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Elementary numerical methods for double integrals

Numerical Analysis 2019-05-16 v1

Abstract

Approximations to the integral abcdf(x,y)dydx\int_a^b\int_c^d f(x,y)\,dy\,dx are obtained under the assumption that the partial derivatives of the integrand are in an LpL^p space, for some 1p1\leq p\leq\infty. We assume fxyp{\lVert f_{xy}\rVert}_p is bounded (integration over [a,b]×[c,d][a,b]\times[c,d]), assume fx(,c)p{\lVert f_x(\cdot,c)\rVert}_p and fx(,d)p{\lVert f_x(\cdot,d)\rVert}_p are bounded (integration over [a,b][a,b]), and assume fy(a,)p{\lVert f_y(a,\cdot)\rVert}_p and fy(b,)p{\lVert f_y(b,\cdot)\rVert}_p are bounded (integration over [c,d][c,d]). The methods are elementary, using only integration by parts and H\"older's inequality. Versions of the trapezoidal rule, composite trapezoidal rule, midpoint rule and composite midpoint rule are given, with error estimates in terms of the above norms.

Keywords

Cite

@article{arxiv.1905.05805,
  title  = {Elementary numerical methods for double integrals},
  author = {Cameron Grant and Erik Talvila},
  journal= {arXiv preprint arXiv:1905.05805},
  year   = {2019}
}

Comments

To appear in Minnesota Journal of Undergraduate Mathematics