Gaussian rule for integrals involving Bessel functions

• DOI: 10.48550/arxiv.2110.05051
• Publication Date: 2021-01-01
• Authors: Eleonora Denich; Paolo Novati
• Keywords: Bessel polynomials; Quadrature (astronomy); Bessel process

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