Exponentially-fitted Gauss–Laguerre quadrature rule for integrals over an unbounded interval

摘要

New quadrature formulae are introduced for the computation of integrals over the whole positive semiaxis when the integrand has an oscillatory behaviour with decaying envelope. The new formulae are derived by exponential fitting, and they represent a generalization of the usual Gauss–Laguerre formulae. Their weights and nodes depend on the frequency of oscillation in the integrand, and thus the accuracy is massively increased. Rules with one up to six nodes are treated with details. Numerical illustrations are also presented.