Past exam of the numerical analysis course of the University of Oxford 2021 1 c ii Solution 2026-10-25
Truncate the Chebyshev series at the full degree of precision of a quadrature rule:Since on , the geometric series estimate givesThe same bound proves uniform convergence of the original Chebyshev series, so its sum and the tail estimate are justified. Gauss-Legendre quadrature is exact on . Its positive quadrature weights sum to , henceTherefore one explicit choice proving exponential convergence of Gaussian quadrature isUsing exactness through polynomial degree doubles the exponent compared with truncating at polynomial degree .