
AbstractIn this paper, we consider the problem of the approximation of the integral of a function f over a d-dimensional simplex S of $$\mathbb {R}^{d}$$ R d by some quadrature formulas which use only the functional and derivative values of f on the boundary of the simplex S or function data at the vertices of S, at points on its facets and at its center of gravity. The quadrature formulas are computed by integrating over S a polynomial approximant of f which uses functional and derivative values at the vertices of S.
Financial economics, Economics, General Mathematics, Quadrature Formulas, Evolutionary biology, Quadrature (astronomy), Numerical quadrature and cubature formulas, Mathematical analysis, Orthogonal Polynomials, Convergence Analysis of Iterative Methods for Nonlinear Equations, Numerical integration, Cubature, Simplex, High-dimensional Integration and Quasi-Monte Carlo Methods, FOS: Mathematics, Approximation, Biology, Numerical Analysis, Numerical approximation, Applied Mathematics, Simplex, Physics, cubature, Optics, High-dimensional Integration, Quadrature Methods, Function (biology), Boundary (topology), Combinatorics, Derivative (finance), Physical Sciences, Numerical integration, numerical integration, Numerical Integration, simplex, Mathematics, Numerical analysis
Financial economics, Economics, General Mathematics, Quadrature Formulas, Evolutionary biology, Quadrature (astronomy), Numerical quadrature and cubature formulas, Mathematical analysis, Orthogonal Polynomials, Convergence Analysis of Iterative Methods for Nonlinear Equations, Numerical integration, Cubature, Simplex, High-dimensional Integration and Quasi-Monte Carlo Methods, FOS: Mathematics, Approximation, Biology, Numerical Analysis, Numerical approximation, Applied Mathematics, Simplex, Physics, cubature, Optics, High-dimensional Integration, Quadrature Methods, Function (biology), Boundary (topology), Combinatorics, Derivative (finance), Physical Sciences, Numerical integration, numerical integration, Numerical Integration, simplex, Mathematics, Numerical analysis
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