It is a well known, that we have the following approximation error:
|∫baf(t)dt−n∑i=0f(ξi)sn|<b−a2sn⋅maxx∈[a,b]|f′(x)|,
where sn is the length of the equidistant decomposition of the interval [a,b] and f∈C1([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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