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An error estimate for the Gauss-Jacobi-Lobatto quadrature rule

Published 20 Jan 2022 in math.NA and cs.NA | (2201.08454v1)

Abstract: An error estimate for the Gauss-Lobatto quadrature formula for integration over the interval $[-1, 1]$, relative to the Jacobi weight function $w{\alpha,\beta}(t)=(1-t)\alpha(1+t)\beta$, $\alpha,\beta>-1$, is obtained. This estimate holds true for functions belonging to some Sobolev-type subspaces of the weighted space $L_{w{\alpha,\beta}}1([-1,1])$.

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