Effective methods for obtaining good points for quadrature in reproducing kernel Hilbert spaces

DOI Web Site 1 References Open Access
  • Oshiro Ryunosuke
    Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo
  • Tanaka Ken'ichiro
    Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo

Abstract

<p>In this paper, we address the problem of numerical integration, which can be solved by kernel quadrature. Existing methods have limitations. In particular, the nodes are not well-balanced when their number is small. We propose two new methods for generating nodes for quadrature in reproducing kernel Hilbert spaces. By using the explicit formula for the error of the quadrature, we improve a set of a fixed number of sampling points with a tractable optimization algorithm. We provide a theoretical analysis of the convergence rate of the error of our first method. Numerical experiments show that our methods are effective.</p>

Journal

  • JSIAM Letters

    JSIAM Letters 12 (0), 61-64, 2020

    The Japan Society for Industrial and Applied Mathematics

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