Gaussian quadrature rules with exponential weights on (−1, 1)

Abstract

We study the behavior of some “truncated” Gaussian rules based on the zeros of Pollaczek-type polynomials. These formulas are stable and converge with the order of the best polynomial approximation in suitable function spaces. Moreover, we apply these results to the related Lagrange interpolation process and to prove the stability and the convergence of a Nystrom method for Fredholm integral equations of the second kind. Finally, some numerical examples are shown.