In analogy to classical spherical t-design points, we introduce the concept of t-design curves on the sphere. This means that the line integral along a t-design curve integrates polynomials of degree t exactly. For low degrees, we construct explicit examples. We also derive lower asymptotic bounds on the lengths of t-design curves. Our main results prove the existence of asymptotically optimal t-design curves in the Euclidean $2$-sphere and the existence of t-design curves in the d-sphere.

In this paper we consider polynomials orthogonal with respect to the linear functional defined on the space of all algebraic polynomials by

where α,β> -1/2 are real numbers such that ℓ = |β - α| is a positive integer, and ζ∈ R{0}. We prove the existence of such orthogonal polynomials for some pairs of α and ζ and for all nonnegative integers ℓ. For such orthogonal polynomials we derive three-term recurrence relations and also some differential-difference relations. For such orthogonal polynomials the corresponding quadrature rules of Gaussian type are considered. Also, some numerical examples are included.

The stochastic collocation method using sparse grids has become a popular choice for performing stochastic computations in high dimensional (random) parameter space. In addition to providing highly accurate stochastic solutions, the sparse grid collocation results naturally contain sensitivity information with respect to the input random parameters. In this paper, we use the sparse grid interpolation and cubature methods of Smolyak together with combinatorial analysis to give a computationally efficient method for computing the global sensitivity values of Sobol’. This method allows for approximation of all main effect and total effect values from evaluation of f on a single set of sparse grids. We discuss convergence of this method, apply it to several test cases and compare to existing methods. As a result which may be of independent interest, we recover an explicit formula for evaluating a Lagrange basis interpolating polynomial associated with the Chebyshev extrema. This allows one to manipulate the sparse grid collocation results in a highly efficient manner.

We consider families of general two-point quadrature formulae, using the extension of Montgomery’s identity via Taylor’s formula. The formulae obtained are used to present a number of inequalities for functions whose derivatives are from Lp spaces and Bullen-type inequalities.

Approximations for the Stieltjes integral with (φ,Φ)-Lipschitzian integrators are given. Applications for the Riemann integral of a product and for the generalized trapezoid and Ostrowski inequalities are also provided.

We consider the problem of predicting integrals of second order processes whose covariances satisfy some Hölder regularity condition of order α > 0. When α is an odd integer, linear estimators based on regular sampling designs were constructed and asymptotic results for the approximation error were derived. We extend this result to any α > 0. When 2K < α ≤ 2K + 2, K a non-negative integer, we use an appropriate predictor based on the Euler-MacLaurin formula of order K with regular sampling designs. We give the corresponding result for the mean square error.