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Product type multiple integration formulas

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Abstract

An integration formula of the type

$$\int_a^b {f(x)g(x)dx \cong \sum\limits_{i = 1}^N {\sum\limits_{j = 1}^M {a_{ij} f(xi)g(y_j ),} } } $$

referred to as a product quadrature, was first considered by R. Boland and C. Duris. In this paper, the author extends the concept of a product formula to multiple integrals. The definitions and some of the results for interpolatory, compound, and symmetric product quadratures have an analog for product cubatures and these are given.

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References

  1. Robert W. Boland and C. S. Duris,Product Type Quadrature Formulas, BIT, vol. 11, 1971, pp. 139–158.

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  2. Philip J. Davis,A Construction of Nonnegative Approximate Quadratures, Math. Comp., vol. 21, 1967, pp. 578–582.

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  3. M. Weisfeld,Orthogonal Polynomials in Several Variables, Numer. Math., vol. 1, 1959, pp. 38–40.

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Hunkins, D.R. Product type multiple integration formulas. BIT 13, 408–414 (1973). https://doi.org/10.1007/BF01933403

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  • DOI: https://doi.org/10.1007/BF01933403

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