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Applied Mathematics and Computation 245 (2014) 206–219

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A novel class of fractionally orthogonal quasi-polynomials

and new fractional quadrature formulas
Milan R. Rapaić a,⇑, Tomislav B. Šekara b, Vidan Govedarica c
Faculty of Technical Sciences, University of Novi Sad, Serbia
Faculty of Electrical Engineering, University of Belgrade, Serbia
Faculty of Electrical Engineering, University of Istočno Sarajevo, Bosnia and Herzegovina

a r t i c l e i n f o a b s t r a c t

Keywords: A novel class of quasi-polynomials orthogonal with respect to the fractional integration
Fractional quadratures operator has been developed in this paper. The related Gaussian quadrature formulas for
Orthogonal quasi-polynomials numerical evaluation of fractional order integrals have also been proposed. By allowing
Gaussian quadratures the commensurate order of quasi-polynomials to vary independently of the integration
Hermitean quadratures
order, a family of fractional quadrature formulas has been developed for each fractional
Fractional calculus
integration order, including novel quadrature formulas for numerical approximation of
classical, integer order integrals. A distinct feature of the proposed quadratures is high
computational efficiency and flexibility, as will be demonstrated in the paper. As auxiliary
results, the paper also presents methods for Lagrangian and Hermitean quasi-polynomial
interpolation and Hermitean fractional quadratures. The development is illustrated by
numerical examples.
Ó 2014 Elsevier Inc. All rights reserved.

1. Introduction

In classical numerical integration theory [1,2] the primary objective is to design a quadrature formula
Z b X
f ðsÞgðsÞds  Ai f ðti Þ ð1Þ
a i¼0

equipped with a desired set of properties. In the current paper, both the integrand f and the weight function g are assumed
to be real-valued function of real argument, i.e. f : ða; bÞ ! R and g : ða; bÞ ! R. The weight function g is usually assumed to
be non-negative. We refer to the points t i at which the integrand f is evaluated as grid points. Without loss of generality we
assume that a 6 t 0 <    < tn 6 b. Real numbers Ai are called quadrature coefficients. Quadrature formula (1) using n þ 1
grid points is said to be of order n.
Several groups of quadrature formulas can be distinguished. Among the most widely utilized ones are those of Newton–
Cotes and Gauss types. Newton–Cotes quadratures use fixed and pre-specified grid values t i . Consequently, a Newton–Cotes
formula of order n has exactly n þ 1 adjustable parameters (Ai ), and can be made accurate for integrands equal to polynomial
functions of order up to n. Gaussian quadratures, on the other hand, allow for free selection of both grid points ti and

⇑ Corresponding author.
E-mail addresses: (M.R. Rapaić), (T.B. Šekara), (V. Govedarica).
0096-3003/Ó 2014 Elsevier Inc. All rights reserved.
M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219 207

quadrature coefficients Ai . Thus, all 2ðn þ 1Þ parameters are chosen freely and, consequently, a Gaussian integration formula
can be made exact for all polynomial integrands of order 2n þ 1 or less.
The simultaneous evaluation of both t i and Ai requires solving a systems of non-linear equations. This system is not easily
solvable in most cases. However, it turns out that the grid points ti can be chosen as zeros of polynomials belonging to suit-
ably chosen orthogonal sets. Once the evaluation points are determined, the quadrature coefficients are easily found. For fur-
ther details regarding orthogonal polynomials and classical Gaussian quadrature formulas we refer to [2,3].
Fractional calculus is mathematical theory of non-integer order differentiation and integration. In recent decades frac-
tional calculus is increasingly utilized in description of different natural phenomena, as well as in solving various engineer-
ing problems. A detailed survey of numerous fields of application of fractional calculus is beyond the scope of the present
paper. A recent accounts can be found in [4–7]. The primary operator of fractional calculus is fractional integral of order
Z t
0 It f ¼ f ðsÞðt  sÞa1 ds; ð2Þ
CðaÞ 0

where C stands for the well-known Euler’s Gamma function. This operator is known as the (Left) Riemann–Liouville frac-
tional integral of order a. For integer values of a (a 2 N) formula (2) reduces to the well-known Cauchy repeated integration
formula. Thus, for integer values of the integration order the fractional integral becomes the classical, repeated or n-fold inte-
gral. When a tends to zero, 0 Iat reduces to the identity operator (the limit, however, must be taken in the weak, distributional
sense). We refer to [8–11] for further details on fractional calculus, alternative definitions of fractional integral and differ-
ential operators, and related concepts.
Numerous methods have been proposed for numerical evaluation of fractional integrals. A method based on finite mem-
ory approximation and Grünwald–Letnikov definition has been presented in [8]. A method based on discrete approximation
of (2) is presented in [12], with similar methods generalizing and extending classical Trapezoidal rule proposed in [13–15].
Some novel numerical approximation methods based on Haar wavelet approximation theory are presented in [16,17]. Effi-
cient numerical methods for fractional differential equations have also been investigated in [18], with related numerical
issues considered in [19]. For recent methods for evaluation of fractional derivatives we refer to [20,21].
A plethora of methods for practical realization of fractional order systems has been developed. Each of these methods can
be seen as an approximation of the infinite dimensional fractional order system by a suitable finite dimensional ‘‘rational’’
approximation, i.e. in a form of FIR or IIR filters of sufficiently high order. A survey of analog approximations is presented in
[22]. Examples of digital approximations can be found in [23,24]. Optimal rational approximations of fractional order sys-
tems, and fractional integrators in general, with special emphasis on retaining accurate steady state gain are proposed in
[25]. Rational approximations by means of fractional Laguerre basis have been discussed in [26,27].
Classical quadrature formulas assume that the integrand is well described by a polynomial of sufficiently high order. It
has been suggested recently that some of the functions appearing in fractional calculus and, in particular, some of the func-
tions emerging as solutions to fractional differential equations are better approximated using fractional power series
f ðtÞ ¼ ai t bi þ Rnþ1;b ðtÞ; ð3Þ

