Thursday, 6 October 2016

calculus - Riemann sum error and the integral

It is a well known, that we have the following approximation error:
|baf(t)dtni=0f(ξi)sn|<ba2snmaxx[a,b]|f(x)|,

where sn is the length of the equidistant decomposition of the interval [a,b] and fC1([a,b]).
My quesstions are:
1.) How this error estimate can be improved, if f and f are both Lipschitz continuous?
2.) How such estimates look like, if f is a bivariate function?



Best regards
Lucas

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