Computation of quadrature rules for integration with respect to refinable functions on assigned nodes

Abstract

Integrals involving refinable functions are of interest in several applications ranging from discretization of PDEs to wavelet analysis. We present a procedure to construct quadrature rules with assigned nodes for these integrals. The process requires in input the refinement mask coefficients and the sequence of nodes only. The corresponding weights are computed by an iterative procedure that does not involve the solution of linear systems. The proposed approach is deeply based on the strong connection between balanced measures and integrals of refinable functions.