known as the fractional Taylor expansion [28], which is also utilized in [29]. A related research is presented also [30,31]. It
seems reasonable, therefore, to seek numerical integration schemes which are particularly suitable for such functions. In the
sequel, a polynomial in tb , with b > 0,
Pn ðt b Þ ¼ Pn;b ðtÞ ¼ ai t bi ð4Þ

is denoted as a quasi-polynomial of order n with commensurate power b. We will also use a shorter, but slightly less pre-
cise term b-polynomial of order n.
In this paper, the problem of numerical evaluation of fractional integral with unit upper integration limit
Z 1
0 I1 f ¼ f ðsÞð1  sÞa1 ds ð5Þ
CðaÞ 0

is considered. By means of simple scaling of the upper integration limit t, the general problem of evaluating (2) can easily be
reduced to the problem of evaluating (5). In particular, it can readily be shown that
0 It f ¼ ta 0 Ia1 f s ; f s ðsÞ ¼ f ðstÞ: ð6Þ
In order to evaluate (5), a family of orthogonal sets of quasi-polynomials with arbitrary commensurate powers
b > 0 is designed first. The orthogonality is understood in the sense of fractional integration of order a with upper limit equal
to 1,
a ðaÞ ðaÞ
0 I1 Pn;b Pm;b ¼ 0; n – m; ð7Þ
208 M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219

where P n;b denotes orthogonal b-polynomial of order n. The symbol ðaÞ in the upper right index simply denotes the order of
the fractional integration used to define orthogonality.
Second, using designed orthogonal quasi-polynomials, a family of Gaussian quadrature formula

ða Þ ðaÞ
0 I1 f  Ai;b f ðti;b Þ ð8Þ

is proposed. A formula of order n can be chosen from this family such that it is accurate for any b-polynomial integrand of
ðaÞ ðaÞ
order 2n þ 1 or less. Both quadrature coefficients Ai;b and grid points t i;b are functions of the integration order a and the com-
mensurate power b. Thus, the commensurate power can be chosen in such a way that the integration error is minimized,
even if the considered class of integrands can not be represented exactly by a quasi-polynomial of a finite order.
The rest of the paper is organized as follows. Interpolation by means of quasi-polynomials is considered in the following
Section 2. Generalized Hermitean quadratures are considered and an error estimate is provided by Theorem 1. A short com-
ment on the quasi-polynomial Lagrange interpolation is also given. Hermitean and Gaussian quasi-polynomial quadratures
are developed in Section 3. The quadrature error has been investigated in Theorem 2. The main results of the paper are pre-
sented in Sections 4 and 5, presenting a new class of orthogonal polynomials and related novel Gaussian quadrature formu-
las, respectively. The existence of the proposed orthogonal quasi-polynomial families is established by Theorem 3, and the
localization of their roots by Theorem 4. Concluding remarks are given in Section 6.

2. Interpolation by means of quasi-polynomials

Let us consider the problem of approximating a mapping f : ½0; T ! R with known function values f ðti Þ ¼ fi and values of
the first derivatives dtd f ðt i Þ ¼ g i at distinct node points t i ; i 2 f0; . . . ; ng, such that
0 6 t 0 <    < t n 6 T:
Consider the auxiliary function

ðtb  t b0 Þ    ðt b  t bi1 Þðt b  t biþ1 Þ    ðt b  t bn Þ

pi;b ðtÞ ¼ ; ð9Þ
ðtbi  t b0 Þ    ðt bi  t bi1 Þðt bi  t biþ1 Þ    ðt bi  t bn Þ

where i 2 f0; . . . ; ng and b > 0. It is not difficult to see that pi;b is a b-polynomial of order n, with zeros located at interpolation
nodes tj (j – i). More precisely,

1; i ¼ j;
pi;b ðt j Þ ¼ di;j ¼ ; ð10Þ
0; i–j
with di;j denoting the Kronecker d-symbol. Let us also define auxiliary functions
pi;b ðt i Þ  t b  t bi  2
ui;b ðtÞ ¼ 1  2 dt pi;b ðtÞ ; ð11Þ
b t b1

t b  t bi pi;b ðt Þ
v i;b ðtÞ ¼ ð12Þ
b t b1

satisfying the following properties for any i; j 2 f0; 1; . . . ; ng

ui;b ðtj Þ ¼ di;j ; ui;b ðt j Þ ¼ 0; ð13Þ

v i;b ðtj Þ ¼ 0; v i;b ðtj Þ ¼ di;j : ð14Þ
The appropriate interpolating b-polynomial of order 2n  1 is
n X
Hn;b ðtÞ ¼ ui;b ðtÞfi þ v i;b ðtÞg i : ð15Þ
k¼0 k¼0

