New cubature formulae and hyperinterpolation in three variables

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Abstract: A new algebraic cubature formula of degree 2n+1 for the product Chebyshev measure in the d-cube with approxnd/2d−1 nodes is established. The new formula is then applied to polynomial hyperinterpolation of degree n in three variables, in which coefficients of the product Chebyshev orthonormal basis are computed by a fast algorithm based on the 3-dimensional FFT. Moreover, integration of the hyperinterpolant provides a new Clenshaw-Curtis type cubature formula in the 3-cube.


A cubature formula of degree \(2n+1\) with \(N\) nodes with respect to the measure \(d\mu\) supported on a set \(\Omega\) takes the form \[ \int_{\Omega} p(x)\,d\mu= \sum_{\xi\in X_{n}}w_{\xi}p(\xi) \quad\text{for all } p\in \Pi_{2n+1}^{d}(\Omega), \] where \(\{w_{\xi}\}\), called weights, are (positive) numbers, \(X_{n}\) is a set of points, called nodes, \[ \xi:=(\xi_{1},\xi_{2},\dots,\xi_{d})\in X_{n}\subset \Omega \] with \(\text{card}(X_{n})=N\), and \(\Pi_{m}^{d}(\Omega)\) denote the subspace of \(d\)-variate polynomials of total degree \(\leq m\) restricted to \(\Omega\). For a cubature formula of degree \(2n+1\) to exit, it is necessary that \[ N:= \text{card}(X_{n})\geq \dim(\Pi_{n}^{d}(\Omega))= \frac{n^d}{d!} (1+o(1)). \] The author consider the case that the measure is given by the product Chebyshev weight function \[ d\mu=W_{d}(x)dx, \quad W_{d}(x):= \frac{1}{\pi^d} \prod_{i=1}^{d} \frac{1}{\sqrt{1-x_{i}^2}}, \] on the cube \(\Omega:=[-1,1]^d\). The main result of this paper is a new family of cubature formulae that uses \(N\approx n^d/2^{d-1}\) nodes. The authors present numerical tests on these cubature formulae in three variables and also apply them to constructing the corresponding polynomial hyperinterpolation operator in three variables. In the last section the authors obtain a new (nontensorial) Clenshow-Curtis type formula in the cube by integrating the hyperinterpolant and show that it has a clear superiority over the tensorial Clenshaw-Curtis and Gauss-Legendre cubature on nonentire test integrands, a phenomenon known for 1-dimensional and 2-dimensional Clenshaw-Curtis formulae.




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