Related papers: Efficient Cubature Rules
We prove lower bounds for the error of optimal cubature formulae for $d$-variate functions from Besov spaces of mixed smoothness $B^{\alpha}_{p,\theta}({\mathbb G}^d)$ in the case $0 < p, \theta \le \infty$ and $\alpha > 1/p$, where…
The search for multivariate quadrature rules of minimal size with a specified polynomial accuracy has been the topic of many years of research. Finding such a rule allows accurate integration of moments, which play a central role in many…
This article is concerned with Gaussian process quadratures, which are numerical integration methods based on Gaussian process regression methods, and sigma-point methods, which are used in advanced non-linear Kalman filtering and smoothing…
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…
Cubature formulas, asymptotically optimal with respect to accuracy, are derived for calculating multidimensional weakly singular integrals. They are used for developing a universal code for calculating capacitances of conductors of…
We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…
We present two cubature on Wiener space algorithms for the numerical solution of McKean-Vlasov SDEs with smooth scalar interaction. The analysis hinges on sharp gradient to time-inhomogeneous parabolic PDEs bounds. These bounds may be of…
Despite extensive research on symmetric polynomial quadrature rules for triangles, as well as approaches to their calculation, few studies have focused on non-polynomial functions, particularly on their integration using symmetric triangle…
We provide explicit combinatorial formulas for Ottaviani's degree 15 invariant which detects cubics in 5 variables that are sums of 7 cubes. Our approach is based on the chromatic properties of certain graphs and relies on computer searches…
We study equal weight numerical integration, or Quasi Monte Carlo (QMC) rules, for functions in a Sobolev space $H^s(S^d)$ with smoothness parameter $s>d/2$ defined over the unit sphere $S^d$ in $R^{d+1}$. Focusing on $N$-point sets that…
Cubature formulas, asymptotically optimal with respect to accuracy, are derived for calculating multidimensional weakly singular integrals. They are used for developing a universal code for calculating capacitances of conductors of…
We study a problem in the theory of cubature formulas on the sphere: given $\theta \in (0, 1)$, determine the infimum of $\|\nu\|_\theta = \sum_{i = 1}^n \nu_i^\theta$ over cubature formulas $\nu$ of strength $t$, where $\nu_i$ are the…
The purpose of this paper is to develop the anti-Gauss cubature rule for approximating integrals defined on the square whose integrand function may have algebraic singularities at the boundaries. An application of such a rule to the…
It is a widely held view that analytical integration is more accurate than the numerical one. In some special cases, however, numerical integration can be more advantageous than analytical integration. In our paper we show this benefit for…
We prove a novel method for the embedding of a 3-fold rotationally symmetric sphere-type mesh onto a subset of the plane with 3-fold rotational symmetry. The embedding is free-boundary with the only additional constraint on the image set is…
Sphere packing, Hilbert's eighteenth problem, asks for the densest arrangement of congruent spheres in n-dimensional Euclidean space. Although relevant to areas such as cryptography, crystallography, and medical imaging, the problem remains…
We study the integration problem over the $s$-dimensional unit cube on four types of Banach spaces of integrands. First we consider Haar wavelet spaces, consisting of functions whose Haar wavelet coefficients exhibit a certain decay…
We propose a new formulation for integrating over smooth curves and surfaces that are described by their closest point mappings. Our method is designed for curves and surfaces that are not defined by any explicit parameterization and is…
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,…
An effective search bound is established for the least non-trivial integer zero of an arbitrary integral cubic form in at least 17 variables.