Quasi-polynomial (15) is denoted as the interpolating Hermite b-polynomial. An example of Hermitean interpolation
with b ¼ 0:5 is presented in Fig. 1. Note that the same set of points, with the same derivative values, could have been
interpolated using quasi-polynomial of any commensurate order b. The behavior of such approximations between the
node t i points would differ considerably. Different choices of b may be particularly suitable for each specific range of
M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219 209

Fig. 1. Hermite quasi-polynomial interpolating points ð1; 1Þ; ð2; 1Þ and ð3; 1Þ and with derivative values 1; 1 and 0, respectfully. The commensurate
order b ¼ 12 was utilized. The derivative of the interpolating polynomial is also shown.

Definition 1. A real-valued mapping f : ½0; T ! R is said to be of class Bn;b ðMÞ if:

(a) The auxiliary mapping f : ½0; T b  ! R, defined as

f ðxÞ ¼ f ðp ffiffiffi
xÞ; for all x 2 ½0; T b  ð16Þ
is n-times differentiable.
(b) The nth derivative of the auxiliary f is bounded with upper bound M, i.e.


dx f ðxÞ
< M: ð17Þ

Theorem 1. Assume that f : ½0; T ! R is of class B2nþ2;b ðMÞ. Assume that f has been evaluated, together with its first derivative, at
n þ 1 distinct points t i , and let f ðti Þ ¼ fi and dtd f ðti Þ ¼ g i for all i 2 f0; . . . ; ng. The following statements hold for the Hermitean inter-
polating polynomial (15):

(a) Hn;b ðtÞ is the unique b-polynomial of order 2n þ 1 such that Hn;b ðti Þ ¼ f ðt i Þ ¼ fi and dtd Hn;b ðt i Þ ¼ f_ ðt i Þ ¼ g i for all
i 2 f0; . . . ; ng
(b) Let us denote the approximation error by EHn;b ðtÞ ¼ f ðtÞ  Hn;b ðtÞ. The following error bound holds
M  2
jEHn;b ðtÞj 6 pn;b ðtb Þ ð18Þ
ð2n þ 2Þ!
pnþ1;b ðtÞ ¼ ðtb  tb0 Þðtb  tb1 Þ    ðtb  tbn Þ: ð19Þ

Proof. Introduce the auxiliary polynomial f ðxÞ ¼ f ð b xÞ and xi ¼ t bi . Note that f ðxi Þ ¼ f ðti Þ ¼ fi and also that
df ðxÞ df ð b xÞ df ðtÞ 1 1b1 df ðtÞ 1
¼ ¼ x ¼ : ð20Þ
dx dx dt b dt bt b1

df ðxi Þ df ðt i Þ 1 1
¼ ¼ g i b1 : ð21Þ
dx dt bt b1
i bt i
It can readily be verified that by introducing the substitution x ¼ t b into the classical Hermitean polynomial interpolating
f ðxÞ, one obtains the Hermitean b-polynomial interpolating f ðtÞ. To see this, note that
210 M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219

dp ðxi Þ
 i ðxÞ ¼
u 1  2ðx  xi Þ i ðpi ðxÞÞ2 ; ð22Þ
dpi;b ðti Þ 1
¼ 1  2ðt b  t bi Þ ðpi;b ðtÞÞ2 ¼ ui;b ðtÞ ð23Þ
dt btb1

and similarly,

v i ðxÞ ¼ ðx  xi Þðpi ðxÞÞ2 ¼ ðtb  tbi Þðpi;b ðtÞÞ2 ¼ btb1

i v i;b ðtÞ: ð24Þ
df ðxi Þ
The classical interpolating polynomial of f , such that f ðxi Þ ¼ fi and dx
¼ g i btb1 is
n X
 n ðxÞ ¼
H ui ðxÞfi þ v i ðxÞgi :
i¼0 i¼0 bt i
 n ðxÞ.
Introducing the appropriate substitutions, one readily obtains Hn;b ðtÞ ¼ H
The uniqueness of such an interpolating polynomial now follows as a classical result. The approximation error can be
found by noting that

H ðxÞ ¼ f ðtÞ  H
EHn;b ðtÞ ¼ f ðtÞ  Hn;b ðtÞ ¼ E  n ðtÞ; ð25Þ

assuming naturally that x ¼ t ; xi ¼ b
tbi , and also that dx
1 b
¼ g i btb1 . By a classical result, there exists n 2 ½0; T  such that
 d 2nþ2 
f ðnÞ
H ðxÞ ¼ dx
En ðpn ðxÞÞ2 :
ð2n þ 2Þ!


d 2nþ2 

The error bound (18) now follows directly by noting that

dx f ðnÞ
< M and pn ðxÞ ¼ pn;b ðtÞ. h

Remark 1. Assuming that the interpolating quasi-polynomial needs to be computed on the basis of function values only, it is
not hard to see that the appropriate interpolating quasi-polynomial is
Ln;b ðtÞ ¼ pi;b ðtÞfi : ð26Þ

We refer to (26) as the Lagrange interpolating b-polynomial. By simple consideration, it is not hard to see that the approx-
imation error ELn;b ðtÞ ¼ f ðtÞ  Ln;b ðtÞ is bounded by
jELn;b ðtÞj 6 jpnþ1;b ðtÞj ð27Þ
ðn þ 1Þ!
provided that f 2 Bnþ1;b ðMÞ, for some M > 0.

