Publication Details
Numerical Integration of Multiple Integrals Using Taylor's Polynomial
Kunovský Jiří, doc. Ing., CSc.
Šátek Václav, Ing., Ph.D. (DITS)
Veigend Petr, Ing., Ph.D. (DITS)
Martinkovičová Alžbeta, Mgr.
Multiple Integrals, Numerical Integration, Taylor's Polynomial, Modern Taylor Series Method
The paper concentrates on a new method of numerical computation of multiple integrals. Equations based on Taylor polynomial are derived. Multiple integral of a continuous function of n-variables is numerically integrated step by step by reducing its dimension. First, integration formulas for a function of two variables are derived. Formulas for function of n-variables are generalized using composition. Numerical derivatives for Taylor terms are repeatedly computed from simple integrals. Finally method is demonstrated on an exponential function of two-variables and a new approach to determine a number of Taylor terms is discussed.
@inproceedings{BUT119827,
author="Jan {Chaloupka} and Jiří {Kunovský} and Václav {Šátek} and Petr {Veigend} and Alžbeta {Martinkovičová}",
title="Numerical Integration of Multiple Integrals Using Taylor's Polynomial",
booktitle="Proceedings of the 5th International Conference on Simulation and Modeling Methodologies, Technologies and Applications",
year="2015",
pages="163--171",
publisher="SciTePress - Science and Technology Publications",
address="Colmar",
isbn="978-989-758-120-5",
url="http://www.scopus.com/record/display.uri?eid=2-s2.0-84960951970&origin=resultslist&sort=plf-f&src=s&st1=satek&st2=&sid=48BB54244E7021166FCB6A0794EA66EC.f594dyPDCy4K3aQHRor6A%3a20&sot=b&sdt=b&sl=18&s=AUTHOR-NAME%28satek%29&relpos=4&citeCnt=0&searchTerm="
}