Integration of smooth functions and \(\phi\)-discrepancy (Q1102998)

A continuous function \(\omega\) on \([0,\infty]\) is called a modulus of continuity if \(\omega (0)=0\) and \(0\leq \omega(y)-\omega(x) \leq \omega(y- x)\) for \(0\leq x\leq y\). For a nonnegative integer r and a modulus of continuity \(\omega\), denote by \(W^ rH^{\omega}\) the set of all functions \(f\) on \([0,1]\) for which the inequality \(| f^{(r)}(x)- f^{(r)}(y)| \leq \omega (| x-y|)\) holds for all \(x,y\) belonging to \([0,1]\). The author investigates the error of the quadrature formulae of the type \[ \int^1_0 f(x)\,dx=\sum^{N}_{k=1} \sum^r_{j=0}A_{kj}f^{(j)}(x_k) + R_N^{(r)}(f), \] in the classes \(W^rH^{\omega}\). Here \(f\) is \(r\)-times differentiable on \([0,1]\) and the coefficients \(A_{kj}\) are given by \[ A_{kj}=(1/(j+k)!)\{(a_ k-x_ k)^{j+1}- (a_{k-1}-x_ k)^{j+1}\}, \] where \(x_1,\ldots,x_N\) are given numbers in \([0,1]\), and for a weight sequence \(p_1,\ldots,p_N\) \((p_i\geq 0\), \(\sum^N_{i=1}p_i = 1)\), the numbers \(a_k\) are defined by \(a_0=1\), \(a_k=p_1+\ldots+p_k\) for \(k=1,\ldots,N\). The author obtains a sharp (in a certain sense) estimate for the integration error by means of the so-called \(\phi\)-discrepancy of the sequence \(x_1,\ldots,x_N\) with respect to the weights \(p_1,\ldots,p_N\). If \(r\) is a nonnegative integer and \(\omega\) is a modulus of continuity, then \[ \sup\{| R_N^{(r)}(f)|: f\in W^rH^{\omega}\}\leq D_ N^{\phi}, \] where \(D_N^{\phi}=\int^1_0 \phi (| g(x)|)\,dx\), \(g(x) = x-\displaystyle\sum_{1\leq k\leq N;x_k<x}p_k,\) and \(\phi(x)=\omega (x)\) if \(r=0\); \(\phi(x)=\frac{x^r}{(r-1)!}(1-t)^{r-1} \omega(tx) \,dt\) if \(r\geq 1\).