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Keywords:
repeated integral; Cauchy formula for repeated integration; quadrature; cubature; numerical differentiation
repeated integral; Cauchy formula for repeated integration; quadrature; cubature; numerical differentiation
Summary:
Standard algorithms for numerical integration are defined for simple integrals. Formulas for computation of repeated integrals and derivatives for equidistant domain partition based on modified Newton-Cotes formulas are derived. We compare usage of the new formulas with the classical quadrature formulas and discuss possible application of the results to solving higher order differential equations.
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