Optimal cubature formulas for tensor products of certain classes of functions (Q647923)

Consider the problem of numerically evaluating an integral over the Cartesian product of \(d\) compact intervals by quadrature formulas using observations in the form of integrals over intersections of the integration domain with hyperplanes of dimension \(d-1\), each of which is perpendicular to some coordinate axis. In this framework, the authors find optimal quadrature formulas for two important classes of functions. In one of these classes one controls the moduli of continuity with respect to all variables, and the second one is the intersection of some periodic Sobolev classes. In particular, they derive some important properties of these optimal formulas, such as the location of the hyperplanes in question and the corresponding weights. The worst-case errors are explicitly determined as well. Moreover, it is demonstrated for some important special cases that the formulas found to be optimal in the first class of functions also remain optimal in a much larger class of quadrature formulas.