1. Optimal quadrature for weighted function spaces on multivariate domains
- Author
-
Li, Jiansong and Wang, Heping
- Subjects
Mathematics - Numerical Analysis ,65D30, 65D32, 41A55, 65C05, 33C50, 33C52 - Abstract
Consider the numerical integration $${\rm Int}_{\mathbb S^d,w}(f)=\int_{\mathbb S^d}f({\bf x})w({\bf x}){\rm d}\sigma({\bf x}) $$ for weighted Sobolev classes $BW_{p,w}^r(\mathbb S^d)$ with a Dunkl weight $w$ and weighted Besov classes $BB_\gamma^\Theta(L_{p,w}(\mathbb S^d))$ with the generalized smoothness index $\Theta $ and a doubling weight $w$ on the unit sphere $\mathbb S^d$ of the Euclidean space $\mathbb R^{d+1}$ in the deterministic and randomized case settings. For $BW_{p,w}^r(\mathbb S^d)$ we obtain the optimal quadrature errors in both settings. For $BB_\gamma^\Theta(L_{p,w}(\mathbb S^d))$ we use the weighted least $\ell_p$ approximation and the standard Monte Carlo algorithm to obtain upper estimates of the quadrature errors which are optimal if $w$ is an $A_\infty$ weight in the deterministic case setting or if $w$ is a product weight in the randomized case setting. Our results show that randomized algorithms can provide a faster convergence rate than that of the deterministic ones when $p>1$. Similar results are also established on the unit ball and the standard simplex of $\mathbb R^d$., Comment: 48 pages
- Published
- 2024