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Quadrature formulas from rational approximations

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.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1093/imanum/draf138

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Institution:
University of Oxford
Role:
Author


Publisher:
Oxford University Press
Journal:
IMA Journal of Numerical Analysis More from this journal
Article number:
draf138
Publication date:
2026-05-02
DOI:
EISSN:
1464-3642
ISSN:
0272-4979


Language:
English
Keywords:
Source identifiers:
4008936
Deposit date:
2026-05-02
ARK identifier:
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