An error estimate for the Gauss-Jacobi-Lobatto quadrature rule
Abstract
An error estimate for the Gauss-Lobatto quadrature formula for integration over the interval [-1, 1], relative to the Jacobi weight function wα,β(t)=(1-t)α(1+t)β, α,β>-1, is obtained. This estimate holds true for functions belonging to some Sobolev-type subspaces of the weighted space Lwα,β1([-1,1]).
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