3. Hermitean and Gaussian quasi-polynomial quadratures

3.1. Hermitean quadratures

By means of a classical Hermitean formula, the value of an integral of a function is evaluated numerically by exact inte-
gration of the corresponding Hermitean interpolating polynomial. In the present paper, a generalization of this approach to
the case of fractional integration is presented. The proposed formulas are obtained by exact fractional integration of the cor-
responding Hermitean quasi-polynomial.
Consider a real-valued mapping f : ½0; T ! R. Assume that values of f and its first derivative dtd f are known at distinct
points t i ; i 2 f0; . . . ; ng, and let f ðt i Þ ¼ fi and dtd f ðt i Þ ¼ g i . Quadrature formula


0 IT f  Ai;b;a fi þ Bi;b;a g i ð28Þ

will be called Hermitean quasi-polynomial quadrature if it gives exact values of the fractional integral of order a for f being
any b-polynomial of order less or equal to 2n  1.
By direct evaluation of the fractional integral of order a of the Hermitean approximation (15), one obtains
Ai;b;a ¼ 0 IaT ui;b ; ð29Þ

Bi;b;a ¼ 0 IaT v i;b : ð30Þ

The following Theorem gives an error bound when using (28)–(30) to numerically compute fractional integrals of non-quasi-
polynomial integrands.
M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219 211

Theorem 2. Denote by E H n;b the error when using (28)–(30) to evaluate fractional integral of order
a; EH ¼ 0 IT f  ni¼0 Ai;b;a fi þ Bi;b;a g i . If f : ½0; T ! R is a function of class B2nþ2;b ðMÞ then the following upper bound on the
approximation error holds
M  2
jE Hn;b j 6 j0 Ia pn;b ðt b Þ j: ð31Þ
ð2n þ 2Þ! T

Proof. The claim follows immediately by noting that the integration error is in fact equal to the fractional integral of the
approximation error (18). h

3.2. Gaussian quadratures using quasi-polynomials

Gaussian quadratures are special case of Hermitean ones in which the quadrature nodes are selected so that the coeffi-
cients Bi;b;a multiplying derivative values of the integrand are equal to zero. Thus, by choosing quadrature nodes in a specific
manner, one obtains a quadrature formula of order 2n þ 1 using only integrand values at n þ 1 distinct nodes.
In particular, if
"  2 #
tb  t bi pi;b ðt Þ
Bi;b;a ¼ 0 IaT v i;b ¼ 0 IaT ¼ 0; ð32Þ
b t b1

then Hermitean quadrature (28) reduces to

0 IT f  Ai;b fi ð33Þ
with quadrature coefficients Ai;b ¼ Ai;b;a given by (29). Quadrature formula (33) will be denoted as Gaussian quasi-polyno-
mial quadrature formula.
The condition (32) implies that the quadrature nodes should be chosen as zeros of a special class of b-polynomials that are
orthogonal with respect to the a-integration operator. Such orthogonal polynomials are further investigated in the following
Section 4.

ða Þ
Remark 2. In a numerical setting, direct evaluation of quadrature coefficients Ai;b using (29) is often not appropriate. It is
much more convenient to require that (33) hold for all b-monomials of order up to 2n  1,

a jb Cðjb þ 1Þ X
0 I1 t ¼ ¼ A t jb ; j ¼ 0; . . . ; N  1: ð34Þ
Cðjb þ a þ 1Þ i¼0 i;b i

In the above expression, ti are the grid points. In an error-free setting expression 34 would be valid for N ¼ 2n, and one could
choose arbitrary n equations to solve for Ai;b . In practice, due to round-off errors and similar computational imperfections,
Eq. (34) are satisfied with small errors. Thus, it is best to use all 2n þ 1 equation and solve them in the mean-square sense.

4. A new class of orthogonal quasi-polynomials

Quasi-polynomials orthogonal with respect to the fractional integration operator 0 Ia1 will be considered next. A procedure
for explicit calculation of quasi-polynomial coefficients will be presented first in the following Section 4.1. An existence
results will be presented in the subsequent Section 4.2, together with a convenient result claiming that all roots of such
quasi-polynomials are simple and located within ð0; 1Þ. Finally, some examples of orthogonal quasi-polynomials are pre-
sented in Section 4.3.

