Numerical integration formulas of degree two

被引：35
作者：
Xiu, Dongbin [1 ]
机构：
[1] Purdue Univ, Dept Math, W Lafayette, IN 47907 USA
来源：
APPLIED NUMERICAL MATHEMATICS | 2008年 / 58卷 / 10期
关键词：
numerical integration; cubature formulas;
D O I：
10.1016/j.apnum.2007.09.004
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Numerical integration formulas in n-dimensional nonsymmetric Euclidean space of degree two, consisting of n + 1 equally weighted points, are discussed, for a class of integrals often encountered in statistics. This is an extension of Stroud's theory [A.H. Stroud, Remarks on the disposition of points in numerical integration formulas, Math. Comput. 11 (60) (1957) 257-261; A.H. Stroud. Numerical integration formulas of degree two, Math. Comput. 14 (69) (1960) 21-26]. Explicit formulas are given for integrals with nonsymmetric weights. These appear to be new results and include the Stroud's degree two formula as a special case. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码：1515 / 1520
页数：6
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