CHAPTER 5NUMERICAL INTEGRATION
5.1 A REVIEW OF THE DEFINITE INTEGRAL
Exercises:
- Basic properties of the definite integral show that it is a linear operator, i.e., it distributes across sums and multiplication by constants:
Prove that if
then is also linear:
Solution: This is a straight‐forward computation:
- Assume that the quadrature rule integrates all polynomials of degree less than or equal to exactly:
for all . Use this to prove that, for any integrand , the error is equal ...
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