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The problem of constructing unsaturated quadrature formulae on an interval Full article

Journal Sbornik Mathematics
ISSN: 1064-5616 , E-ISSN: 1468-4802
Output data Year: 2019, Volume: 201, Number: 1, Pages: 24-58 Pages count : 35 DOI: 10.1070/SM8984
Tags exponential convergence; quadrature formula; roundoff error; unsaturation; well conditioning
Authors Belykh V.N. 1
Affiliations
1 Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, Novosibirsk, Russian Federation

Abstract: Unsaturated quadrature formulae are constructed which are well conditioned on the finite interval I = [-1, 1] with Lp[I]-weight function, 1 < p < ∞. A specific feature of such formulae is the absence of the principal error term, which ensures that they can be automatically readjusted (with an increased number of nodes) to any excessive (extraordinary) amount of smoothness of the integrands. All the key parameters of quadratures (the nodes, the coefficients and the condition number) are evaluated within a single general approach based on the solution of a number of special boundary-value problems in the theory of meromorphic functions in the unit disc. For particular weight functions, which have important applications, algorithms for evaluating all the parameters of the quadratures efficiently are put forward. For C∞-smooth integrands, an answer is given with an absolutely sharp exponential error estimate. The sharpness of the estimate is secured by the asymptotic behaviour of the Alexandrov n-width of a compact set of C∞-smooth functions, which goes to zero exponentially (as the number of nodes goes off to infinity). © 2019 Russian Academy of Sciences (DoM), London Mathematical Society, Turpion Ltd.
Cite: Belykh V.N.
The problem of constructing unsaturated quadrature formulae on an interval
Sbornik Mathematics. 2019. V.201. N1. P.24-58. DOI: 10.1070/SM8984 WOS Scopus OpenAlex
Original: Белых В.Н.
К проблеме конструирования ненасыщаемых квадратурных формул на отрезке
Математический сборник. 2019. Т.210. №1. С.27-62. DOI: 10.4213/sm8984 OpenAlex
Identifiers:
Web of science: WOS:000462302200002
Scopus: 2-s2.0-85066266598
OpenAlex: W2900762019
Citing:
DB Citing
Scopus 5
OpenAlex 5
Web of science 5
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