A Definiteness Theory for Cubature Formulae of Order Two

Let Ω ⊂ ℝ^d be a compact convex set of positive measure. A cubature formula will be called positive definite (or a pd-formula, for short) if it approximates the integral ∫_Ω f(x) dx of every convex function f from below. The pd-formulae yield a simple sharp error bound for twice continuously differentiable functions. In the univariate case (d = 1), they are the quadrature formulae with a positive semidefinite Peano kernel of order two. As one of the main results, we show that there is a correspondence between pd-formulae and partitions of unity on Ω. This is a key for an investigation of pd-formulae without employing the complicated multivariate analogue of Peano kernels. After introducing a preorder, we establish criteria for maximal pd-formulae. We also find a lower bound for the error constant of an optimal pd-formula. Finally, we describe a phenomenon which resembles a property of Gaussian formulae.