Convexity results and sharp error estimates in approximate multivariate integration
نویسندگان
چکیده
An interesting property of the midpoint rule and trapezoidal rule, which is expressed by the so-called Hermite–Hadamard inequalities, is that they provide one-sided approximations to the integral of a convex function. We establish multivariate analogues of the Hermite–Hadamard inequalities and obtain access to multivariate integration formulae via convexity, in analogy to the univariate case. In particular, for simplices of arbitrary dimension, we present two families of integraton formulae which both contain a multivariate analogue of the midpoint rule and the trapezoidal rule as boundary cases. The first family also includes a multivariate analogue of a Maclaurin formula and of the two-point Gaussian quadrature formula; the second family includes a multivariate analogue of a formula by P. C. Hammer and of Simpson’s rule. In both families, we trace out those formulae which satisfy a Hermite–Hadamard inequality. As an immediate consequence of the latter, we obtain sharp error estimates for twice continuously differentiable functions.
منابع مشابه
On the approximation of strongly convex functions by an upper or lower operator
The aim of this paper is to find a convenient and practical method to approximate a given real-valued function of multiple variables by linear operators, which approximate all strongly convex functions from above (or from below). Our main contribution is to use this additional knowledge to derive sharp error estimates for continuously differentiable functions with Lipschitz continuous gradients...
متن کاملSharp Error Estimates for Interpolatory Approximation on Convex Polytopes
Let P be a convex polytope in the d-dimensional Euclidean space. We consider an interpolation of a function f at the vertices of P and compare it with the interpolation of f and its derivative at a fixed point y ∈ P. The two methods may be seen as multivariate analogues of an interpolation by secants and tangents, respectively. For twice continuously differentiable functions, we establish sharp...
متن کاملSome Results on Convexity and Concavity of Multivariate Copulas
This paper provides some results on different types of convexity and concavity in the class of multivariate copulas. We also study their properties and provide several examples to illustrate our results.
متن کاملA Sharp Sufficient Condition for Sparsity Pattern Recovery
Sufficient number of linear and noisy measurements for exact and approximate sparsity pattern/support set recovery in the high dimensional setting is derived. Although this problem as been addressed in the recent literature, there is still considerable gaps between those results and the exact limits of the perfect support set recovery. To reduce this gap, in this paper, the sufficient con...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Comput.
دوره 73 شماره
صفحات -
تاریخ انتشار 2004