Open AccessCubature on C 1 Space
Author(s) -
Gabriel Turinici
Publication year - 2013
Publication title -
international series of numerical mathematics
Language(s) - English
Resource type - Book series
eISSN - 2296-6072
pISSN - 0373-3149
DOI - 10.1007/978-3-0348-0631-2_9
Subject(s) - space (punctuation) , construct (python library) , mathematics , order (exchange) , derivative (finance) , mathematical optimization , computer science , financial economics , programming language , finance , operating system , economics
We explore in this paper cubature formulas over the space of functions having a first continuous derivative, i.e., C^1. We show that known cubature formulas are not optimal in this case and explain what is the origin of the loss of optimality and how to construct optimal ones; to illustrate we give cubature formulas up to (including) order 9
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