2007
DOI: 10.1134/s0081543807010166
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A dynamical approach to accelerating numerical integration with equidistributed points

Abstract: We show how ideas originating in the theory of dynamical systems inspire a new approach to numerical integration of functions. Any Lebesgue integral can be approximated by a sequence of integrals with respect to equidistributions, i.e. evenly weighted discrete probability measures concentrated on an equidistributed set. We prove that, in the case where the integrand is real analytic, suitable linear combinations of these equidistributions lead to a significant acceleration in the rate of convergence of the app… Show more

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Cited by 6 publications
(5 citation statements)
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References 9 publications
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“…In order to implement this line of reasoning we need therefore to construct, for each s ∈ [k, k + 1], a trace-class operator L s on a Hilbert space H such that e P (A 1 ,...,A N ;s) is an eigenvalue of L s and is equal to the spectral radius of L s , such that L s is trace-class, such that the sequence of approximation numbers of L s decays rapidly to zero, and such that the sequence of traces tr L n s is easy to compute. Once such a family of operators has been constructed the result follows by relatively straightforward manipulations which, while they do not correspond precisely to any prior work, share a degree of familial resemblance with calculations occurring in numerous earlier articles such as [3,32,33,34,35,36,37,40,52,53,54,55,56,57].…”
Section: Overview Of the Methods And Statement Of The Main Technical ...mentioning
confidence: 99%
“…In order to implement this line of reasoning we need therefore to construct, for each s ∈ [k, k + 1], a trace-class operator L s on a Hilbert space H such that e P (A 1 ,...,A N ;s) is an eigenvalue of L s and is equal to the spectral radius of L s , such that L s is trace-class, such that the sequence of approximation numbers of L s decays rapidly to zero, and such that the sequence of traces tr L n s is easy to compute. Once such a family of operators has been constructed the result follows by relatively straightforward manipulations which, while they do not correspond precisely to any prior work, share a degree of familial resemblance with calculations occurring in numerous earlier articles such as [3,32,33,34,35,36,37,40,52,53,54,55,56,57].…”
Section: Overview Of the Methods And Statement Of The Main Technical ...mentioning
confidence: 99%
“…In order to implement this line of reasoning we need therefore to construct, for each s ∈ [k, k + 1], a trace-class operator L s on a Hilbert space H such that e P (A1,...,A N ;s) is an eigenvalue of L s and is equal to the spectral radius of L s , such that L s is trace-class, such that the sequence of approximation numbers of L s decays rapidly to zero, and such that the sequence of traces tr L n s is easy to compute. Once such a family of operators has been constructed the result follows by relatively straightforward manipulations which, while they do not correspond precisely to any prior work, share a degree of familial resemblance with calculations occurring in numerous earlier articles such as [3,32,33,34,35,36,37,40,48,49,50,51,52,53].…”
Section: Overview Of the Methods And Statement Of The Main Technical ...mentioning
confidence: 99%
“…In [CJ], Cipriano and Jurga study approximations of integrals with respect to stationary probability measures associated to iterated function systems on the interval, using an idea going back to Jenkinson and Pollicott [JP3]. Their setting is an iterated function system {Φ i } K i=1 consisting of Lipschitz contractions Φ i : [0, 1] → [0, 1].…”
Section: Approximation Of Stationary Probability Measures For Iterate...mentioning
confidence: 99%