On the Smolyak cubature error for analytic functions (Q1968622)

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On the Smolyak cubature error for analytic functions
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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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