MATHEMATICS OF COMPUTATION, VOLUME 26, NUMBER 120, OCTOBER 1972
How Slowly Can Quadrature Formulas Converge?
Abstract. Let {Q„)denote a sequenceof quadrature formulas, Q„(j) m Yfj-iW^fix^),
such that ß„(/) -> P0 j(x) dx for all / G CTO, 1], Let 0 < e < \ and a sequence (aX_j.be
given, where a, ä si ^ a, 5 • • • , and where a„ —> 0 as n —*c°. Then there exists a function
/ G CTO,l]and a sequence |nt-)"=i suchthat |/(x)| g 2(7,71(1 - 4e)|, and such that
n,Kx)dx - Q„k(1) = ak,k = 1,2, 3, ••• .
1. Introduction and Statement of Results. We consider a sequence of quad-
rature formulas !߄j,?-i defined by
where {^„1^-1 is a sequence of (increasing) positive integers and 0 i£ xjn) ^ 1 for all
n and _/. The quadrature formulas, we assume, are such that
for all functions / that are continuous on the closed interval [0, 1]; that is, for all /
in C[0, 1]. For example, the Gaussian quadrature formulas and the well-known
trapezoidal formulas have these properties.
In this paper, we show that no matter what the sequence \Qn\7-i defined by
(1.1) and (1.2) is, there is a function / in C[0, 1] for which {ß„/ir_i converges to
// very slowly. That is, the assumption of continuity is not enough to insure the rapid
convergence of any quadrature scheme. More precisely, our main result is the
following:
Theorem 1. Let a sequence of quadrature formulas \Qn\7-i defined by (1.1) and
satisfying (1.2) for all / in C[0, 1] be given, and let \an\ be any sequence of numbers
such that
(1.3) lim an = 0,
By Peter R. Lipow and Frank Stenger
(1.1)
oj = z H-:">/(*!n))
(1.2)
and
(1.4)
a„+i I < °° .
Received February 16, 1972.
AMS 1970 subject classifications. Primary 65D30.
Key words and phrases. Quadrature rules, convergence.
Copyright © 1972, American Mathematical Society
917
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