Prolate quadrature conjecture for exponential-function errors

Let c>0c>0 be a real number and let n>2c/πn>2c/\pi be an integer. Let t1,,tnt_1,\dots,t_n and W1,,WnW_1,\dots,W_n be the nodes and weights of the quadrature introduced in the source. Let a[1,1]a\in[-1,1] be real, and let λn\lambda_n be the associated eigenvalue.

Exponential quadrature-error conjecture. The quadrature error for the exponential function satisfies

11eicaxdxj=1neicatjWj=O(λn2n).\int_{-1}^1e^{icax}\,dx-\sum_{j=1}^ne^{icat_j}W_j=O\left(|\lambda_n|^2\sqrt{n}\right).

The estimate is motivated by the preceding analysis of the prolate functions and numerical observations, which suggest that the error is of order λn|\lambda_n| in an intermediate regime. The supplied text does not report a proof or disproof of this sharper exponential-error estimate.

Sources & referencesView supporting material

Primary source

Andrei Osipov and Vladimir Rokhlin, “Detailed analysis of prolate quadratures and interpolation formulas”, arXiv:1208.4816 (2012).

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