Quadrature formulas from rational approximations

It is shown that quadrature formulas in many different applications can be derived from rational approximation of the Cauchy transform of a weight function. Since rational approximation is now a routine technology, this provides an easy new method to derive all kinds of quadrature formulas as well as fundamental insight into the mathematics of quadrature. Intervals or curves of quadrature nodes correspond to near-optimal branch cuts of the Cauchy transform.

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Publication Details

Journal
ArXiv.org
Published
2025-07-20
Primary Topic
Mathematical functions and polynomials
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article
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article

Quadrature formulas from rational approximations

Andrew Horning, Lloyd N. Trefethen
ArXiv.org
Mathematical functions and polynomials
article

Quadrature formulas from rational approximations

Andrew Horning, Lloyd N. Trefethen
article en

Abstract

It is shown that quadrature formulas in many different applications can be derived from rational approximation of the Cauchy transform of a weight function. Since rational approximation is now a routine technology, this provides an easy new method to derive all kinds of quadrature formulas as well as fundamental insight into the mathematics of quadrature. Intervals or curves of quadrature nodes correspond to near-optimal branch cuts of the Cauchy transform.

ArXiv.org
Openalex Percentile: Top 47%
Mathematical functions and polynomials
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Quadrature formulas from rational approximations — Andrew Horning, Lloyd N. Trefethen · ArXiv.org (2025) | TGRS Research Map | TGRS