence of lowering operators for orthogonal polynomials. We supply an exhaustive list of cases, in which all known formulae are recovered and also some new formulae are derived, including the barycentric weights for Gauss-Radau and Gauss-Lobatto points. Based on a fast O(n) algorithm for the computation of Gaussian quadrature, due to Hale and Townsend, this leads to an O(n) computational scheme for barycentric weights.
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