English

Modified Trapezoidal Product Cubature Rules. Definiteness, Monotonicity and a Posteriori Error Estimates

Numerical Analysis 2024-04-30 v1 Numerical Analysis Classical Analysis and ODEs

Abstract

We study two modifications of the trapezoidal product cubature formulae, approximating double integrals over the square domain [a,b]2=[a,b]×[a,b][a,b]^2=[a,b]\times [a,b]. Our modified cubature formulae use mixed type data: except evaluations of the integrand on the points forming a uniform grid on [a,b]2[a,b]^2, they involve two or four univariate integrals. An useful property of these cubature formulae is that they are definite of order (2,2)(2,2), that is, they provide one-sided approximation to the double integral for real-valued integrands from the class C2,2[a,b]={f(x,y):4fx2y2 continuous and does not change sign in (a,b)2}. \mathcal{C}^{2,2}[a,b]=\{f(x,y)\,:\,\frac{\partial^4 f}{\partial x^2\partial y^2}\ \text{continuous and does not change sign in}\ (a,b)^2\}. For integrands from C2,2[a,b]\mathcal{C}^{2,2}[a,b] we prove monotonicity of the remainders and derive a-posteriori error estimates.

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Cite

@article{arxiv.2404.17796,
  title  = {Modified Trapezoidal Product Cubature Rules. Definiteness, Monotonicity and a Posteriori Error Estimates},
  author = {Geno Nikolov and Petar Nikolov},
  journal= {arXiv preprint arXiv:2404.17796},
  year   = {2024}
}

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18 pages