Simpson’s Second-Type Inequalities for Co-Ordinated Convex Functions and Applications for Cubature Formulas

Inequality theory has attracted considerable attention from scientists because it can be used in many fields. In particular, Hermite–Hadamard and Simpson inequalities based on convex functions have become a cornerstone in pure and applied mathematics. We deal with Simpson’s second-type inequalities based on coordinated convex functions in this work. In this paper, we first introduce Simpson’s second-type integral inequalities for two-variable functions whose second-order partial derivatives in modulus are convex on the coordinates. In addition, similar results are acquired by considering that powers of the absolute value of second-order partial derivatives of these two-variable functions are convex on the coordinates. Finally, some applications for Simpson’s 3/8 cubature formula are given.

Monte Carlo construction of cubature on Wiener space

In this paper, we investigate application of mathematical optimization to construction of a cubature formula on Wiener space, which is a weak approximation method of stochastic differential equations introduced by Lyons and Victoir (Proc R Soc Lond A 460:169–198, 2004). After giving a brief review on the cubature theory on Wiener space, we show that a cubature formula of general dimension and degree can be obtained through a Monte Carlo sampling and linear programming. This paper also includes an extension of stochastic Tchakaloff’s theorem, which technically yields the proof of our primary result.

Numerical Solution of Two-Dimensional Fredholm–Volterra Integral Equations of the Second Kind

The paper presents an iterative numerical method for approximating solutions of two-dimensional Fredholm–Volterra integral equations of the second kind. As these equations arise in many applications, there is a constant need for accurate, but fast and simple to use numerical approximations to their solutions. The method proposed here uses successive approximations of the Mann type and a suitable cubature formula. Mann’s procedure is known to converge faster than the classical Picard iteration given by the contraction principle, thus yielding a better numerical method. The existence and uniqueness of the solution is derived under certain conditions. The convergence of the method is proved, and error estimates for the approximations obtained are given. At the end, several numerical examples are analyzed, showing the applicability of the proposed method and good approximation results. In the last section, concluding remarks and future research ideas are discussed.

Some New Results Concerning the Classical Bernstein Cubature Formula

In this article, we present a solution to the approximation problem of the volume obtained by the integration of a bivariate function on any finite interval [a,b]×[c,d], as well as on any symmetrical finite interval [−a,a]×[−a,a] when a double integral cannot be computed exactly. The approximation of various double integrals is done by cubature formulas. We propose a cubature formula constructed on the base of the classical bivariate Bernstein operator. As a valuable tool to approximate any volume resulted by integration of a bivariate function, we use the classical Bernstein cubature formula. Numerical examples are given to increase the validity of the theoretical aspects.

Some Weighted Inequalities for Higher-Order Partial Derivatives in Two Dimensions and Its Applications

We establish some Ostrowski type inequalities involving higher-order partial derivatives for two-dimensional integrals on Lebesgue spaces (L_{∞}, L_{p} and L₁). Some applications in Numerical Analysis in connection with cubature formula are given. Finally, with the help of obtained inequality, we establish applications for the kth moment of random variables.