• Title/Summary/Keyword: Wienner measure

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ON AN ERROR OF TRAPEZOIDAL RULE

  • Hong, Bum-Il;Choi, Sung-Hee;Hahm, Nahm-Woo
    • Communications of the Korean Mathematical Society
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    • v.13 no.4
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    • pp.903-911
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    • 1998

  • We show that if r $\leq$ 2, the average error of the Trapezoidal rule is proportional to $n^{-min{r＋l, 3}}$ where n is the number of mesh points on the interval [D, 1]. As a result, we show that the Trapezoidal rule with equally spaced points is optimal in the average case setting when r $\leq$ 2.

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