关于梯形规则的后验误差界

B. Hong, Intae Ryoo, G. Khang
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引用次数: 0

摘要

本文讨论了在区间[0],[1]上的被积函数类具有基于有限个函数值的r-fold维纳测度的变型的情况下,复合梯形规则的平均情况集和概率集。此外,我们还从概率的角度计算了梯形规则误差的后验界。这种新的后验误差界优于实践中常用的误差界。
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On a Posteriori Error Bounds of Trapezoidal Rule
In this paper, we discuss the average case setting and the probabilistic setting of composite Trapezoidal rule assuming that the class of integrand on an interval [0], [1] is equipped with a variant of the r-fold wiener measure based on the a finite number of function values for numerical integration. Moreover, we compute a posteriori bounds on the error of Trapezoidal rule from a probabilistic point of view. This a new a posteriori error bound is better than a bound that is commonly used in practice.
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