Abstract

A Monte Carlo simulation program based on accompanying probability theory is developed and implemented to examine the trustworthiness of certain methods used in numerical integration. The power and reliability of an approximation process are defined. Using the simulation, estimated power and reliability values are obtained for the Trapezoidal rule, for Simpson’s rule, and for Romberg integration in conjunction with several frequently used stopping rules. The above-mentioned approximation processes are then analyzed and compared within the context of these two fundamental notions.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.