Gaussian Quadrature: isolated roots

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SUMMARY

The discussion centers on the concept of isolated roots in the context of Gaussian Quadrature, specifically referencing the weight function used in Gauss-Legendre quadrature. The weight function is defined as $w_i = \frac{2}{\left( 1-x_i^2 \right) [P'_n(x_i)]^2}$, which does not contain roots. An isolated root is characterized as a root with multiplicity 1, meaning it is not a root of the derivative and exists in a neighborhood without other roots. The weight function $\sqrt{|x|^3}$ is also mentioned, which has one isolated root.

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  • Understanding of Gaussian Quadrature methods
  • Familiarity with weight functions in numerical integration
  • Knowledge of Legendre polynomials and their properties
  • Concept of root multiplicity in polynomial functions
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  • Explore the implications of isolated roots in weight functions
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mathmari
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In an exercise I have determined the Gaussian Quadrature formula and I have applied that also for a specific function.

Then there is the following question:

Explain why isolated roots are allowed in the weight function.

What exacly is meant by that? Could you explain that to me? What are isolated roots?

(Wondering)
 
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mathmari said:
In an exercise I have determined the Gaussian Quadrature formula and I have applied that also for a specific function.

Then there is the following question:

Explain why isolated roots are allowed in the weight function.

What exacly is meant by that? Could you explain that to me? What are isolated roots?

Hey mathmari!

Which weight function do you have? (Wondering)

Wiki lists $w_i = \frac{2}{\left( 1-x_i^2 \right) [P'_n(x_i)]^2}$ for the Gauss-Legendre quadrature on [-1,1], where $P_n$ are the normalized Legendre polynomials.

This weight function does not have roots. (Worried)

Anyway, I think an isolated root is a root with multiplicity $1$, which means that it's not a root of the derivative.
For instance $(x-3)^2$ has a root at $3$ with multiplicity $2$, meaning it is not an isolated root. (Nerd)
 
Klaas van Aarsen said:
Which weight function do you have? (Wondering)

Wiki lists $w_i = \frac{2}{\left( 1-x_i^2 \right) [P'_n(x_i)]^2}$ for the Gauss-Legendre quadrature on [-1,1], where $P_n$ are the normalized Legendre polynomials.

This weight function does not have roots. (Worried)

Anyway, if think an isolated root is a root with multiplicity $1$, which means that it's not a root of the derivative.
For instance $(x-3)^2$ has a root at $3$ with multiplicity $2$, meaning it is not an isolated root. (Nerd)

I had determined the formula $$\int_{-1}^1f(x)\cdot \sqrt{|x|^3}\, dx\approx \sum_{i=1}^nf(x_i)\cdot w_i=f(x_1)\cdot w_1+f(x_2)\cdot w_2$$ So the weight function in this case is $\sqrt{|x|^3}$ which has one root. (Thinking)
 
mathmari said:
I had determined the formula $$\int_{-1}^1f(x)\cdot \sqrt{|x|^3}\, dx\approx \sum_{i=1}^nf(x_i)\cdot w_i=f(x_1)\cdot w_1+f(x_2)\cdot w_2$$ So the weight function in this case is $\sqrt{|x|^3}$ which has one root.

Does your calculation come from a method with a proof?
If so, is there any step where it would be a problem if the weight function had one or more isolated roots? (Wondering)

Edit: Just realized that a typical problem could be when the weight function would be zero on an interval.
That is, an isolated root is not about multiplicity. Instead it is about whether there's a neighborhood without other roots or not. (Blush)
 

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