Gaussian rule for integrals involving Bessel functions

10/11/2021

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by   Eleonora Denich, et al.

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In this work we develop the Gaussian quadrature rule for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. Besides the computation based on the use of the standard and the modified Chebyshev algorithm, here we present a very stable algorithm based on the preconditioning of the moment matrix. Numerical experiments are provided and a geophysical application is considered.