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Probability Techniques in Analysis and Algorithms on Networks
November 26, 2025 17:40, St. Petersburg, St. Petersburg State University, Department of Mathematics and Computer Science (14th Line of Vasilievsky Island, 29b), room 201


On generalised Gaussian quadratures

A. V. Dyachenko

Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, Moscow

Abstract: C.F. Borges proposed to use quadrature rules of Gaussian type for simultaneous calculation of integrals with respect to several weights. This approach is especially beneficial when calculation of the integrand is a relatively expensive operation. Typical applications however only deal with AT-systems of weights. With our co-authors, we are interested in studying other systems of weights, which seem to have nice applications. In particular, we study Gaussian-type quadrature rules for certain Angelesco systems and consider properties of their averaged versions.

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© Steklov Math. Inst. of RAS, 2025