Cubature of random fields by product-type integration rules

✍ Scribed by M. Weba

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 352 KB
Volume: 30
Category: Article
ISSN: 0898-1221
DOI: 10.1016/0898-1221(95)00101-8

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✍ Grzegorz Rza̧dkowski 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 428 KB

In the present paper, we use a generalization of the Euler-Maclaurin summation formula for integrals of the form b a F 0 (x)g(x)dx where F 0 (x) (the weight) is a continuous and positive function and g(x) is twice continuously differentiable function in the interval [a, b]. Numerical examples are g