Questions tagged [quadrature]

Quadrature refers to techniques in numerical integration, such as Riemann sum approximations, Simpson's rule and Gaussian quadrature.

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Error estimates in Numerical quadratures

E_2(f) is the error for integrating the lagrange interpolation polynomial for f What i have problem understanding is in the paragraph below. "Unfortunately, (7.7) gives a considerable overestimate of the error in Simpson’s rule; in particular it…