Simple Cubature Formulas with High Polynomial Exactness

Springer Science and Business Media LLC - Tập 15 - Trang 499-522 - 1999
Erich Novak1, Klaus Ritter2
1Mathematisches Institut, Universität Erlangen-Nürnberg, Erlangen, Germany
2Fakultät für Mathematik und Informatik, Universität Passau, Passau, Germany

Tóm tắt

We study cubature formulas for d -dimensional integrals with arbitrary weight function of tensor product form. We present a construction that yields a high polynomial exactness: for fixed degree, the number of knots depends on the dimension in an order-optimal way. The cubature formulas are universal: the order of convergence is almost optimal for two different scales of function spaces. The construction is simple: a small number of arithmetical operations is sufficient to compute the knots and the weights of the formulas.