Construction of optimal quadrature formulas for Fourier coefficients in Sobolev space L₂^(m)(0,1)

DOI10.1007/S11075-016-0150-7MaRDI QIDQ509631zbMATH OpenOpenAlexFDO

Authors N. D. Boltaev, Abdullo R. Hayotov, Kholmat M. Shadimetov

Publication date 17 February 2017

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-016-0150-7

convolution error functional exact quadrature formula extremal function Fourier coefficients Fourier integral highly oscillatory functions Hilbert space numerical example optimal coefficients optimal quadrature formulas Sard's problem Sobolev space

Mathematics Subject Classification ID

Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Numerical quadrature and cubature formulas (65D32) Numerical methods for trigonometric approximation and interpolation (65T40)

Review text

The paper is devoted to the construction of optimal quadrature formulas \[ (F): \int_0^1 e^{i\omega x}\varphi(x)dx \cong \sum_{j=0}^N C_j\varphi(hj) \] to approximate Fourier integrals, where \(\omega\in\mathbb Z\), \(\omega\neq 0\), \(N+1\geq m\), \(\varphi\) belongs to the Sobolev space \(L_2^{(m)}(0,1)\) of complex-valued functions which are square integrable with \(m\)-th order derivative, \(C_j\) are the coefficients of the formula, and the nodes \(hj\) are uniformly distributed with \(h=\frac{1}{N}\). When constructing the Sard optimal formula quadrature, two questions arise: the first one, to find the norm of the associate error functional \(\ell\) of \((F)\) in terms of the coefficients \(C_j\); and the second one, to determine the coefficients in order to minimize the norm of the error functional \(\ell\). The first problem is solved by calculating the extremal function \(\psi_\ell\) (the function for which \(\ell\) attains its minimum value) through a Sobolev's result (see [\textit{S. L. Sobolev} and \textit{V. L. Vaskevich}, The theory of cubature formulas. Dordrecht: Kluwer Academic Publishers (1997; Zbl 0877.65009)]) which allows to give \(\psi_\ell\) in a representation of convolution-type. For the second problem, the authors distinguish two cases, \(m\geq 2\) and \(m=1\). They obtain that the optimal quadrature formulas have order \(m-1\), that is, they are exact for polynomials of degree less than or equal to \(m-1\). It is worth mentioning that the authors provide explicit formulas for the optimal coefficients. In the last section, numerical examples are given for the case \(m=1\) which confirm the theoretical results. Finally, let us mention that, according to the authors, the problem for optimal quadrature formulas having the form \((F)\) with \(\omega=0\) was first investigated by \textit{A. Sard} [Am. J. Math. 71, 80--91 (1949; Zbl 0039.34104)] in the space \(L_2^{(m)}\) for some \(m\).

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