Computing integrals over polynomially defined regions and their boundaries in 2 and 3 dimensions

Wester, Michael J.; Yaacob, Yuzita; Steinberg, Stanly

doi:10.1016/j.matcom.2011.06.003

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2012

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“…However, notice that if K is relatively "simple", one may approximate those integrals by using cubature formulas, or discretization schemes, or Monte Carlo methods; also, for small dimensions 2 and 3, and if K is defined by polynomials, then these integrals can be approximated efficiently and accurately by dimension reduction to line and surface integrals; see e.g. Wester et al [19].…”

Section: Introductionmentioning

confidence: 99%

The truncated K-moment problem for closure of open sets

Blekherman

Lasserre

2012

Journal of Functional Analysis

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We consider the truncated K-moment problem when K is the closure of a, not necessarily bounded, open set. We completely characterize the interior of the convex cone of finite sequences that have a representing measure on K. It is the domain of the Legendre-Fenchel transform associated with a certain convex function. And so in this context, detecting whether a sequence is in the interior of this cone reduces to solving a finite-dimensional convex optimization problem. This latter problem is related to maximum-entropy methods for approximating an unknown density from knowing only finitely many of its moments. The proposed approach is essentially geometric and of independent interest, as it also addresses the abstract problem of characterizing the interior of a convex cone C which is the conical hull of a set continuously parametrized by a compact closure of an open set.

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Section: Introductionmentioning

confidence: 99%