4.1. A method for computing coefficients of orthogonal quasi-polynomials

Let us investigate the conditions under which a set of b-polynomials

ðaÞ ðaÞ ðaÞ
Pn;b ðtÞ ¼ t nb þ an;b;n1 tðn1Þb þ    þ an;b;0 ð35Þ

is orthogonal with respect to the fractional integration operator 0 Ia1 , i.e. the conditions under which (7) is satisfied. Without
loss of generality, all polynomials are assumed to be monic, i.e. the leading coefficient is assumed to be one. Also without loss
of generality, only orthogonality with respect to fractional integration on the unit interval is considered. b-polynomials frac-
tionally orthogonal over more general intervals are obtained by simple scaling, as demonstrated by (6).
To emphasize the generality of our results, and also to enhance clarity of the presentation, the coefficient of the orthog-
onal b-polynomial of order n multiplying factor t ib is denoted as an;b;i . The upper right index ðaÞ denotes that the orthogonal-
ity is understood in the sense of the fractional integral of order a.
212 M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219

It is clear that a b-polynomial of order n will be orthogonal to all b-polynomials of lower order if and only if it is orthog-
onal to all b-monomials of order up to n  1. The condition (7) can thus be replaced by
a ðaÞ
0 I1 Pn;b ðtÞt ib ¼ 0; i < n: ð36Þ
In order to obtain explicit expressions for evaluation of coefficients an;b;i , let us introduce
Z 1
MðcaÞ ¼ 0 Ia1 t c ¼ tc ð1  tÞa1 dt: ð37Þ
CðaÞ 0

By recalling the definition and basic properties of Euler’s Beta function [8,32]
Z 1
Bðx; yÞ ¼ t x1 ð1  tÞy1 dt ¼ ; ð38Þ
0 Cðx þ yÞ
it readily follows that
1 Cðc þ 1Þ
MðcaÞ ¼ Bðc þ 1; aÞ ¼ : ð39Þ
CðaÞ Cðc þ a þ 1Þ
By utilization of (37), the condition (36) reduces to
ðaÞ ðaÞ ðaÞ ða Þ ðaÞ
an;b;0 M ib þ . . . þ an;b;n1 Mðiþn1Þb þ M ðiþnÞb ¼ 0; i < n: ð40Þ

The obtained expressions can be rewritten in a more compact matrix form as

ða Þ ðaÞ
Mn;b aan;b ¼ mn;b ; ð41Þ

2 ða Þ ðaÞ
M0  Mðn1Þb
6 7
ðaÞ 6 .. .. .. 7
Mn;b ¼6 . . . 7; ð42Þ
4 5
ðaÞ ða Þ
M ðn1Þb  Mð2n2Þb
2 ðaÞ
3 2 ðaÞ
an;b;0 MðnÞb
6 7 6 7
6 .. 7 ðaÞ 6 .. 7
aan;b ¼6 . 7; mn;b ¼6 . 7: ð43Þ
4 5 4 5
ðaÞ ðaÞ
an;b;n1 M ð2n1Þb
It is clear now that the desired family of orthogonal polynomials exists if and only if matrices Mn;b are regular (invertible). In
the present work, however, the existence of the orthogonal quasi-polynomials is investigated in an alternative way – by
reducing them to the classical orthogonal polynomials with suitably chosen weight function. This approach facilitate for
direct derivation of related recurrent polynomial relations and a number of associated properties. Expression (41) is still very
useful for numerical evaluation of b-polynomial coefficients.

4.2. The existence of the proposed class of orthogonal quasi-polynomials

Denote by L2 ð0; 1Þ the set of square integrable real-valued functions in the Lebesgue sense over the interval ð0; 1Þ. Let
f 2 L2 ð0; 1Þ and g 2 L2 ð0; 1Þ be arbitrary, and let p 2 L2 ð0; 1Þ be non-negative (i.e. pðxÞ P 0 for all x).
The inner product of f and g with weight function p will be defined as
Z 1
< f ; g>p ¼ pðxÞf ðxÞgðxÞdx: ð44Þ

A family of polynomials P k (k ¼ 0; 1; . . .) is said to be orthogonal in the sense of (44) if for all i – j hPi ; Pj ip ¼ 0.
The following classical constructive result establish the existence of family of classical polynomials orthogonal with
respect to the inner product (44).

Lemma 1 [33]. For any non-negative valued p 2 L2 ða; bÞ there exists a family of monic polynomials P k (k ¼ 0; 1; . . .) such that
hPi ; P j ip ¼ 0; i – j: ð45Þ

These polynomials are uniquely determined by the following recursion

P0 ðxÞ ¼ 1; ð46Þ
M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219 213

hxPk ; Pk ip hPk ; Pk ip
Pkþ1 ðxÞ ¼ x Pk ðxÞ  Pk1 ðxÞ: ð47Þ
hPk ; Pk ip hPk1 ; Pk1 ip
The existence of the orthogonal set of quasi-polynomials can now be readily established.

ða Þ
Theorem 3. There exists a family of b-polynomials Pn;b ðtÞ ¼ PnðaÞ ðtb Þ satisfying (7). These quasi-polynomials can be obtained
recursively by means of
P0 ðxÞ ¼ 1; ð48Þ
ðaÞ hxPk ; Pk ip ðaÞ hPk ; Pk ip ðaÞ
Pkþ1 ðxÞ ¼ x Pk ðxÞ  P ðxÞ ð49Þ
hPk ; Pk ip hPk1 ; Pk1 ip k1

