Multidimensional Quadrature Formulas using Partial Derivates.
Technical memo. Oct 76-31 Oct 77,
NAVAL AIR TEST CENTER PATUXENT RIVER MD
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Conventional multidimensional quadrature formula employ a weighted sum of function values to approximate a multiple integral over a hyperrectangle. This paper considers the problem of enhancing the traditional formulas by the addition of certain partial derivative correction terms evaluated on the boundary of the domain of integration. Numerical results for double and triple integrals indicate the formulas of degrees of precision 3 and precision 5 are both accurate and efficient. Author
- Theoretical Mathematics