An error estimate for the Gauss-Jacobi-Lobatto quadrature rule
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An error estimate for the Gauss-Lobatto quadrature formula for integration over the interval [-1, 1], relative to the Jacobi weight function w^α,β(t)=(1-t)^α(1+t)^β, α,β>-1, is obtained. This estimate holds true for functions belonging to some Sobolev-type subspaces of the weighted space L_w^α,β^1([-1,1]).
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