Related papers: On "Upper error bounds for quadrature formulas on …
We prove upper bounds on the order of convergence of Frolov's cubature formula for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogeneous boundary condition. More precisely, we study…
We are concerned with the numerical integration of functions from the Sobolev space $H^{r,\text{mix}}([0,1]^d)$ of dominating mixed smoothness $r\in\mathbb{N}$ over the $d$-dimensional unit cube. In 1976, K. K. Frolov introduced a…
We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…
The work provides an upper estimate of the best accuracy for the problem of reconstructing derivatives based on function values at a given number of points for the functions of Besov classes meeting the mixed Hoelder conditions. In some…
This paper deals with the construction of an optimal quadrature formula for the approximation of Fourier integrals in the Sobolev space $L_2^{(1)}[a,b]$ of non-periodic, complex valued functions which are square integrable with first order…
In a recent article by two of the present authors it turned out that Frolov's cubature formulae are optimal and universal for various settings (Besov-Triebel-Lizorkin spaces) of functions with dominating mixed smoothness. Those cubature…
Three kinds of effective error bounds of the quadrature formulas with multiple nodes that are generalizations of the well known Micchelli-Rivlin quadrature formula, when the integrand is a function analytic in the regions bounded by…
Results on the error bounds of quadrature methods are well known - most state that if the method has degree N, and the integrand has N derivatives, then the error is order N+1. We prove here a converse: that if the integrand fails to have N…
The present work is devoted to extension of the trapezoidal rule in the space $W_2^{(2,1)}$. The optimal quadrature formula is obtained by minimizing the error of the formula by coefficients at values of the first derivative of a integrand.…
An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on…
A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid…
It is proved that interval quadrature formula of the form $$ q(f)=\sum\limits_{k=1}^nc_k\frac 1{2h}\int\limits_{x_k-h}^{x_k+h}f(t)dt $$ ($c_k\in \RR, \, x_1+h<x_2-h<x_2+h<...<x_n-h<x_n+h<x_1+2\pi -h$) with equal $c_k$ and equidistant $x_k$…
In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spaces. Even though every admissible lattice has this favorable…
We established exact in order estimates an approximation of the Sobolev classes $W^{\boldsymbol{r}}_{p,\boldsymbol{\alpha}}(\mathbb{T}^d)$ of periodic functions of many variables with a bounded dominating mixed derivative. The approximation…
An optimal 3-point quadrature formula of closed type is derived. Various error inequalities are established. Applications in numerical integration are also given.
We mainly study numerical integration of real valued functions defined on the $d$-dimensional unit cube with all partial derivatives up to some finite order $r\ge1$ bounded by one. It is well known that optimal algorithms that use $n$…
In the present paper the problem of construction of optimal quadrature formulas in the sense of Sard in the space $L_2^{(m)}(0,1)$is considered. Here the quadrature sum consists of values of the integrand at nodes and values of the first…
In this paper in the space $L_2^{(m)}(0,1)$ the problem of construction of optimal quadrature formulas is considered. Here the quadrature sum consists on values of integrand at nodes and values of first derivative of integrand at the end…
A product quadrature rule, based on the filtered de la Vall\'ee Poussin polynomial approximation, is proposed for evaluating the finite Hilbert transform in [-1; 1]. Convergence results are stated in weighted uniform norm for functions…
We analyze worst-case convergence guarantees of first-order optimization methods over a function class extending that of smooth and convex functions. This class contains convex functions that admit a simple quadratic upper bound. Its study…