Quadrature Formulas for Multivariate Convex Functions
β Scribed by Carsten Katscher; Erich Novak; Knut Petras
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 237 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0885-064X
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π SIMILAR VOLUMES
We obtain, for entire functions of exponential type, a complementary result and a generalization of a quadrature formula with nodes at the zeros of Bessel functions. Our formula contains a sequence of rational fractions whose properties are studied.
We present a new method for the approximation of Wiener integrals and provide an explicit error bound for a class F of smooth integrands. The purely deterministic algorithm is a sequence of quadrature formulas for the Wiener measure, where the knots are piecewise linear functions. It uses ideas of S
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