Generation and application of multivariate polynomial quadrature rules

Application of CAS wavelet to construct quadrature rules for numerical ‎integration‎‎

In this paper‎, ‎based on CAS wavelets we present quadrature rules for numerical solution‎ ‎of double and triple integrals with variable limits of integration‎. ‎To construct new method‎, ‎first‎, ‎we approximate the unknown function by CAS wavelets‎. ‎Then by using suitable collocation points‎, ‎we obtain the CAS wavelet coefficients that these coefficients are applied in approximating the unk...

Quadrature Rules for Fuzzy Integrals

Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation

Lattice rules are among the best methods to estimate integrals in a large numberof dimensions. They are part of the quasi-Monte Carlo set of tools. A new class of lattice rules,defined in a space of polynomials with coefficients in a finite field, is introduced in this paper, anda theoretical framework for these polynomial lattice rules is developed. A randomized version isstudi...

Weighted quadrature rules with binomial nodes

In this paper, a new class of a weighted quadrature rule is represented as --------------------------------------------  where  is a weight function,  are interpolation nodes,  are the corresponding weight coefficients and denotes the error term. The general form of interpolation nodes are considered as   that  and we obtain the explicit expressions of the coefficients  using the q-...

Construction algorithms for polynomial lattice rules for multivariate integration

We introduce a new construction algorithm for digital nets for integration in certain weighted tensor product Hilbert spaces. The first weighted Hilbert space we consider is based on Walsh functions. Dick and Pillichshammer calculated the worst-case error for integration using digital nets for this space. Here we extend this result to a special construction method for digital nets based on poly...