Produktintegration mit nicht-äquidistanten Stützstellen.
The scaling function corresponding to the Daubechies wavelet with two vanishing moments is used to derive new quadrature formulas. This scaling function has the smallest support among all orthonormal scaling functions with the properties and . So, in this sense, its choice is optimal. Numerical examples are given.
We consider the problem of calculating a closed form expression for the integral of a real-valued function f:ℝⁿ → ℝ on a set S. We specialize to the particular cases when S is a convex polyhedron or an ellipsoid, and the function f is either a generalized polynomial, an exponential of a linear form (including trigonometric polynomials) or an exponential of a quadratic form. Laplace transform techniques allow us to obtain either a closed form expression, or a series representation that can be handled...