Logo PTI
Polish Information Processing Society
Logo FedCSIS

Annals of Computer Science and Information Systems, Volume 15

Proceedings of the 2018 Federated Conference on Computer Science and Information Systems

Computation of Gauss-Jacobi Quadrature Nodes and Weights with Arbitrary Precision

DOI: http://dx.doi.org/10.15439/2018F107

Citation: Proceedings of the 2018 Federated Conference on Computer Science and Information Systems, M. Ganzha, L. Maciaszek, M. Paprzycki (eds). ACSIS, Vol. 15, pages 297306 ()

Full text

Abstract. In the paper there are presented efficient and accurate methods of Gauss-Jacobi nodes and weights computation. They include an enhancement for standard iteration method for Jacobi polynomials zeros finding, weight function formula transformation for increased accuracy of fractional derivatives computation and arbitrary precision application for mitigation of double precision arithmetic flaws. The results of numerical experiments presented in the paper prove high accuracy and efficiency of developed methods for computation of quadrature' nodes and weights, decreased amount of required iterations for polynomials zeros finding and elimination of truncation errors during weights computation. The application of arbitrary precision enables computing, which accuracy is limited only by accessible hardware.

References

  1. S. Wolfram. (2005) The history and future of special functions. http://www.stephenwolfram.com/publications/history-future-special-functions/.
  2. D. W. Brzeziński and P. Ostalczyk, “High-accuracy numerical integration methods for fractional order derivatives and integrals computations,” Bulletin of the Polish Academy of Sciences Technical Sciences, vol. 62, no. 4, pp. 723–733, 2014.
  3. D. W. Brzeziński, “Comparison of fractional order derivatives computational accuracy - right hand vs left hand definition,” Applied Mathematics and Nonlinear Sciences, vol. 2, no. 1, pp. 237–248, 2017.
  4. A. Townsend, S. Olver et al. (2018) Fastgaussquadrature.jl. https://github.com/ajt60gaibb/FastGaussQuadrature.jl#fastgaussquadraturejl/.
  5. A. Glaser, X. Liu, and V. Rokhlin, “A fast algorithm for the calculation of the roots of special functions,” J. Sci. Comput., vol. 29, pp. 1420–1438, 2007.
  6. N. Hale and A. Townsend, “Fast and accurate computation of Gauss-Legendre and gauss-jacobi quadrature nodes and weights,” Oxford Centre for Collaborative Applied Mathematics, 2012, oCCAM Preprint Number 12/79.
  7. M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions. Applied Mathematics Series. Cambridge University Press, 1968.
  8. G. Szegö, Ortogonal Polynomials. American Mathematical Society, Colloquiam Publications, Volume 23, 1939.
  9. D. Funaro, Polynomial Approximation of Differential Equations. Springer-Verlag., 1992.
  10. M. D. Ortigueira, J. A. T. Machado, and J. S. da Costa, “Which differ-integration?” IEE Proceedings - Vision, Image and Signal Processing, vol. 152, no. 6, 2005.
  11. Y. Povstenko, Linear Fractional Diffusion-Wave Equation for Scientists and Engineers. Cham, Heidelberg, New York, Dodrecht, London: Birkhauser, Springer, 2015.
  12. J. Jiang, D. Cao, and H. Chen, “Boundary value problems for fractional differential equation with causal operators,” Applied Mathematics and Nonlinear Sciences, vol. 1, no. 1, pp. 11–22, 2016.
  13. D. Xin, Numerical Methods for Stochastic Computations: A Spectral Method Approach. Princeton University Press Press, 2000.
  14. E. D. Rainville, Special Functions. Chelsea Publications Company, 1960.
  15. J. C. Mason and D. C. Handcomb, Chebyshev Polynomials. Champan & Hall/CRC New York, 2003.
  16. W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes: The Art of Scientific Computing, Third Edition. Cambridge University Press, 2008.
  17. K. Petras, “On the computation of the Gauss-Legendre quadrature form with a given precision,” Jour. Comp. Appl. Math., vol. 112, pp. 253–267, 1999.
  18. W. Gautschi and C. Giordano, “Luigi gatteschi’s work on asymptotics of special functions and their zeros,” Numerical Algorithms, vol. 49, pp. 11–31, 2008.
  19. H. Gerber, “First hundert zeros of j0 (x) accurate to 19 significant figures.” Math. Comp., vol. 23, pp. 319–322, 1969.
  20. N. Brisebarre and J. M. Müller, “Correctly rounded multiplication by arbitrary precision constants,” IEEE Transactions on Computers, vol. 57, no. 2, pp. 165–174, 2008.
  21. J. M. Müller, N. Brisebarre, F. D. Dinechin, C. P. Jeannerod, V. Lefevre, G. Melquiond, N. Revol, D. Stehle, and S. Torres, Handbook of Floating-Point Arithmetic. New York, NY: Birkhauser, 2010.
  22. T. Granlund et al., gmp: GMP is a free library for arbitrary precision arithmetic (version 6.0.0a), 2015, https://gmplib.org/.
  23. N. Brisebarre and J. M. Müller, “Correct rounding of algebraic functions,” Theoretical Informatics and Applications, vol. 47, pp. 71–83, 2007.
  24. V. I. Krylov, Priblizhennoe wychislenie integralov, 2e izd. Mockba: Nauka, 1967.
  25. P. N. Schwarztrauber, “On computing the points and weights for Gauss-Legendre quadrature,” SIAM Jour. Sci.Comput, vol. 24, pp. 945–954, 2002.
  26. P. Humbert and R. P. Agarwal, “Sur la fonction de Mittag-Leffler et quelques-unes de ses géneéralisations,” Bull. Sci. Math. Ser. II, vol. 77, pp. 180–185, 1953.
  27. R. K. Saxenna, A. M. Mathai, and H. J. Haubold, “On generalized fractional kinetic equations,” Physica A: Statistical Mechanics and its Applications, vol. 344, pp. 657–664, 2004.
  28. R. Gorenflo, J. Loutchko, and Y. Luchko, “Computation of the Mittag-Leffler function and its derivative,” Fractional Calculus & Applied Analysis, vol. 4, pp. 491–518, 2002.
  29. R. Garrappa, “Numerical evaluation of two and three parameter Mittag-Leffler functions,” SIAM J. Numer. Anal., vol. 53, no. 3, pp. 1350–1369, 2015.
  30. D. W. Brzeziński, “Accuracy problems of numerical calculation of fractional order derivatives and integrals applying the Riemann-Liouville/Caputo formulas,” Applied Mathematics and Nonlinear Sciences, vol. 1, no. 1, pp. 23–43, 2016.
  31. D. W. Brzeziński and P.Ostalczyk, “About accuracy increase of fractional order derivative and integral computations by applying the Grünwald-Letnikov formula,” Communications in Nonlinear Science and Numerical Simulation, vol. 40, pp. 151–162, 2016.