Change of Variable in Spaces of Mixed Smoothness and Numerical Integration of Multivariate Functions on the Unit Cube

Abstract

In a recent article, two of the present authors studied Frolov’s cubature formulae and their optimality in Besov–Triebel–Lizorkin spaces of functions with dominating mixed smoothness supported in the unit cube. In this paper, we give a general result that the asymptotic order of the minimal worst-case integration error is not affected by boundary conditions in the above mentioned spaces. In fact, we propose two tailored modifications of Frolov’s cubature formulae suitable for functions supported on the cube (not in the cube) that yield the same order of convergence up to a constant. This constant involves the norms of a “change of variable” and a “pointwise multiplication” mapping, respectively, between the function spaces of interest. We complement, extend, and improve classical results on the boundedness of change of variable mappings in Besov–Sobolev spaces of mixed smoothness. The second modification, suitable for classes of periodic functions, is based on a pointwise multiplication and is therefore most likely more suitable for applications than the (traditional) “change of variable” approach. These new theoretical insights are expected to be useful for the design of new (and robust) cubature rules for multivariate functions on the cube.