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Gauss–Jacobi exactness and the derivative remainder
Statement
Assume Countable Choice. Let , , and let be the rule of The Gauss–Jacobi quadrature rule for on . It integrates every polynomial of degree at most exactly and has positive weights. If , and is the monic node polynomial, then some satisfies In particular, with ,
Facts & Assumptions
Given: Countable Choice, , , the Gauss–Jacobi rule, and .
The Axiom of Countable Choice (): Countable Choice is the only axiom used to construct the Jacobi density measure.
The Jacobi weight defines a finite positive measure with full support and Gauss–Jacobi nodes and weights are well-defined: is finite positive, has at least support points, has every finite moment, and the nodes and weights are defined.
The Gauss–Jacobi quadrature rule: is the Gaussian rule for , with node polynomial and weights defined by integrating the Lagrange cardinal polynomials.
Gaussian quadrature is exact through degree 2m−1 and has positive weights: an -node Gaussian rule for finite positive order- moment data is exact through degree , has positive weights, and its weights sum to the total mass.
Gaussian quadrature has the Hermite mean-value remainder: for order- moment data and , the Gaussian error equals times the squared norm of the monic node polynomial.
For a nonempty subset of with , compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent: every continuous real function on attains a finite maximum and minimum.
The polynomial moment pairing is a real inner product: a nonzero polynomial of degree at most has strictly positive squared integral under this full-support positive measure.
The factorial and the falling factorial , defined by recursion in and Laws of finite sums and products in , and : is the positive real image of .
Higher derivatives and the classes and : means the derivatives through order exist and are continuous.
Proof
By [F1], is a finite positive measure with all moments finite and support containing at least points. Thus its moment datum satisfies both the order- and order- hypotheses in [F3] and [F4].
Applying [F3] to the rule [F2] proves polynomial exactness through degree and positivity of the weights.
Apply the Hermite remainder [F4] to and the order- datum from step 1.1. It gives the stated and error identity with the same monic node polynomial .
The integral of is finite by [F1] and strictly positive by [F6], since is monic and hence nonzero. Thus by [F7]. The derivative is continuous by [F8] on a compact interval, so [F5] gives ; taking absolute values in step 2.2 yields the claimed error bound.
Depends on
- The Gauss–Jacobi quadrature rule
- Gauss–Jacobi nodes and weights are well-defined
- The Jacobi weight defines a finite positive measure with full support
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Gaussian quadrature is exact through degree 2m−1 and has positive weights
- Gaussian quadrature has the Hermite mean-value remainder
- For a nonempty subset of $\mathbb{R}^n$ with $n\ge1$, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent
- The polynomial moment pairing is a real inner product
- The factorial $n!$ and the falling factorial $n^{\underline{k}}$, defined by recursion in $\mathbb{N}$
- Laws of finite sums and products in $\mathbb{N}$, and $\iota\big(\sum_{k<n} a_k\big) = \sum_{k<n} \iota(a_k)$
- Higher derivatives and the classes $C^k$ and $C^\infty$
Used by
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Sources
- Christopher J. Bishop, The Riemann Mapping Theorem, Chapter 3 §3, Gauss-Jacobi quadrature lecture notes (standard reference, not scraped)