We consider the numerical integration $${\rm INT}_d(f)=\int_{\mathbb{B}^{d}}f(x)w_μ(x)dx $$ for the weighted Sobolev classes $BW^{r}_{p,μ}$ and the weighted Besov classes $BB_τ^r(L_{p,μ})$ in the randomized case setting, where $w_μ, \,μ\ge0,$ is the classical Jacobi weight on the ball $\Bbb B^d$, $1\le p\le \infty$, $r>(d+2μ)/p$, and $0<τ\le\infty$. For the above two classes, we obtain the orders of the optimal quadrature errors in the randomized case setting are $n^{-r/d-1/2+(1/p-1/2)_+}$. Compared to the orders $n^{-r/d}$ of the optimal quadrature errors in the deterministic case setting, randomness can effectively improve the order of convergence when $p>1$.
A theory of spline quadrature rules for arbitrary continuity class in a closed interval $[a, b]$ with arbitrary nonuniform subintervals based on semi-classical orthogonal Jacobi polynomials is proposed. For continuity class $c \ge 2$ this theory depends on a conjecture.
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 $L_{w^{α,β}}^1([-1,1])$.
Iterative methods with certified convergence for the computation of Gauss--Jacobi quadratures are described. The methods do not require a priori estimations of the nodes to guarantee its fourth-order convergence. They are shown to be generally faster than previous methods and without practical restrictions on the range of the parameters. The evaluation of the nodes and weights of the quadrature is exclusively based on convergent processes which, together with the fourth order convergence of the fixed point method for computing the nodes, makes this an ideal approach for high accuracy computati…
On Fast Implementation of Clenshaw-Curtis and Fejér-type Quadrature Rules
School of Mathematics and Statistics, Central South University（中南大学数学与统计学院）；School of Mathematics and Statistics, Huazhong University of Science and Technology（华中科技大学数学与统计学院）
Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian quadrature rules for three general classes of positive weight functions: analytic functions on a bounded interval with algebraic singularities at the endpoints, analytic weight functions on the halfline with exponential decay at infinity and an algebraic singularity at the finite endpoint, and analytic functions on the real line with exponential decay in both d…
Let $L_{q,μ},\, 1\le q<\infty, \ μ\ge0,$ denote the weighted $L_q$ space with the classical Jacobi weight $w_μ$ on the ball $\Bbb B^d$. We consider the weighted least $\ell_q$ approximation problem for a given $L_{q,μ}$-Marcinkiewicz-Zygmund family on $\Bbb B^d$. We obtain the weighted least $\ell_q$ approximation errors for the weighted Sobolev space $W_{q,μ}^r$, $r>(d+2μ)/q$, which are order optimal. We also discuss the least squares quadrature induced by an $L_{2,μ}$-Marcinkiewicz-Zygmund family, and get the quadrature errors for $W_{2,μ}^r$, $r>(d+2μ)/2$, which are also order optimal. Mean…
Optimal error estimates for Chebyshev approximations of functions with limited regularity in fractional Sobolev-type spaces
Department of Mathematics, Harbin Institute of Technology（哈尔滨工业大学数学系）；Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University（南洋理工大学物理与数学科学学院数学科学分部）；State Key Laboratory of Computer Science/Laboratory of Parallel Computing, Institute of Software, Chinese Academy of Sciences（中国科学院软件研究所计算机科学与技术国家重点实验室/并行计算实验室）
