On the Smolyak cubature error for analytic functions (Q1968622)

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scientific article; zbMATH DE number 1419499
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    On the Smolyak cubature error for analytic functions
    scientific article; zbMATH DE number 1419499

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      On the Smolyak cubature error for analytic functions (English)
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      21 March 2000
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      The author examines the Smolyak cubature error for analytic functions in the Cartesian product of ellipses. Kronrod-Patterson quadrature formulae are proposed as the corresponding basic sequence and this choice is compared with Clenshaw-Curtis quadrature formulae. First, he calculates error bounds for the one-dimensional case, which lead by a recursion formula to error bounds for higher-dimensional integration. Finally, the author gives some numerical examples.
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      cubature
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      Smolyak algorithm
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      error bounds
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      analytic functions
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      Clenshaw-Curtis quadrature
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      Kronrod-Patterson quadrature
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      numerical examples
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