A dynamical approach to accelerating numerical integration with equidistributed points

DOI10.1134/S0081543807010166MaRDI QIDQ2377561zbMATH OpenOpenAlexFDO

Authors Oliver Jenkinson, Mark Pollicott

Publication date 19 January 2009

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543807010166

zbMATH Keywords

convergenceequidistributed setLebesgue measureNewton-Cotes rulequadrature formulareal analytic function

Mathematics Subject Classification ID

Real-analytic functions (26E05) Dynamical systems in numerical analysis (37N30) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Review text

The paper is interesting and well written. The authors show how the rate of convergence of the approximate integral with respect to Lebesgue measure can be significantly accelerated for the case of a real analytic function by considering linear combinations of some equidistributions (Theorem 1); the rate of convergence is better than that of any Newton-Cotes rule. An analogue of Theorem 1 for the \(d\)-dimensional Lebesgue measure is also presented (Theorem 2).

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• A multiresolution algorithm to approximate the Hutchinson measure for IFS and GIFS
• Estimating Mahler measures using periodic points for the doubling map
• Approximating integrals with respect to stationary probability measures of iterated function systems
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