Gauss-type quadrature rule with complex nodes and weights for integrals involving Daubechies scale functions and wavelets

摘要

This paper deals with derivation of a Gauss-type quadrature rule (named as Gauss–Daubechies quadrature rule) for numerical evaluation of integrals involving product of integrable function and Daubechies scale functions/wavelets. Some of the nodes and weights of the quadrature formula may be complex and appear with their conjugates. This is in contrast with the standard Gauss-type quadrature rule for integrals involving products of integrable functions and non-negative weight functions. This quadrature rule has accuracy as good as the standard Gauss-type quadrature rule and is also found to be stable. The efficacy of the quadrature rule derived here has been tested through some numerical examples.