Multidimensional Integration via Trapezoidal and Three Point Generators

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Cerone, Pietro (2001) Multidimensional Integration via Trapezoidal and Three Point Generators. RGMIA research report collection, 4 (4).


Multidimensional integrals are expressed in terms of lower dimensional integrals and function evaluations. An iterative process is used where a trapezoidal and three point identities are used as generators for higher dimensional identities. Bounds are obtained utilising the resulting identities. It is demonstrated that earlier Ostrowski type results are obtained as particular instances of the current work.

Item type Article
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Historical > FOR Classification > 0103 Numerical and Computational Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords multidimensional integrals, dimensional reduction, recursive method, generalised trapezoidal and three point generators
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