Optimal cubature formulae and recovery of fast-oscillating functions from an interpolational class (Q5960914)

The authors consider the problem of constructing an optimal by accuracy and optimal by order cubature formulae for computing integrals \[ I^2(f)= \int^1_0 \int^1_0 f(x_1,x_2) \varphi_1(x_1) \varphi_2(x_2) dx_1 dx_2,\tag{1} \] where \(\varphi_1(x_1)\), \(\varphi_1(x_2)\) are known integrable functions and \(f(x_1,x_2)\) belong to a certain class \(F_N\). In many applications \(\varphi_1(x_1)\) and/or \(\varphi_2(x_2)\) exhibit a highly oscillating behaviour. This leads to essential mathematical difficulties in computing the integral (1). The construction is based on explicit forms of the majorant and minorant in the given interpolation class \(C^2_{1,L,N}\) and on the solution of the problem of an optimal by accuracy recovery of functions from this class. It is shown that an appropriate choice of the grid in this interpolation class leads to a substantial reduction in a priori information required for the application of the proposed approach.