On an optimal quadrature formula for approximation of Fourier integrals in the space L₂^( 1 )

DOI10.1016/J.CAM.2020.112713zbMATH Open1437.65011arXiv1907.12702OpenAlexW2999799085MaRDI QIDQ2297183FDOQ2297183

Authors: Soomin Jeon, Chang-Ock Lee, Abdullo R. Hayotov 

Publication date: 18 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: This paper deals with the construction of an optimal quadrature formula for the approximation of Fourier integrals in the Sobolev space $L_2^{(1)}[a,b]$ of non-periodic, complex valued functions which are square integrable with first order derivative. Here the quadrature sum consists of linear combination of the given function values in a uniform grid. The difference between the integral and the quadrature sum is estimated by the norm of the error functional. The optimal quadrature formula is obtained by minimizing the norm of the error functional with respect to coefficients. Analytic formulas for optimal coefficients can also be obtained using discrete analogue of the differential operator $d^2/d{x}^2$. In addition, the convergence order of the optimal quadrature formula is studied. It is proved that the obtained formula is exact for all linear polynomials. Thus, it is shown that the convergence order of the optimal quadrature formula for functions of the space $C^2[a,b]$ is $O(h^2)$. Moreover, several numerical results are presented and the obtained optimal quadrature formula is applied to reconstruct the X-ray Computed Tomography image by approximating Fourier transforms.

Full work available at URL: https://arxiv.org/abs/1907.12702

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zbMATH Keywords

Fourier transformquadrature formula

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Numerical methods for trigonometric approximation and interpolation (65T40) Approximate quadratures (41A55)

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Cited In (12)

• Optimal quadrature formulas for approximating strongly oscillating integrals in the Hilbert space \(\widetilde{W}_2^{(m, m - 1)}\) of periodic functions
• Euler-Maclaurin type optimal formulas for numerical integration in Sobolev space
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• Application of optimal quadrature formulas for reconstruction of CT images
• On an optimal quadrature formula for approximation of Fourier integrals in the space \(W_2^{(1,0)}\)
• Construction of optimal quadrature formulas for Fourier coefficients in Sobolev space \(L_{2}^{(m)}(0,1)\)
• Sharpness-optimal quadrature formulas for the computation of the Fourier transform of finite functions of the class \(C_{L,N}\)

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