Related papers: Constructing Positive Interpolatory Cubature Formu…
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).…
In many applications, it is impractical -- if not even impossible -- to obtain data to fit a known cubature formula (CF). Instead, experimental data is often acquired at equidistant or even scattered locations. In this work, stable (in the…
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…
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…
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 $G$…
Tchakaloff's theorem from 1957 asserts the existence of exact quadrature rules with non-negative weights for any polynomial space of finite degree on $\mathbb{R}^d$ if the underlying measure is positive, compactly supported, and absolutely…
Gau{\ss} cubature (multidimensional numerical integration) rules are the natural generalisation of the 1D Gau{\ss} rules. They are optimal in the sense that they exactly integrate polynomials of as high a degree as possible for a particular…
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…
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,…
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 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…
Cubature formulas (CFs) based on radial basis functions (RBFs) have become an important tool for multivariate numerical integration of scattered data. Although numerous works have been published on such RBF-CFs, their stability theory can…
73 new cubature rules are found for three standard multidimensional integrals with spherically symmetric regions and weights, using direct search with a numerical zero-finder. All but four of the new rules have fewer integration points than…
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)…
We here extend the well known Positive Real Lemma (also known as the Kalman-Yakubovich-Popov Lemma) to complex matrix-valued generalized positive rational function, when non-minimal realizations are considered. We then exploit this result…
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…
Given a Hilbert space and a finite family of operators defined on the space, the common fixed point problem (CFPP) is to find a point in the intersection of the fixed point sets of these operators. Instances of the problem have numerous…
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,…
Not every positive functional defined on bi-variate polynomials of a prescribed degree bound is represented by the integration against a positive measure. We isolate a couple of conditions filling this gap, either by restricting the class…
Cubature on Wiener space [Lyons, T.; Victoir, N.; Proc. R. Soc. Lond. A 8 January 2004 vol. 460 no. 2041 169-198] provides a powerful alternative to Monte Carlo simulation for the integration of certain functionals on Wiener space. More…