Abstract
For the problem of approximate evaluation of integrals in finite-dimensional spaces, in particular, in the one-dimensional case, the substitution of the integrand function by its interpolation polynomial followed by integration gives rise to quadrature formulae widely used in practice. This approach is also natural for functional integrals [56, 58].
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© 1993 Springer Science+Business Media Dordrecht
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Egorov, A.D., Sobolevsky, P.I., Yanovich, L.A. (1993). Approximate Interpolation-Type Formulae. In: Functional Integrals: Approximate Evaluation and Applications. Mathematics and Its Applications, vol 249. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1761-6_4
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DOI: https://doi.org/10.1007/978-94-011-1761-6_4
Publisher Name: Springer, Dordrecht
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