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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…

Numerical Analysis · Mathematics 2023-05-03 Jan Felipe van Diejen , Erdal Emsiz

This contribution deals with an extension to our developed novel cubature methods of degrees 5 on Wiener space. In our previous studies, we have shown that the cubature formula is exact for all multiple Stratonovich integrals up to…

Mathematical Finance · Quantitative Finance 2022-04-25 Hossein Nohrouzian , Anatoliy Malyarenko , Ying Ni

The goal of the paper is to describe essentially optimal cubature formulas on compact Riemannian manifolds which are exact on spaces of band- limited functions.

Functional Analysis · Mathematics 2014-03-07 Isaac Z. Pesenson , Daryl Geller

The interpolation-regression approximation is a powerful tool in numerical analysis for reconstructing functions defined on square or triangular domains from their evaluations at a regular set of nodes. The importance of this technique lies…

Numerical Analysis · Mathematics 2025-08-12 Francesco Dell'Accio , Francisco Marcellán , Federico Nudo

In this article, we study multivariate polynomial interpolation and quadrature rules on non-tensor product node sets related to Lissajous curves and Chebyshev varieties. After classifying multivariate Lissajous curves and the interpolation…

Numerical Analysis · Mathematics 2017-08-23 Peter Dencker , Wolfgang Erb

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).…

Numerical Analysis · Mathematics 2022-05-27 Jan Glaubitz

We study two modifications of the trapezoidal product cubature formulae, approximating double integrals over the square domain $[a,b]^2=[a,b]\times [a,b]$. Our modified cubature formulae use mixed type data: except evaluations of the…

Numerical Analysis · Mathematics 2024-04-30 Geno Nikolov , Petar Nikolov

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)…

Numerical Analysis · Mathematics 2012-04-24 V. Dominguez , M. Ganesh

In this paper we present a new class of cubature rules with the aim of accurately integrating weakly singular double integrals. In particular we focus on those integrals coming from the discretization of Boundary Integral Equations for 3D…

Numerical Analysis · Mathematics 2022-04-07 A. Falini , T. Kanduč , M. L. Sampoli , A. Sestini

The goal of the paper is to establish cubature formulas on combinatorial graphs. Two types of cubature formulas are developed. Cubature formulas of the first type are exact on spaces of variational splines on graphs. Since badlimited…

Functional Analysis · Mathematics 2019-04-18 Isaac Z. Pesenson , Meyer Z. Pesenson , Hartmut F"uhr

We study cubature formulas for d-dimensional integrals with an arbitrary symmetric weight function of tensor product form. We present a construction that yields a high polynomial exactness: for fixed degree l=5 or l=7 and large dimension,…

Numerical Analysis · Mathematics 2007-05-23 Aicke Hinrichs , Erich Novak

Discrete orthogonality relations for Hall-Littlewood polynomials are employed, so as to derive cubature rules for the integration of homogeneous symmetric functions with respect to the density of the circular unitary ensemble (which…

Numerical Analysis · Mathematics 2023-05-03 Jan Felipe van Diejen , Erdal Emsiz

We construct cubature formulas on spheres supported by homothetic images of shells in some Euclidian lattices. Our analysis of these cubature formulas uses results from the theory of modular forms. Examples are worked out on the sphere of…

Combinatorics · Mathematics 2007-05-23 Pierre De La Harpe , Claude Pache , Boris B. Venkov

We deal with lattices that are generated by the Vandermonde matrices associated to the roots of Chebyshev-polynomials. If the dimension $d$ of the lattice is a power of two, i.e. $d=2^m, m \in \mathbb{N}$, the resulting lattice is an…

Numerical Analysis · Mathematics 2016-07-01 Christopher Kacwin , Jens Oettershagen , Tino Ullrich

Cubature formulas and geometrical designs are described in terms of reproducing kernels for Hilbert spaces of functions on the one hand, and Markov operators associated to orthogonal group representations on the other hand. In this way,…

Combinatorics · Mathematics 2007-05-23 Pierre De La Harpe , Claude Pache

Building on techniques developed by Lyons and Victoir, we present the first explicit construction of a degree-7 cubature formula for Wiener space over $\mathbb{R}^3$. We then examine and compare two approaches for computing cubature…

Numerical Analysis · Mathematics 2025-09-08 Timothy Herschell

Based upon the fast computation of the coefficients of the interpolation polynomials at Chebyshev-type points by FFT, DCT and IDST, respectively, together with the efficient evaluation of the modified moments by forwards recursions or by…

Numerical Analysis · Mathematics 2013-12-16 Shuhaung Xiang , Guo He , Haiyong Wang

The nodes of certain minimal cubature rule are real common zeros of a set of orthogonal polynomials of degree $n$. They often consist of a well distributed set of points and interpolation polynomials based on them have desired convergence…

Numerical Analysis · Mathematics 2017-09-05 Yuan Xu

In this paper, we present the complex interpolation of Besov and Triebel-Lizorkin spaces with generalized smoothness. In some particular cases these function spaces are just weighted Besov and Triebel-Lizorkin spaces. An application, we…

Functional Analysis · Mathematics 2022-12-15 Douadi Drihem

We describe a new method to compute general cubature formulae. The problem is initially transformed into the computation of truncated Hankel operators with flat extensions. We then analyse the algebraic properties associated to flat…

Algebraic Geometry · Mathematics 2015-06-10 Marta Abril Bucero , Chandrajit Bajaj , Bernard Mourrain