A study on the average case error of composite Newton-Cotes quadratures.

DOI10.1007/BF02936185zbMath1058.41022OpenAlexW2048128276MaRDI QIDQ1432806

Yoon Young Park, Jung Ho Park, Sung Hee Choi

Publication date: 22 June 2004

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02936185

zbMATH Keywords

error analysisWiener measurenumerical quadratureNewton-Cotes quadrature

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

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• Deterministic and stochastic error bounds in numerical analysis
• Gaussian measures in Banach spaces
• Probabilistic analysis of Simpson's quadrature

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