1 a1
1 ð1  xb Þ
pðxÞ ¼ : ð50Þ
CðaÞ b1
bx b

Proof. Consider the orthogonality condition (7); explicitly it reads

Z 1
PðnaÞ ðt b ÞPðmaÞ ðt b Þð1  sÞa1 ds ¼ 0; m – n:
CðaÞ 0

By substituting x ¼ tb , one obtains

Z 1
1 1 a1 dx
PðnaÞ ðxÞPðmaÞ ðxÞð1  xb Þ ¼ 0; m – n:
CðaÞ 0 bx

It is now obvious that orthogonality condition (7) reduces to the classical orthogonality condition (45), with weight function
p given by (50). Note also that this weight is square-integrable on (0, 1) and non-negative, thus P k ðxÞ exists as classical
orthogonal polynomials according to Lemma 1. h

Remark 3. Note that the recursive relation (49) can be rewritten in a more compact form, without explicit occurrence of the
weight function p given by (50). In fact, since
ðaÞ ðaÞ
hP ðmaÞ ; PðnaÞ ip ¼ 0 Ia1 Pm;b Pn;b

recursion (49) becomes

0  1  
ðaÞ ðaÞ
a a ðaÞ ðaÞ
t b Pk;b Pk;b
0 I1 0 I 1 P k;b P k;b
ðaÞ a aÞ
¼ @t   APk;b ðtÞ  
ð Þ
Pkþ1;b ðtÞ b
  P ðk1 ðxÞ:
a ðaÞ ðaÞ a ðaÞ ðaÞ
0 1 P P
k;b k;b I
0 1 P k  1; bP k1;b

We also recall the following classical result:

Lemma 2 [33]. All roots of monic polynomial Q k belonging to orthogonal family with respect to (45) are real, simple, and lie in
ð0; 1Þ.
As a direct consequence, one can easily prove the following claim.

ða Þ
Theorem 4. Each orthogonal quasi-polynomials Pk ðtb Þ has exactly k real roots, each of which is simple and lie in ð0; 1Þ.

Proof. Since Pk ðxÞ is a classical orthogonal polynomial, Lemma 2 claims that all of its roots are real, simple and lie in ð0; 1Þ.
The claim now follows by noting that x ¼ tb , which is a bijective function mapping ð0; 1Þ to itself. h

4.3. Some examples of orthogonal b-polynomials

For illustration purposes, let us explicitly compute first few orthogonal quasi-polynomials for some specific values of inte-
gration order a, and commensurate polynomial order b. Classical polynomials (b ¼ 1) orthogonal with respect to the frac-
tional integration of order a are given in (51).
214 M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219

P0;1 ðtÞ ¼ 1;
ðaÞ 1
P1;1 ðtÞ ¼  þ t;
ðaÞ 2 4
P2;1 ðtÞ ¼  t þ t2 ; ð51Þ
ða þ 2Þða þ 3Þ a þ 3
ðaÞ 6 18 9 2
P3;1 ðtÞ ¼  þ t t þ t3 ;
ða þ 3Þða þ 4Þða þ 5Þ ða þ 4Þða þ 5Þ aþ5

Quasi-polynomials with different commensurate order b orthogonal with respect to the classical integral (a ¼ 1) are pre-
sented in (52).
P0;b ðtÞ ¼ 1;

ð1Þ 1
P1;b ðtÞ ¼  þ tb ;

ð1Þ bþ1 2ðb þ 1Þ b

P2;b ðtÞ ¼ 2
 t þ t 2b ; ð52Þ
6b þ 5b þ 1 3b þ 1

ð1Þ 2b2 þ 3b þ 1 3ð2b2 þ 3b þ 1Þ b 3ð2b þ 1Þ 2b

P3;b ðtÞ ¼  þ t  t þ t3b ;
60b þ 47b þ 12b þ 1 2 ð4a þ 1Þð5a þ 1Þ 5b þ 1


Quasi-polynomials of order 1, 2, and 3 with commensurate order b ¼ 12, orthogonal with respect to semi-integral (a ¼ 12) are
presented in Fig. 2.

5. The proposed novel fractional Gaussian quadratures

Considerations of the last two sections enable us to construct a continuum of approximate fractional integration formu-
las. First, by means of (6), each numerical integration problem is first reduced to the equivalent problem in which the upper
terminal is 1. Second, given any positive real a, a quadrature formula

ða Þ ðaÞ
0 I1 f  Ai;b f ðti;b Þ ð53Þ

is designed in the following way

Fig. 2. (Left) Quasi-polynomials of commensurate order b ¼ 12, orthogonal with respect to the fractional integral of order a ¼ 12 over interval ð0; 1Þ. (Right)
Quasi-polynomials of commensurate order b ¼ 14, orthogonal with respect to the classical first order integral (a ¼ 1) over interval the same interval.
Diagrams show quasi-polynomials with different order n. Notice that the quasi-polynomial of order n has exactly n zero-crossings on ð0; 1Þ.
M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219 215

1. Choose b such that the integrand under consideration is naturally approximated by a b-polynomial. Choose n so that
the integration error given by Theorem 2 is acceptable.
2. Compute the coefficients of a b-polynomial P n;b by solving the system of linear equations given by (41), or equiva-
lently by solving recurrence (48) and (49).
ðaÞ ðaÞ
3. Compute the quadrature nodes ti;b (i 2 f0; 1; . . . ; ng) as roots of the quasi-polynomial P n;b computed in the previous
4. Compute quadrature coefficients Ai;b (i 2 f0; 1; . . . ; ng) according to (29). Equivalently, one can also obtain quadrature
coefficients by solving system of linear equation (34). The later is the preferred approach in a numerical setting.
5. Apply (53) to obtain the desired approximation.

