This article is cited in 4 papers

The error and guaranteed accuracy of cubature formulas in multidimensional periodic Sobolev spaces

V. L. Vaskevich<sup>ab

a</sup> Sobolev Institute of Mathematics, Novosibirsk, Russia
^b Novosibirsk State University, Novosibirsk, Russia

Abstract: We give an upper bound for the deviation of the norm of a perturbed error from the norm of the original error of a cubature formula in a multidimensional bounded domain. The deviation arises as a result of the joint influence on the computations of small variations of the weights of a cubature formula and rounding in the subsequent calculations of the cubature sum in the given standards (formats) of approximation to real numbers. We estimate the practical error of a cubature formula acting on an arbitrary function from the unit ball of a normed space of integrands. The resulting estimates are applied to studying the practical error of cubature formulas in the case of integrands in Sobolev spaces on a multidimensional cube. The norm of the error in the dual space of the Sobolev class is represented as a positive definite quadratic form in the weights of the cubature formula. We estimate the practical error for cubature formulas constructed as the direct product of quadrature formulas of rectangles along the edges of the unit cube. The weights of this direct product are positive.

Keywords: cubature formula, error, periodic Sobolev space, embedding constant, embedding function, guaranteed accuracy.

UDC: 517.518.23+517.518.83+519.651

Received: 11.07.2014

 English version: Siberian Mathematical Journal, 2014, 55:5, 792–806

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