Markus Schweighofer

2papers

2 Papers

NAOct 29, 2017
Optimization approaches to quadrature: new characterizations of Gaussian quadrature on the line and quadrature with few nodes on plane algebraic curves, on the plane and in higher dimensions

Cordian Riener, Markus Schweighofer

Let $d$ and $k$ be positive integers. Let $μ$ be a positive Borel measure on $\mathbb{R}^2$ possessing finite moments up to degree $2d-1$. If the support of $μ$ is contained in an algebraic curve of degree $k$, then we show that there exists a quadrature rule for $μ$ with at most $dk$ many nodes all placed on the curve (and positive weights) that is exact on all polynomials of degree at most $2d-1$. This generalizes both Gauss and (the odd degree case of) Szegő quadrature where the curve is a line and a circle, respectively, to arbitrary plane algebraic curves. We use this result to show that, without any hypothesis on the support of $μ$, there is always a cubature rule for $μ$ with at most $\frac32d(d-1)+1$ many nodes. In both results, we show that the quadrature or cubature rule can be chosen such that its value on a certain positive definite form of degree $2d$ is minimized. We characterize the unique Gaussian quadrature rule on the line as the one that minimizes this value or several other values as for example the sum of the nodes' distances to the origin. The tools we develop should prove useful for obtaining similar results in higher-dimensional cases although at the present stage we can present only partial results in that direction.

NAMay 30, 2018
Generalized eigenvalue methods for Gaussian quadrature rules

Grigoriy Blekherman, Mario Kummer, Cordian Riener et al.

A quadrature rule of a measure $μ$ on the real line represents a convex combination of finitely many evaluations at points, called nodes, that agrees with integration against $μ$ for all polynomials up to some fixed degree. In this paper, we present a bivariate polynomial whose roots parametrize the nodes of minimal quadrature rules for measures on the real line. We give two symmetric determinantal formulas for this polynomial, which translate the problem of finding the nodes to solving a generalized eigenvalue problem.