The error bounds of Gauss quadrature formulae for the modified weight functions of Chebyshev type

Abstract

In this paper, we consider the Gauss quadrature formulae corresponding to some modifications of each of the four Chebyshev weights, considered by Gautschi and Li in [4]. As it is well known, in the case of analytic integrands the error of these quadrature formulas can be represented as a contour integral with a complex kernel. We study the kernel of the mentioned quadrature formulas on suitable elliptic contours, in such a way that the behavior of its modulus is analyzed in a rather simple manner, allowing us to derive some effective error bounds. In addition, some numerical examples checking the accuracy of such error bounds are included.