Cubature on C^1 space
AbstractWe explore in this paper cubature formulas over the space of functions having a first continuous derivative, i.e., C^1. We show that known cubature formulas are not optimal in this case and explain what is the origin of the loss of optimality and how to construct optimal ones; to illustrate we give cubature formulas up to (including) order 9.
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Bibliographic InfoPaper provided by HAL in its series Post-Print with number hal-00660875.
Date of creation: 01 Jun 2013
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Publication status: Published, Control and Optimization with PDE Constraints, Springer Basel (Ed.), 2013, 159-172
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Cubature Formulae ; Stochastic Analysis ; Chen Series ; cubature on in nite dimensional space ; Cubature Wiener;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-20 (All new papers)
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