Abstract
The method of limit functions is used to construct optimal-by-accuracy and optimal-by-order (with constant not exceeding two) cubature formulae for the integration of fast oscillatory functions given by their values at a finite number of fixed nodes in a square region. The construction is based on explicit forms of the majorant and minorant in the given interpolational class C1,L,N2 and the solution of the problem of optimal-by-accuracy recovery of functions from this class. It is shown that an appropriate choice of the grid in this interpolational class leads to a substantial reduction in a priori information required for the application of the proposed approach.
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