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Gauss–Jacobi exactness and the derivative remainder

Statement

Assume Countable Choice. Let n≥1, α,β>−1, and let Qnα,β be the rule of The Gauss–Jacobi quadrature rule for dμα,β=(1−t)α(1+t)β dt on [−1,1]. It integrates every polynomial of degree at most 2n−1 exactly and has positive weights. If g∈C2n([−1,1]), and pn is the monic node polynomial, then some ξ∈(−1,1) satisfies ∫[−1,1]g dμα,β−Qnα,β(g)=g(2n)(ξ)(2n)!R∫[−1,1]pn(t)2 dμα,β(t). In particular, with Kn,α,β:=(2n)!R−1∫pn2 dμα,β>0, ∣∫g dμα,β−Qnα,β(g)∣≤Kn,α,β ∥g(2n)∥∞.

Facts & Assumptions

Given: Countable Choice, n≥1, α,β>−1, the Gauss–Jacobi rule, and g∈C2n([−1,1]).

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is the only axiom used to construct the Jacobi density measure.

[F1]

The Jacobi weight defines a finite positive measure with full support and Gauss–Jacobi nodes and weights are well-defined: μα,β is finite positive, has at least n+1 support points, has every finite moment, and the n nodes and weights are defined.

[F2]

The Gauss–Jacobi quadrature rule: Qnα,β is the Gaussian rule for μα,β, with node polynomial pn and weights defined by integrating the Lagrange cardinal polynomials.

[F3]

Gaussian quadrature is exact through degree 2m−1 and has positive weights: an n-node Gaussian rule for finite positive order-2n−1 moment data is exact through degree 2n−1, has positive weights, and its weights sum to the total mass.

[F4]

Gaussian quadrature has the Hermite mean-value remainder: for order-2n moment data and g∈C2n, the Gaussian error equals g(2n)(ξ)/(2n)!R times the squared norm of the monic node polynomial.

[F6]

The polynomial moment pairing is a real inner product: a nonzero polynomial of degree at most n has strictly positive squared integral under this full-support positive measure.

[F8]

Higher derivatives and the classes Ck and C∞: C2n means the derivatives through order 2n exist and are continuous.

Proof

1.1A1F1F3F4given

By [F1], μα,β is a finite positive measure with all moments finite and support containing at least n+1 points. Thus its moment datum satisfies both the order-2n−1 and order-2n hypotheses in [F3] and [F4].

2.1F2F3step 1.1

Applying [F3] to the rule [F2] proves polynomial exactness through degree 2n−1 and positivity of the weights.

2.2F1F2F4givenstep 1.1

Apply the Hermite remainder [F4] to g and the order-2n datum from step 1.1. It gives the stated ξ and error identity with the same monic node polynomial pn.

3.1F1F5F6F7F8step 2.2algebra∎

The integral of pn2 is finite by [F1] and strictly positive by [F6], since pn is monic and hence nonzero. Thus Kn,α,β>0 by [F7]. The derivative g(2n) is continuous by [F8] on a compact interval, so [F5] gives ∥g(2n)∥∞<∞; taking absolute values in step 2.2 yields the claimed error bound.

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