Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness-Reference-Cited by-同舟云学术

Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness

Published:2023-06-09 Issue:3 Volume:61 Page:1426-1448
ISSN:0036-1429
Container-title:SIAM Journal on Numerical Analysis
language:en
Short-container-title:SIAM J. Numer. Anal.

Author:

Kazashi Yoshihito¹^ORCID,Suzuki Yuya²^ORCID,Goda Takashi³^ORCID

Affiliation:

1. Corresponding author. Department of Mathematics and Statistics, University of Strathclyde, Glasgow, G1 1XH, UK.

2. Corresponding author. Department of Mathematical Sciences, Norwegian University of Science and Technology, Sentralbygg II, Alfred Getz’ vei 1, Gløshaugen, 7034 Trondheim, Norway; and Department of Mathematics and Systems Analysis, Aalto University School of Science, Espoo, FI-00076 Aalto, Finland.

3. School of Engineering, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan.

Funder

Norges Teknisk-Naturvitenskapelige Universitet

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Numerical Analysis,Applied Mathematics,Computational Mathematics

Reference45 articles.

1. A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

2. Convergence Properties of Gaussian Quadrature Formulae

3. Gaussian Measures

4. Large-degree asymptotics and exponential asymptotics for Fourier, Chebyshev and Hermite coefficients and Fourier transforms

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Infinite-dimensional integration and L2-approximation on Hermite spaces;Journal of Approximation Theory;2024-06

2. An abstract approach to Marcinkiewicz-Zygmund inequalities for approximation and quadrature in modulation spaces;Mathematics of Computation;2023-12-20

3. Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces;Mathematics of Computation;2023-10-26