Event
Giovanni Migliorati (Sorbonne Universite)
Monday, November 6, 2023 16:00to17:00
Burnside Hall
Room 1104, 805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA
Title: Stable high-order cubature formulae for integration in arbitrary dimension
Abstract: We present cubature formulae for the integration of functions in arbitrary dimension and arbitrary domain. These cubatures are exact on a given finite-dimensional subspace Vn of L^2 of dimension n, they are stable with high probability and are constructed using m pointwise evaluations of the integrand function with m proportional to nlog(n). For these cubatures we provide a convergence analysis showing that the expected cubature error decays as m^{-1/2} times the L^2 best approximation of the integrand function in Vn.
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