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Approximate Multidimensional Integration Through Dimension Reduction via the Ostrowski Functional

By Pietro Cerone

Abstract

An iterative approach is used to represent multidimensional integrals in terms of lower dimensional integrals and function evaluations. The procedure is quite general utilising one dimensional identities as the seed or generator to procure multidimensional identities. Bounds are obtained from the identities

Topics: 0102 Applied Mathematics, 0103 Numerical and Computational Mathematics, Research Group in Mathematical Inequalities and Applications (RGMIA), multidimensional integrals, dimension reduction, recursive, bounds, Ostrowski
Publisher: School of Communications and Informatics, Faculty of Engineering and Science, Victoria University of Technology
Year: 2001
OAI identifier: oai:eprints.vu.edu.au:17632
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