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Tensor-product Gaussian quadrature preserves coordinatewise exactness

Statement

For d≥1, take one-dimensional Gaussian rules Qj with orders mj and moment data (aj,bj,mj,2mj−1,μj), and form their tensor rule Q⊗ as in Tensor-product Gaussian quadrature. For every coordinatewise tensor polynomial P of Coordinatewise product-moment functional for tensor polynomials, Q⊗(P)=I⊗(P). The tensor rule has exactly ∏j=1dmj distinct nodes. In particular, using the same m≥2 nodes in each coordinate requires md node evaluations, exponential growth in d.

Facts & Assumptions

Given: The finite family of one-dimensional Gaussian rules and a coordinatewise tensor polynomial.

[F1]

Tensor-product Gaussian quadrature: the tensor rule sums over all node tuples and multiplies the one-dimensional weights.

[F2]

Coordinatewise product-moment functional for tensor polynomials: I⊗ acts on a monomial ∏jxjαj by the product of its one-dimensional moments and extends by finite linearity.

[F3]

Gaussian quadrature is exact through degree 2m−1 and has positive weights: each coordinate rule is exact on every monomial of degree at most 2mj−1.

[F5]

The reals form a field: multiplication and finite sums obey distributivity.

Proof

1.1F1F4F5algebra

For a coordinate monomial Pα(x)=∏j=1dxjαj, substitute the rule definition [F1] and distribute the finite sums: Q⊗(Pα)=∏j=1d(∑ij=1mjwij(j)(xij(j))αj).

2.1F2F3step 1.1

Since 0≤αj≤2mj−1, [F3] makes the jth factor in step 1.1 equal to Mαj(j). Their product is exactly I⊗(Pα) by [F2].

3.1F1F2step 2.1algebra

A coordinatewise tensor polynomial is a finite linear combination of these monomials. Both Q⊗ and I⊗ are linear finite sums, so step 2.1 extends term by term and proves Q⊗(P)=I⊗(P).

4.1F1F4algebra∎

Each one-dimensional node list has mj distinct entries by The Gauss orthogonal polynomial has simple roots inside the interval. Two different tuples differ in at least one coordinate, whose node entries are distinct, so they give different points. The nested index loops in [F1] enumerate m1 tuples for d=1; appending coordinate d+1 replaces each prior tuple by exactly md+1 distinct extensions. Iterating this finite recurrence gives exactly ∏jmj nodes, hence md when every mj=m≥2.

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