Minimal cubature formulae of trigonometric degree

In this paper we construct minimal cubature formulae of trigonometric degree: we obtain explicit formulae for low dimensions of arbitrary degree and for low degrees in all dimensions. A useful tool is a closed form expression for the reproducing kernels in two dimensions.

     

On generalized invariant cubature formulae

An important quality criterion of cubature formulae is their algebraic or trigonometric degree of exactness. The invariant theory is a powerful tool to construct cubature formulae of a given degree. In this paper, a quantitative expression is established for the classical invariant cubature formulas (ICFs). Motivated by this expression (or structure), we generalize the concept of ICFs and extend the famous Sobolev's Theorem on ICFs. The transformations allowed are no longer just orthogonal transformations. We illustrate the concepts and the constructions of the generalized ICFs by several examples.     

Constructing fully symmetric cubature formulae for the sphere

We construct symmetric cubature formulae of degrees in the 13-39 range for the surface measure on the unit sphere. We exploit a recently published correspondence between cubature formulae on the sphere and on the triangle. Specifically, a fully symmetric cubature formula for the surface measure on the unit sphere corresponds to a symmetric cubature formula for the triangle with weight function , where , , and are homogeneous coordinates.

     

Numerical integration formulas of degree two

Numerical integration formulas in n-dimensional nonsymmetric Euclidean space of degree two, consisting of n+1 equally weighted points, are discussed, for a class of integrals often encountered in statistics. This is an extension of Stroud's theory [A.H. Stroud, Remarks on the disposition of points in numerical integration formulas, Math. Comput. 11 (60) (1957) 257–261; A.H. Stroud, Numerical integration formulas of degree two, Math. Comput. 14 (69) (1960) 21–26]. Explicit formulas are given for integrals with nonsymmetric weights. These appear to be new results and include the Stroud's degree two formula as a special case.     

The construction of numerical integration rules of degree three for product regions

Numerical integration formulas in n-dimensional Euclidean space of degree three are discussed. In this paper, for the product regions a method is presented to construct numerical integration formulas of degree three with 2n real points and positive weights. The presented problem is a little different from those dealt with by other authors. All the corresponding one-dimensional integrals can be different from each other and they are also nonsymmetrical. In this paper an n-dimensional numerical integration problem is turned into n one-dimensional moment problems, which simplifies the construction process. Some explicit numerical formulas are given. Furthermore, a more generalized numerical integration problem is considered, which will shed light on the final solution to the third degree numerical integration problem.     

Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights

We study the problem of constructing shifted rank-1 lattice rules for the approximation of high-dimensional integrals with a low weighted star discrepancy, for classes of functions having bounded weighted variation, where the weighted variation is defined as the weighted sum of Hardy–Krause variations over all lower-dimensional projections of the integrand. Under general conditions on the weights, we prove the existence of rank-1 lattice rules such that for any δ>0, the general weighted star discrepancy is O(n^−1+δ) for any number of points n>1 (not necessarily prime), any shift of the lattice, general (decreasing) weights, and uniformly in the dimension. We also show that these rules can be constructed by a component-by-component strategy. This implies in particular that a single infinite-dimensional generating vector can be used for integrals in any number of dimensions, and even for infinite-dimensional integrands when they have bounded weighted variation. These same lattices are also good with respect to the worst-case error in weighted Korobov spaces with the same types of general weights. Similar results were already available for various special cases, such as general weights and prime n, or arbitrary n and product weights, but not for the most general combination of n composite, general weights, arbitrary shift, and star discrepancy, considered here. Our results imply tractability or strong tractability of integration for classes of integrands with finite weighted variation when the weights satisfy the conditions we give. These classes are a strict superset of those covered by earlier sufficient tractability conditions.