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
This provides new theoretical characterizations and existence results for quadrature on algebraic curves and in higher dimensions, relevant to numerical analysis and approximation theory.
The paper proves that for a positive Borel measure on the plane supported on an algebraic curve of degree k, there exists a quadrature rule with at most dk nodes on the curve exact for polynomials up to degree 2d-1, generalizing Gaussian and Szegő quadrature. It also shows a cubature rule with at most 3/2 d(d-1)+1 nodes without support assumptions, and characterizes Gaussian quadrature as minimizing a certain positive definite form.
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.