Beyond Tchakaloff Quadrature: Positive Functionals, Frames and Widths

Abstract

Tchakaloff's theorem from 1957 asserts the existence of exact quadrature rules with non-negative weights for any polynomial space of finite degree on Rd if the underlying measure is positive, compactly supported, and absolutely continuous with respect to the Lebesgue measure. This classical result coined the term Tchakaloff quadrature for quadrature that is exact and only uses non-negative weights. It has been a long-standing endeavor, under which conditions such rules exist. A final answer was given in 2012 by Bisgaard with the insight that, in fact, every finite-dimensional space of integrable functions on a positive measure space admits them. In this article we recall this result and provide a major extension to the question of positive discretizability of C-linear functionals on finite-dimensional spaces. We introduce the notion of strict S-positivity for such functionals, where S are subsets of the functional's domain, and show the equivalence of positive discretizability to being strictly S-positive for a suitable choice of S. We further investigate consequences for other discretization problems. One fundamental implication is the guaranteed existence of Lp-Marcinkiewicz-Zygmund equalities in finite-dimensional spaces of p-integrable functions in case that p is an even integer, another the exact discretizability of any frame in Kn, where K∈\R,C\, if a rescaling of the frame elements is allowed. In addition, we provide bounds for Tchakaloff quadrature widths n+ and, addressing the question of constructibility of discretization points, establish a connection to D-optimal design.

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