Timeline for Reference request on numerical integration
Current License: CC BY-SA 4.0
2 events
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Jul 10, 2018 at 0:15 | comment | added | Gerry Myerson | It looks like you are trying to estimate an integral by an average of the function over a finite set. There are theorems bounding the difference between integrals and sums in terms of the total variation of the function and the discrepancy of the finite set. See Kuipers & Niederreiter, Uniform Distribution of Sequences. | |
Jul 9, 2018 at 15:20 | history | asked | user111097 | CC BY-SA 4.0 |