Markov-Sonin Gaussian rule for singular functions
The authors construct a quadrature formula of Gaussian type for the computation of integrals \(\int_{\mathbb{R}} fW_\beta dx\), where \(W_\beta(x)= e^{-x^2}|x|^\beta\), \(\beta> -1\), is a Markov-Sonin weight and \(f\) can be singular at the origin. Error estimates in weighted \(L^1\) norm and some numerical tests are given.
scientific article; zbMATH DE number 2091435