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JOURNALS // Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika // Archive

Izv. Vyssh. Uchebn. Zaved. Mat., 2010 Number 12, Pages 3–19 (Mi ivm7156)

Comparison of numerical integration formulas

N. K. Bakirov, I. R. Gallyamov

Chair of Mathematics, Ufa State Aviation Technical University, Ufa, Russia

Abstract: In this paper we study the mean-square error of numerical integration, when the integrand is a random stationary process. We obtain exact asymptotic errors of classical quadrature formulas and give lower and upper bounds for the least mean-square error.

Keywords: quadrature formula, stationary random process.

UDC: 519.644

Received: 24.04.2009


 English version:
Russian Mathematics (Izvestiya VUZ. Matematika), 2010, 54:12, 1–16

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© Steklov Math. Inst. of RAS, 2024