On the Smolyak cubature error for analytic functions

DOI10.1023/A:1018904816230MaRDI QIDQ1968622zbMATH OpenOpenAlexFDO

Authors Knut Petras

Publication date 21 March 2000

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018904816230

zbMATH Keywords

analytic functionsClenshaw-Curtis quadraturecubatureerror boundsKronrod-Patterson quadraturenumerical examplesSmolyak algorithm

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

Review text

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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