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184 views

Average distance between points of lower dimensional simplices in $\mathbb R^n$

Notation: By a simplex, we mean the convex hull of a finite set of distinct points in $\mathbb R^n$, which are called the vertices of the simplex. $\mathcal H^n$ will denote the $n$-dimensional ...
Nate River's user avatar
  • 6,215
0 votes
1 answer
276 views

Estimate for computing the $L^2$-norm of a function from its data

Let $f:\mathbb{T}^m \to \mathbb{R}$ is a function of bounded variation(BV). Let $D=\{\boldsymbol{p}_i,i=1,2,3\ldots\}$ be a countable dense subset of $(0,1)^m$. Let $E_n, n = 1,2,3\ldots$ be a ...
user102868's user avatar
5 votes
2 answers
301 views

Euler–Maclaurin formula in $\mathbb{Z}^d$

I was wondering whether there is a Euler–Maclaurin formula of sorts for expressions such as $$ \sum_{x \in [a,b]^d\cap \mathbb{Z}^d} f(x) - \int_{[a,b]^d}f(x) $$ where $d\ge 2$ is an integer, $a,b \...
Kernel's user avatar
  • 446
0 votes
0 answers
263 views

Existence of the inverse Fourier transform, Carr Madan

I have a function $C_T(k)$ that is not $L_1$, because its limit in negative infinity is a constant. So I dampened it by $ e^{\alpha k} $. Let's call the transformed function (of the dampened function) ...
Marine Galantin's user avatar
3 votes
2 answers
2k views

Is there an example where the error of Gauss-Laguerre quadrature does not vanish?

The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum $$\sum_{i=1}^n f(x_i) w_i$$ where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...
gondolier's user avatar
  • 1,839
4 votes
1 answer
461 views

How to get an expression for this integral (Numerically/Analytically)

I have the following problem: I need to evaluate the integral $$\int_{\cos(\alpha)}^1 P_l(t)P_{l'}(t) \, dt $$ for $\alpha \in [0,\pi]$ and each combination of $l$ and $l'$, where $P_l$ is the $l$-th ...
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