Numerical integration for fractal measures

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Abstract: We find estimates for the error in replacing an integral intfdmu with respect to a fractal measure mu with a discrete sum sumxinEw(x)f(x) over a given sample set E with weights w. Our model is the classical Koksma-Hlawka theorem for integrals over rectangles, where the error is estimated by a product of a discrepancy that depends only on the geometry of the sample set and weights, and variance that depends only on the smoothness of f. We deal with p.c.f self-similar fractals, on which Kigami has constructed notions of energy and Laplacian. We develop generic results where we take the variance to be either the energy of f or the L1 norm of Deltaf, and we show how to find the corresponding discrepancies for each variance. We work out the details for a number of interesting examples of sample sets for the Sierpi'{n}ski gasket, both for the standard self-similar measure and energy measures, and for other fractals.









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