Gaussian interval quadrature rule for exponential weights

Interval quadrature formulae of Gaussian type on RR and R+R+ for exponential weight functions of the form w(x) = exp(−Q(x)), where Q is a continuous function on its domain and such that all algebraic polynomials are integrable with respect to w, are considered. For a given set of nonoverlapping intervals and an arbitrary n, the uniqueness of the n-point interval Gaussian rule is proved. The results can be applied also to corresponding quadratures over (−1, 1). An algorithm for the numerical construction of interval quadratures is presented. Finally, in order to illustrate the presented method, two numerical examples are done.