1Department of Comptational Methods, Institute of Mathematics, National University of Uzbekistan, Tashkent, Uzbekistan
American Journal of Numerical Analysis.
2016,
Vol. 4 No. 1, 1-7
DOI: 10.12691/ajna-4-1-1
Copyright © 2016 Science and Education PublishingCite this paper: Nurali D. Boltaev, Abdullo R. Hayotov, Kholmat M. Shadimetov. Construction of Optimal Quadrature Formula for Numerical Calculation of Fourier Coefficients in Sobolev Space L
2(1).
American Journal of Numerical Analysis. 2016; 4(1):1-7. doi: 10.12691/ajna-4-1-1.
Correspondence to: Abdullo R. Hayotov, Department of Comptational Methods, Institute of Mathematics, National University of Uzbekistan, Tashkent, Uzbekistan. Email:
hayotov@mail.ruAbstract
In the present paper the optimal quadrature formula for approximate evaluation of Fourier coefficients

is constructed for functions of the space

. At the same time the explicit formulas for optimal coefficients, which are very useful in applications, are obtained. The obtained formula is exact for constant. In particular, as consequences of the main result the new optimal quadrature formulas for approximate evaluation of integrals

and

are obtained. Furthermore, the order of convergence of the constructed optimal quadrature formula is studied.
Keywords