EMIS ELibM Electronic Journals PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 33(47), pp. 17--22 (1983)

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AN ERROR ESTIMATE FOR GAUSS-JACOBI QUADRATURE FORMULA WITH THE HERMITE WEIGHT $w(x)=\exp(-x^2)$

Radwan Al-Jarrah

Department of Mathematical Sciences, University of Petroleum and Minerals, Dhahran, Saudi Arabia

Abstract: The purpose of this paper is to give an estimate of the error in approximating the integral $\int\limits_{-\infty}^\infty f(x)\exp(-x^2)dx$ by the Gauss-Jacobi quadrature formula $Q_n(w;f)$, assuming that $f$ is an entire function satisfying a certain growth condition which depends on the Hermite weight function $w(x)= \exp(-x^2)$.

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