Quadrature processes - development and new directions


G. V.,Milovanoviæ


We present a survey on quadrature processes, beginning with Newton's idea of approximate integration and Gauss' discovery of his famous quadrature method, as well as significant contributions of Jacobi and Christoffel. Beside the stable construction of Gauss-Christoffel quadratures for classical and non-classical weights we give some recent applications in the summation of slowly convergent series and moment-preserving spline approximation. Also, we consider quadratures of the maximal degree of precision with multiple nodes, as well as a more general concept of orthogonality with respect to a given linear moment functional and corresponding quadratures of Gaussian type. A short account of non-standard quadratures of Gaussian type is also included. Finally, we mention the Gaussian integration which is exact on the space of Muntz polynomials.