<p>The author considers the problem of calculating integrals of rapidly oscillating functions for a class of functions with continuous second derivatives and partially continuous third derivatives limited by the Lipschitz condition with the Lipschitz constant <i>L</i>. The a priori information about the integrand function contains fixed values of the function and of its first and second derivatives, which are specified at <i>N</i> fixed nodes of an arbitrary grid approximately (with an error). This method of specifying a priori information narrows down the class of integrable functions to the so-called interpolation class of functions and allows generating an accuracy-optimal quadrature formula for it and obtaining the optimal estimate of its error by applying the boundary function method.</p>

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Optimal Integration of Rapidly Oscillating Functions for a Class of Differential Functions Under Approximate a Priori Information

  • L. V. Luts

摘要

The author considers the problem of calculating integrals of rapidly oscillating functions for a class of functions with continuous second derivatives and partially continuous third derivatives limited by the Lipschitz condition with the Lipschitz constant L. The a priori information about the integrand function contains fixed values of the function and of its first and second derivatives, which are specified at N fixed nodes of an arbitrary grid approximately (with an error). This method of specifying a priori information narrows down the class of integrable functions to the so-called interpolation class of functions and allows generating an accuracy-optimal quadrature formula for it and obtaining the optimal estimate of its error by applying the boundary function method.