The average error of quadrature formulas for functions of bounded variation
نویسندگان
چکیده
منابع مشابه
Error Estimates for Gauss Quadrature Formulas for Analytic Functions
1. Introduction. The estimation of quadrature errors for analytic functions has been considered by Davis and Rabinowitz [1]. An estimate for the error of the Gaussian quadrature formula for analytic functions was obtained by Davis [2]. McNamee [3] has also discussed the estimation of error of the Gauss-Legendre quadrature for analytic functions. Convergence of the Gaussian quadratures was discu...
متن کاملOn the generalization of Trapezoid Inequality for functions of two variables with bounded variation and applications
In this paper, a generalization of trapezoid inequality for functions of two independent variables with bounded variation and some applications are given.
متن کاملstudy of cohesive devices in the textbook of english for the students of apsychology by rastegarpour
this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...
Integral formulas for Chebyshev polynomials and the error term of interpolatory quadrature formulae for analytic functions
We evaluate explicitly the integrals ∫ 1 −1 πn(t)/(r ∓ t)dt, |r| = 1, with the πn being any one of the four Chebyshev polynomials of degree n. These integrals are subsequently used in order to obtain error bounds for interpolatory quadrature formulae with Chebyshev abscissae, when the function to be integrated is analytic in a domain containing [−1, 1] in its interior.
متن کاملOptimal Stochastic Quadrature Formulas For Convex Functions
We study optimal stochastic (or Monte Carlo) quadrature formulas for convex functions. While nonadaptive Monte Carlo methods are not better than deterministic methods we prove that adaptive Monte Carlo methods are much better. Abstract. We study optimal stochastic (or Monte Carlo) quadrature formulas for convex functions. While nonadaptive Monte Carlo methods are not better than deter-ministic ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Rocky Mountain Journal of Mathematics
سال: 1990
ISSN: 0035-7596
DOI: 10.1216/rmjm/1181073094