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Abstract: Quadrature rules estimate the value of an integral when the function is givenby a table of values. Every binary string defines a quadrature rule by choosingwhich endpoint of each interval represents the interval. The standard rules,such as Simpson-s Rule, correspond to strings of low Kolmogorov complexity,making it possible to define new quadrature rules with no smoothnessassumptions, as well as in higher dimensions. Error results depend on conceptsfrom compressed sensing. Good quadrature rules exist for -sparse- functions,which also satisfy an error-information duality principle.



Author: James S. Wolper

Source: https://arxiv.org/







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