Numerical evaluation of general n-dimensional integrals by the repeated use of Newton-Cotes formulas

摘要

The composites Simpson's rule is extended to n-dimensional integrals with variable limits. This extension is illustrated by means of the recursion relation of n-fold series. The structure of calculation by the Newton-Cotes formulas for n-dimensional integrals is clarified with this method. A quadrature formula corresponding to the Newton-Cotes formulas can be readily constructed. The results computed for some examples are given, and the error estimates for two or three dimensional integrals are described using the error term. (author). (ERA citation 17:035504)