5.1. Notes on numerical accuracy and stability

Step 2 of the proposed scheme, the evaluation of the appropriate b-polynomial P n;b , can be computed in a numerically
efficient and stable manner. The same is also true for the computation of the quadrature coefficients Ai;b in Step 4. Step 3,
however, involves finding zeros of b-polynomials. As such, it is numerically unstable and must be approached with care.
One solution would be to embed our approach into the classical theory of Gaussian integration. Notably, by substitution
x ¼ tb and introducing the weight function (50) one is free to utilize the Golub–Welsch algorithm [34] which provides a
numerically stable and well-conditioned alternative. More recent related work can for example be found in publications
of Milovanović and co-authors [35–38,3] and others, i.e. [39,40]. The related software for precise evaluation of Gaussian
quadratures is described in [41,42], (see also
In a numerical setting, high degrees of accuracy can be obtained by storing the desired grid-points ti;b and quadrature
coefficients Ai;b in advance using some high-precision computational engine. The quadrature formula in Step 4 can then
be evaluated safely and efficiently even on a standard, double precision numerical platform. The examples in the sequel will
reveal, however, that by proper choice of the commensurate order b good accuracy can be obtained even in a pure IEEE dou-
ble-precision numerical environment (i.e. by implementing all steps of the proposed scheme without variable-precision
numerical engine such are MAPLE or MATHEMATICA).

5.2. Numerical examples

Consider a function
pffiffi  pffiffi
f ðtÞ ¼ et erfc t ¼ E1;1  t ð54Þ

with erfc and Ea;b being the well-known complementary error-function and two-parameter Mittag–Leffler function, respec-
tively [6]. Functions of this form are quite common in the field of fractional calculus. In particular, (54) is the step-response of
a linear process described by a fractional transfer function

Fig. 3. Logarithm of the absolute integration error when evaluating semi-integral (a ¼ 12) function (54) with quadrature formula (53) using different choices
of b. Figure in the left shows accuracy of the quadrature formula of order n ¼ 1, where the figure in the right depict accuracy of the quadrature formula of
order n ¼ 3.
216 M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219

GðsÞ ¼ pffiffi : ð55Þ
The semi-integral of (54) can readily be evaluated analytically,

0 I1 f ¼ e  erf ð1Þ  e þ 1: ð56Þ


By the series expansion of the Mittag–Leffler function,

Ea;b ðtÞ ¼ ; ð57Þ
Cðak þ bÞ

it readily follows that

 pffiffi X1
f ðtÞ ¼ E1;1  t ¼  : ð58Þ
C 2k þ 1

Fig. 4. Logarithm of the absolute integration error when evaluating first-order integral (a ¼ 1) function (54) with quadrature formula (53) using different
choices of b. Figure in the left shows accuracy of the quadrature formula of order n ¼ 1, where the figure in the right depict accuracy of the quadrature
formula of order n ¼ 3.

Fig. 5. Logarithms of absolute errors for various quadrature orders and for different values of b when evaluating semi-integral of (54). All approximations
were obtained using standard, IEEE double precision arithmetic.
M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219 217

Table 1
Logarithm of the absolute error when evaluating 0 I0:5
1 J 0:5 ðtÞ, where J n ðtÞ is the Bessel function of the first kind with. All computations were performed using IEEE
double precision arithmetic.

N¼1 N¼2 N¼3 N¼4 N¼5 N¼6 N¼7 N¼8 N¼9 N ¼ 10

b ¼ 0:1 2.589 2.081 2.853 3.884 5.443 5.401 6.072 6.974 6.578 8.163
b ¼ 0:2 2.008 2.261 3.418 5.113 5.485 6.636 8.659 9.021 10.116 9.987
b ¼ 0:3 1.791 2.486 4.286 5.086 6.423 8.040 8.526 8.951 9.390 9.757
b ¼ 0:4 1.662 2.748 4.460 5.392 6.285 6.794 7.231 7.617 7.962 8.288
b ¼ 0:5 1.572 3.001 4.634 6.661 8.252 10.858 12.220 15.477 15.955 15.477
b ¼ 0:6 1.504 3.091 4.220 4.697 5.131 5.491 5.798 6.067 6.306 6.517
b ¼ 0:7 1.451 2.951 3.643 4.119 4.498 4.812 5.080 5.314 5.522 5.700
b ¼ 0:8 1.408 2.739 3.304 3.733 4.070 4.349 4.587 4.794 4.978 5.148
b ¼ 0:9 1.372 2.547 3.057 3.443 3.747 3.998 4.212 4.398 4.562 4.705
b ¼ 1:0 1.341 2.387 2.861 3.214 3.491 3.719 3.913 4.082 4.232 4.388

Table 2
Logarithm of the absolute error when evaluating 0 Ia1 J0:5 ðtÞ with fixed b ¼ 0:25. Jn ðtÞ is the Bessel function of the first kind with. All computations were performed
using IEEE double precision arithmetic.

