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Optimal quadrature formulas for computing of Fourier integrals in a Hilbert space (2102.07551v1)
Published 15 Feb 2021 in math.NA, cs.NA, and math.CV
Abstract: In the present paper the optimal quadrature formulas in the sense of Sard are constructed for numerical integration of the integral $\int_ab e{2\pi i\omega x}\varphi(x)d x$ with $\omega\in \mathbb{R}$ in the Hilbert space $W_2{(2,1)}[a,b]$ of complex-valued functions. Furthermore, the explicit expressions for coefficients of the constructed optimal quadrature formulas are obtained. At the end of the paper some numerical results are presented.