Construction of optimal quadrature formulas for Fourier coefficients in Sobolev space \(L_{2}^{(m)}(0,1)\) (Q509631): Difference between revisions

The paper is devoted to the construction of optimal quadrature formulas \[ (F): \int_0^1 e^{i\omega x}\varphi(x)dx \cong \sum_{j=0}^N C_j\varphi(hj) \] to approximate Fourier integrals, where \(\omega\in\mathbb Z\), \(\omega\neq 0\), \(N+1\geq m\), \(\varphi\) belongs to the Sobolev space \(L_2^{(m)}(0,1)\) of complex-valued functions which are square integrable with \(m\)-th order derivative, \(C_j\) are the coefficients of the formula, and the nodes \(hj\) are uniformly distributed with \(h=\frac{1}{N}\). When constructing the Sard optimal formula quadrature, two questions arise: the first one, to find the norm of the associate error functional \(\ell\) of \((F)\) in terms of the coefficients \(C_j\); and the second one, to determine the coefficients in order to minimize the norm of the error functional \(\ell\). The first problem is solved by calculating the extremal function \(\psi_\ell\) (the function for which \(\ell\) attains its minimum value) through a Sobolev's result (see [\textit{S. L. Sobolev} and \textit{V. L. Vaskevich}, The theory of cubature formulas. Dordrecht: Kluwer Academic Publishers (1997; Zbl 0877.65009)]) which allows to give \(\psi_\ell\) in a representation of convolution-type. For the second problem, the authors distinguish two cases, \(m\geq 2\) and \(m=1\). They obtain that the optimal quadrature formulas have order \(m-1\), that is, they are exact for polynomials of degree less than or equal to \(m-1\). It is worth mentioning that the authors provide explicit formulas for the optimal coefficients. In the last section, numerical examples are given for the case \(m=1\) which confirm the theoretical results. Finally, let us mention that, according to the authors, the problem for optimal quadrature formulas having the form \((F)\) with \(\omega=0\) was first investigated by \textit{A. Sard} [Am. J. Math. 71, 80--91 (1949; Zbl 0039.34104)] in the space \(L_2^{(m)}\) for some \(m\).