Modified Trapezoidal Product Cubature Rules. Definiteness, Monotonicity and a Posteriori Error Estimates

Abstract

We study two modifications of the trapezoidal product cubature formulae, approximating double integrals over the square domain $[a,b{]}^2=[a,b]\times [a,b]$. Our modified cubature formulae use mixed type data: except evaluations of the integrand on the points forming a uniform grid on $[a,b{]}^2$, they involve two or four univariate integrals. An useful property of these cubature formulae is that they are definite of order $(2,2)$, that is, they provide one-sided approximation to the double integral for real-valued integrands from the class $${\mathcal{C}}^{2,2}[a,b]=\{f(x,y):\frac{{\partial }^{4}f}{\partial x^2\partial y^2}\text{continuous and does not change sign in}(a,b{)}^2\}.$$ For integrands from ${\mathcal{C}}^{2,2}[a,b]$ we prove monotonicity of the remainders and derive a-posteriori error estimates.

18 pages