Related papers: A new cubature formula with weight functions on th…
This paper is a second part of our study of the Discrete Polyharmonic Cubature Formulas on the disc. It completes our study and provides a satisfactory cubature formula in terms of precision and number of evaluation points (coefficient of…
We construct an interpolatory high-order cubature rule to compute integrals of smooth functions over self-affine sets with respect to an invariant measure. The main difficulty is the computation of the cubature weights, which we…
We describe an algorithm for controlling the relative error in the numerical evaluation of a bivariate integral, without prior knowledge of the magnitude of the integral. In the event that the magnitude of the integral is less than unity,…
In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functional It\^{o} formula, and provide its tail estimates. We then…
The paper develops applications of symmetric orbit functions, known from irreducible representations of simple Lie groups, in numerical analysis. It is shown that these functions have remarkable properties which yield to cubature formulas,…
In this article we furnish a new simple proof of a hard identity from the theory of cubature formulas via the method of coefficients.
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…
Several cubature formulas on the cubic domains are derived using the discrete Fourier analysis associated with lattice tiling, as developed in \cite{LSX}. The main results consist of a new derivation of the Gaussian type cubature for the…
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.
The purpose of this work is to introduce a strategy for determining the nodes and weights of a low-cardinality positive cubature formula nearly exact for polynomials of a given degree over spherical polygons. In the numerical section we…
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)…
High dimensional integrals can be approximated well by quasi-Monte Carlo methods. However, determining the number of function values needed to obtain the desired accuracy is difficult without some upper bound on an appropriate semi-norm of…
This paper focusses on the formulation of numerical integration as an inferential task. To date, research effort has largely focussed on the development of Bayesian cubature, whose distributional output provides uncertainty quantification…
Bayesian cubature provides a flexible framework for numerical integration, in which a priori knowledge on the integrand can be encoded and exploited. This additional flexibility, compared to many classical cubature methods, comes at a…
We consider a disjoint cover (partition) of an undirected weighted finite graph $G$ by $|J|$ connected subgraphs (clusters) $\{S_{j}\}_{j\in J}$ and select a function $\zeta_{j}\geq 0$ on each of the clusters. For a given signal $f$ on $G$…
It was pointed out in Crisan, Ghazali [2] that the error estimate for the cubature on Wiener space algorithm developed in Lyons, Victoir [11] requires an additional assumption on the drift. In this note we demonstrate that it is…
A new algebraic cubature formula of degree $2n+1$ for the product Chebyshev measure in the $d$-cube with $\approx n^d/2^{d-1}$ nodes is established. The new formula is then applied to polynomial hyperinterpolation of degree $n$ in three…
The cubature on Wiener space method, a high-order weak approximation scheme, is established for SPDEs in the case of unbounded characteristics and unbounded payoffs. We first introduce a recently described flexible functional analytic…
We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…
We consider the problem of determining the weights of a quantum ensemble. That is to say, given a quantum system that is in a set of possible known states according to an unknown probability law, we give strategies to estimate the…