Legendre-Gauss-Lobatto grids and associated nested dyadic grids Kolja Brix Claudio Canuto Wolfgang Dahmen Abstract Legendre-Gauss-Lobatto (LGL) grids play a pivotal role in nodal spectral methods for the numerical solution of partial di erential equations. They not only provide e cient high-order quadrature rules, but give also riseLegendre collocation differentiation in matlab . The following Matlab project contains the source code and Matlab examples used for legendre collocation differentiation. This script computes the Legendre-Gauss-Lobatto nodes and the corresponding Legendre differentiation matrix. For some problems, Legendre gives faster convergence than Chebyshev.

GAUSS-LEGENDRE QUADRATURE RULES 245 0 < p < 1. In a way very similar to the Legendre case, it may then be shown that the weights of that type of rules are positive, too. For p = 0, I see [2]. Istituto di Calcoli Numerici Università di Torino 10123 Torino, Italy 1. P. J. DAVIS & P. RABINOWITZ, Methods of Numerical Integration, Academic Press,