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## Trapezoidal Rule for a Rectangle |

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z | overview |

The weights of the trapezoidal rule with step size are equal to at inner knots and equal to at the endpoints and of the integration interval. Hence, for a rectangle

More generally, for an -dimensional rectangle with step sizes with respect to the -th coordinate,

As in the univariate case, the error of the multivariate trapezoidal rule has a quadratic expansion, and, consequently, Romberg extrapolation is applicable.

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automatisch erstellt am 17. 1. 2017 |