A randomized trapezoidal quadrature

Journal article

Abstract:: A randomized trapezoidal quadrature rule is proposed for continuous functions which enjoy less regularity than commonly required. Indeed, we consider functions in some fractional Sobolev space. Various error bounds for the randomized rule are established while an error bound for classical trapezoidal quadrature is obtained for comparison. The randomized trapezoidal quadrature rule is shown to improve the order of convergence by half.

Files:: Yue_Wu_2021_A_randomized_trapezoidal.pdf

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Publisher:: Taylor and Francis
Journal:: International Journal of Computer Mathematics More from this journal
Volume:: 99
Issue:: 4
Pages:: 680-692
Publication date:: 2021-05-21
Acceptance date:: 2021-05-01
DOI:: 10.1080/00207160.2021.1929194
EISSN:: 1029-0265
ISSN:: 0020-7160

Language:: English
Keywords:: L-p convergence

FFR

fractional Sobolev space

randomized trapezoidal quadrature

almost sure convergence
Pubs id:: 1180185
Local pid:: pubs:1180185
Deposit date:: 2021-12-21

Copyright holder:: Yue Wu
Rights statement:: © 2021 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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