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Stable High Order Quadrature Rules for Scattered Data and General Weight Functions

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 Added by Jan Glaubitz
 Publication date 2020
and research's language is English
 Authors Jan Glaubitz




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Numerical integration is encountered in all fields of numerical analysis and the engineering sciences. By now, various efficient and accurate quadrature rules are known; for instance, Gauss-type quadrature rules. In many applications, however, it might be impractical---if not even impossible---to obtain data to fit known quadrature rules. Often, experimental measurements are performed at equidistant or even scattered points in space or time. In this work, we propose stable high order quadrature rules for experimental data, which can accurately handle general weight functions.



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123 - Jan Glaubitz 2020
In many applications, it is impractical -- if not even impossible -- to obtain data to fit a known cubature formula (CF). Instead, experimental data is often acquired at equidistant or even scattered locations. In this work, stable (in the sense of nonnegative only cubature weights) high-order CFs are developed for this purpose. These are based on the approach to allow the number of data points N to be larger than the number of basis functions K which are integrated exactly by the CF. This yields an (N-K)-dimensional affine linear subspace from which cubature weights are selected that minimize certain norms corresponding to stability of the CF. In the process, two novel classes of stable high-order CFs are proposed and carefully investigated.
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