Related papers: New cubature formulae and hyperinterpolation in th…
We present a construction for improving numerical cubature formulas with equal weights and a convolution structure, in particular equal-weight product formulas, using linear error-correcting codes. The construction is most effective in low…
In numerical integration, cubature methods are effective, especially when the integrands can be well-approximated by known test functions, such as polynomials. However, the construction of cubature formulas has not generally been known, and…
This paper proves that given a doubling weight $w$ on the unit sphere $\mathbb{S}^{d-1}$ of $\mathbb{R}^d$, there exists a positive constant $K_w$ such that for each positive integer $n$ and each integer $N\geq \max_{x\in \mathbb{S}^{d-1}}…
The paper is devoted to the efficient computation of high-order cubature formulas for volume potentials obtained within the framework of approximate approximations. We combine this approach with modern methods of structured tensor product…
We give Chebyshev-type quadrature formulas for certain new weight classes. These formulas are of highest possible degree when the number of nodes is a power of 2. We also describe the nodes in a constructive way, which is important for…
Numerical integration formulas in $n$-dimensional Euclidean space of degree three are discussed. For the integrals with permutation symmetry we present a method to construct its third-degree integration formulas with $2n$ real points. We…
We introduce a new type of cubature formula for the evaluation of an integral over the disk with respect to a weight function. The method is based on an analysis of the Fourier series of the weight function and a reduction of the bivariate…
We propose, analyze, and implement a quadrature method for evaluating integrals of the form $\int_0^2 f(s)\exp(zs)\, {\rm d}s$, where $z$ is a complex number with a possibly large negative real part. The integrand may exhibit exponential…
This paper focuses on the approximation of continuous functions on the unit sphere by spherical polynomials of degree $n$ via hyperinterpolation. Hyperinterpolation of degree $n$ is a discrete approximation of the $L^2$-orthogonal…
Several problems of trigonometric approximation on a hexagon and a triangle are studied using the discrete Fourier transform and orthogonal polynomials of two variables. A discrete Fourier analysis on the regular hexagon is developed in…
Cubature rules on the triangle have been extensively studied, as they are of great practical interest in numerical analysis. In most cases, the process by which new rules are obtained does not preclude the existence of similar rules with…
We employ a multivariate extension of the Gauss quadrature formula, originally due to Berens, Schmid and Xu [BSX95], so as to derive cubature rules for the integration of symmetric functions over hypercubes (or infinite limiting…
We present Chebyshev type cubature rules for the exact integration of rational symmetric functions with poles on prescribed coordinate hyperplanes. Here the integration is with respect to the densities of unitary Jacobi ensembles stemming…
Let $d$ and $k$ be positive integers. Let $\mu$ be a positive Borel measure on $\mathbb{R}^2$ possessing finite moments up to degree $2d-1$. If the support of $\mu$ is contained in an algebraic curve of degree $k$, then we show that there…
We propose, analyze, and implement interpolatory approximations and Filon-type cubature for efficient and accurate evaluation of a class of wideband generalized Fourier integrals on the sphere. The analysis includes derivation of (i)…
This paper will devote to construct a family of fifth degree cubature formulae for $n$-cube with symmetric measure and $n$-dimensional spherically symmetrical region. The formula for $n$-cube contains at most $n^2+5n+3$ points and for…
Many applications require multi-dimensional numerical integration, often in the form of a cubature formula. These cubature formulas are desired to be positive and exact for certain finite-dimensional function spaces (and weight functions).…
The implied volatility is a crucial element of any financial toolbox, since it is used for quoting and the hedging of options as well as for model calibration. In contrast to the Black-Scholes formula its inverse, the implied volatility, is…
We consider the classical problem of computing the expected value of a real function $f$ of the $d$-variate random variable $X$ using cubature formul\ae. We use in synergy tools from Commutative Algebra for cubature rul\ae, from elementary…
We consider a sequence of composite bivariate Bernstein operators and the cubature formula associated with them. The upper bounds for the remainder term of the cubature formula are described in terms of moduli of continuity of order two.…