Publication Details
Numerical Integration of Multiple Integrals Using Taylor's Polynomial
Kunovský Jiří, doc. Ing., CSc. (DITS FIT BUT)
Šátek Václav, Ing., Ph.D. (DITS FIT BUT)
Veigend Petr, Ing., Ph.D. (DITS FIT BUT)
Martinkovičová Alžbeta, Mgr. (DITS FIT BUT)
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{FITPUB10825, author = "Jan Chaloupka and Ji\v{r}\'{i} Kunovsk\'{y} and V\'{a}clav \v{S}\'{a}tek and Petr Veigend and Al\v{z}beta Martinkovi\v{c}ov\'{a}", title = "Numerical Integration of Multiple Integrals Using Taylor's Polynomial", pages = "163--171", booktitle = "Proceedings of the 5th International Conference on Simulation and Modeling Methodologies, Technologies and Applications", year = 2015, location = "Colmar, FR", publisher = "SciTePress - Science and Technology Publications", ISBN = "978-989-758-120-5", language = "english", url = "https://www.fit.vut.cz/research/publication/10825" }