Stable High-Order Cubature Formulas for Experimental Data
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In many applications, it is impractical—if not even impossible—to obtain data to fit a known cubature formula (CF). Instead, experimental data is often acquired at equidistant or even scattered locations. In this work, stable (in the sense of nonnegative only cubature weights) high-order CFs are developed for this purpose. These are based on the approach to allow the number of data points N to be larger than the number of basis functions K which are integrated exactly by the CF. This yields an (N-K)-dimensional affine linear subspace from which cubature weights are selected that minimize certain norms corresponding to stability of the CF. In the process, two novel classes of stable high-order CFs are proposed and carefully investigated.
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