Abstract
A cubature formula reveals a numerical integration rule that approximates a multiple integral by a positive linear combination of function values at finitely many specified points on the integral domain. A central objective is to investigate the existence as well as the construction of cubature formulas in high dimensions.
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22 January 2020
In the original version of the book, the following belated corrections have been made
Notes
- 1.
Let \(\mathscr {B}\) be the Borel \(\sigma \)-algebra of \(\varOmega \). Denote the support of \(\mu \) by \(\mathop {\mathrm {supp}}\nolimits (\mu )\), i.e., closure of \(\{ B \in \mathscr {B}\mid \mu (B) > 0 \}\).
- 2.
An odd polynomial f is a polynomial satisfying \(f(-\omega ) = -f(\omega )\) for all \(\omega \in \varOmega \).
- 3.
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Sawa, M., Hirao, M., Kageyama, S. (2019). Cubature Formula. In: Euclidean Design Theory. SpringerBriefs in Statistics(). Springer, Singapore. https://doi.org/10.1007/978-981-13-8075-4_2
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