N¼1 N¼2 N¼3 N¼4 N¼5 N¼6 N¼7 N¼8 N¼9 N ¼ 10

a ¼ 0:1 1.980 2.831 4.376 5.395 6.459 8.244 9.197 10.369 12.036 12.990
a ¼ 0:2 1.825 2.585 4.090 5.152 6.194 7.948 8.942 10.103 11.895 12.771
a ¼ 0:3 1.796 2.467 3.935 5.038 6.059 7.784 8.817 9.964 11.769 12.540
a ¼ 0:4 1.822 2.402 3.837 4.979 5.980 7.678 8.747 9.879 11.619 12.585
a ¼ 0:5 1.883 2.368 3.773 4.951 5.931 7.605 8.709 9.828 11.586 12.728
a ¼ 0:6 1.973 2.353 3.731 4.945 5.904 7.556 8.693 9.797 11.512 12.576
a ¼ 0:7 2.092 2.351 3.705 4.953 5.892 7.523 8.691 9.782 11.490 12.690
a ¼ 0:8 2.250 2.360 3.691 4.973 5.891 7.503 8.702 9.779 11.487 12.860
a ¼ 0:9 2.474 2.377 3.687 5.003 5.900 7.494 8.722 9.786 11.474 12.707
a ¼ 1:0 2.863 2.401 3.692 5.040 5.916 7.493 8.751 9.800 11.478 12.906

It seems natural to approximate this function using quasi-polynomials of orthogonal order 12. Fig. 3-Left shows the logarithm
of the absolute integration error when evaluating the semi-integral f using quasi-polynomials of order n ¼ 1 for various val-
ues of commensurate order b. As it is seen from the figure, the choice b ¼ 12 is indeed a solid one, yet not the best one avail-
able. A distinct error minimum is obtained for b  100 . A similar case is seen in Fig. 3-Right depicting the integration error in
the case n ¼ 3. There are multiple local error minimums, one of which actually being b ¼ 12. The best approximation is
obtained for b  100 . In both cases, a significant error reduction can be obtained by the right choice of b. Notice also that
the classical choice of b ¼ 1 is, in fact, the worst one in this particular case. For n ¼ 3 the optimal choice of the commensurate
order reduces the integration error by approximately 6 orders of magnitude!
The proper choice of the commensurate order b is equally important when evaluating the classical, first-order integrals
(a ¼ 1). This can clearly be seen from the diagrams in Fig. 4. Again, an optimal choice of b improves accuracy for several
orders of magnitude, and again the classical choice of b ¼ 1 is, in fact, the least favorable one.
In order to illustrate the effectiveness of the proposed schemes when utilized, logarithms of absolute errors for various
quadrature orders and for different values of b are shown in Fig. 5. The results shown in this figure were obtained using stan-
dard IEEE double precision arithmetic with machine accuracy   2:22  1016 .
To further illustrate the performance of the proposed scheme when applied using the standard IEEE double precision
arithmetic, consider Bessel function of the first kind, J n . Accuracy of the proposed method when evaluating semi-integrals
of J n with quadrature orders up to 10, and for various values of b is shown in Table 1. For most values of b, error saturates
for large N. This is a direct consequence of accumulated round-off errors (note the oscillation of error values for b ¼ 0:5 and
N ¼ 8; 9 and 10). By choosing b properly errors are converging to machine accuracy. Note that the reported error levels are
quite acceptable for most engineering applications. If higher levels of accuracy are required, one must resort to high precision
arithmetic, and to techniques outlined in Section 5.2. Table 2 reports accuracy of the proposed method applied to J 0:5 ðtÞ for
fixed value of b ¼ 0:25, but for various order of the integration order a.

6. Conclusions

A novel class of fractionally orthogonal quasi-polynomials has been developed and investigated. These quasi-polynomials
are then utilized for development of suitable Gaussian quadratures for numerical evaluation of fractional integrals. The pro-
posed quadratures are highly efficient and flexible, since the commensurate order of the interpolating quasi-polynomials can
be selected freely and fine-tuned for a particular class of problems. As a secondary result, novel class of Lagrangian and
Hermitean interpolation formulas, as well as a class of Hermitean numerical integration formulas have been developed.
218 M.R. Rapaić et al. / Applied Mathematics and Computation 245 (2014) 206–219

By choosing a ¼ 1 and selecting arbitrary values of the commensurate order b one can obtain novel formulas for the
numerical evaluation of integer order integrals as well. By an appropriate selection of the commensurate order one can
reduce the integration error considerably even in this classical case, as was demonstrated by an example of Section 5.2.
Consequent research will concentrate on the investigation of further properties of the developed class of fractionally
orthogonal quasi-polynomials, in particular further research will address their generating functions. Applications of the
Golub–Welsch algorithm for efficient computation of the proposed quadrature formulas should also be investigated further.
It is also interesting to consider quasi-polynomials orthogonal to more general infinite dimensional operators, as well as the
utilization of such polynomial in solving fractional differential equations, simulation and identification of fractional order


The authors wish to express their gratitude to prof. dr Gradimir V. Milovanović, Member of the Serbian Academy of
Science and Arts, on his numerous suggestions and insights that considerably contributed to our work.
M.R. Rapaić and T.B. Šekara were partially supported by the Ministry of Education, Science and Technological Develop-
ment of Republic of Serbia, Grants Nos. TR32018 and TR33013. (MRR) and TR33020 (TBŠ).


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