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Optimal quadrature problem on classes defined by kernels satisfying certain oscillation properties

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Abstract

We consider some classes of 2π-periodic functions defined by a class of operators having certain oscillation properties, which include the classical Sobolev class and a class of analytic functions which can not be represented as a convolution class as its special cases. Let \(\lfloor{x}\rfloor\) be the largest integer not bigger than x. We prove that on these classes of functions the rectangular formula

$$Q^*_N(f) = \frac{2\pi}{N}\sum_{j=0}^{N-1} f\left(\frac{2\pi j}{N}\right)$$

is optimal among all quadrature formulae of the form

$$Q_{2N}(f) = \sum_{i=1}^{n}\sum_{j=0}^{\nu_{i}-1}a_{ij}f^{(j)}(t_{i}),$$

where the nodes 0 ≤  t 1 < ... < t n  < 2π and the coefficients (weights) \(a_{ij}\in \mathbb{R}\) are arbitrary, i = 1,...,nj = 0,1,..., ν i − 1, and (ν1,...,ν n ) is a system of positive integers satisfying the condition \(\mathop{\sum}_{i=1}^{n}2\lfloor{(\nu_i+1)/2}\rfloor\leq 2N\). In particular, the rectangular formula is optimal for these classes of functions among all quadrature formulae of the form

$$Q_N(f) = \sum_{i=1}^{N}a_{i}f(t_{i}),$$

with free nodes 0 ≤  t 1 <  ... < t N <  2π and arbitrary weights \(a_{i}\in \mathbb{R}, i=1,\ldots,N\). Moreover, we exactly determine the error estimates of the optimal quadrature formulae on these classes of functions.

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Correspondence to Gensun Fang.

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Project supported by the National Natural Science Foundation of China (Grant No. 10671019) and Research Fund for the Doctoral Program Higher Education (Grant No. 20050027007).

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Fang, G., Li, X. Optimal quadrature problem on classes defined by kernels satisfying certain oscillation properties. Numer. Math. 105, 133–158 (2006). https://doi.org/10.1007/s00211-006-0032-3

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