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Probability Techniques in Analysis and Algorithms on Networks
November 26, 2025 17:40–18:15, Plenary talks, St. Petersburg, St. Petersburg State University, Department of Mathematics and Computer Science (14th Line of Vasilievsky Island, 29b), room 201
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On generalised Gaussian quadratures
A. V. Dyachenko
Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, Moscow
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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.
* Zoom ID: 675-315-555, Password: mkn |
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