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Ufimskii Matematicheskii Zhurnal, 2010, Volume 2, Issue 3, Pages 63–82
(Mi ufa64)
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This article is cited in 2 scientific papers (total in 2 papers)
New algorithm of asymptotically optimal lattice cubature formulae
M. D. Ramazanov Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences, Ufa, Russia
Abstract:
Lattice cubature formulae are used in approximate computation of integrals for smooth functions of several variables $\int_\Omega f(x)\,dx$ by means of linear combinations $h^n\sum\limits_{\substack{k\in\mathbb Z^n,\\hk\in\Omega}}c_kf(hk)$. Asymptotically optimal formula in the $W_2^m$-space is defined by
\begin{multline*}
\sup_{f\in W_2^m(\Omega)}\Bigl|\int_\Omega f(x)\,dx-h^n\sum_{hk\in\Omega}c_k^{as}f(hk)\Bigr|/\\
\inf_{\{c_k\}}\sup_{f\in W_2^m(\Omega)}\Bigl|\int_\Omega f(x)\,dx-h^n\sum_{hk\in\Omega}c_kf(hk)\Bigr|=1.
\end{multline*}
K. I. Babenko proposed the concept of unsaturated computational algorithms [7] – for preserving the optimal orders of convergence for all spaces of functions being parameters of the problem.
A new algorithm for constructing the lattice cubature formulas, unsaturated not only by the order, but also by the property of asymptotic optimality in the $W_2^m$-spaces, $m\in(n/2,\infty)$ is described in the paper.
Keywords:
cubature formulas, optimization, nonsaturated algorithm.
Received: 05.07.2010
Citation:
M. D. Ramazanov, “New algorithm of asymptotically optimal lattice cubature formulae”, Ufa Math. J., 2:3 (2010)
Linking options:
https://www.mathnet.ru/eng/ufa64 https://www.mathnet.ru/eng/ufa/v2/i3/p63
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