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Dimitrie D. Stancu
”Babes-Bolyai” University, Cluj-Napoca, Romania
Institutul de Calcul (Tiberiu Popoviciu Institute of Numerical Analysis), Romanian Academy

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D.D. Stancu, Contribuţii la integrarea numerică a funcţiilor de mai multe variabile, Studii şi Cercet. Matem. (Cluj), 8 (1957) nos. 1–2, pp. 75–101 (in Romanian).

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Studii și Cercet. Matem. (Cluj)

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Academia R.P. Romane

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CONTRIBUTIONS TO THE NUMERICAL INTEGRATION OF FUNCTIONS OF MULTIPLE VARIABLES

Communication presented at the meeting of September 24, 1956 of the Cluj Branch of the RPR Academy

§ 1. General considerations

  1. 1.

    Let me noteDDa domain in Euclidean spaceSS- dimensionalIt isSE_{s}, withdVMyou_{M}a volume element fromDD, withf(M)f(M)andK(M)K(M)two point functionsM=M(t1,t2,,tS)M=M\left(t^{1},t^{2},\ldots,t^{S}\right), integrable in the considered domain.

By numerical integration formula or cubature formula is meant a formula of the form

DK(M)f(M)𝑑VM=and=1Ncandf(Mand)+ρ\iint\ldots\int_{D}K(M)f(M)dv_{M}=\sum_{i=1}^{N}c_{i}f\left(M_{i}\right)+\rho (1)

where the numberscandc_{i}- which are called the coefficients of the formula - depend only on the nodesMandM_{i}of the cubature formula, which are points inD;ρD;\rhois the rest of this formula.

The finite sum of the second term

J(f)=and=1Ncandf(Mand)J(f)=\sum_{i=1}^{N}c_{i}f\left(M_{i}\right) (2)

represents an approximate assessment of the functionality

and(f)=DK(M)f(M)𝑑VMI(f)=\iint\ldots\int_{D}K(M)f(M)dv_{M} (3)

where the functionK(M)K(M)it is assumed that it is chosen once and for all for the functionand(f)I(f)and that it keeps a constant sign inDD.

Therefore, a cubature formula is a formula that allows an approximate evaluation of a definite integral of a function to be given.f(M)f(M), multiplied by a weight functionK(M)K(M), through a certain linear combination of the values ​​of the functionf(M)f(M)on a finite number of distinct points. We also have
cubature formulas in which the values ​​of the partial derivatives off(M)f(M)at certain points.

RESTρ\rhoof formula (1) represents the value, given by this formula, of an additive and homogeneous functional, which, to indicate the functionf(M)f(M), we will also denote it byρ(f)\rho(f).
2. We will say that formula (1) has a partial degree of accuracy (n1,n2,nSn_{1},n_{2},\ldots n_{s}). if :
a)ρ(P)=0\rho(P)=0for any polynomialP(M)P(M)of degree(n1,n2,,nS)\left(n_{1},n_{2},\ldots,n_{s}\right).
b)ρ(P)0\rho(P)\neq 0for the least polynomialP(M)P(M)of degree(n1+1\left(n_{1}+1\right.,n2+1,,nS+1)\left.n_{2}+1,\ldots,n_{s}+1\right).
3. The basic problems that now arise are the following:
a) To construct the cubature formulas, that is, to determine the coefficientscandc_{i}and the nodesMandM_{i}.
b) Give and study the expression of the rest of these formulas in order to be able to evaluate the error that is committed when forand(f)I(f)the approximate value is takenJ(f)J(f)It
is known that a general method of constructing cubature formulas consists of replacing the functionf(M)f(M)by its expression given by an interpolation formula.

If we assume thatf(M)f(M)is expandable in the uniformly convergent series inDD

f(M)=and1,,andS=0Aand1andS(t1)and1(tS)andSf(M)=\sum_{i_{1},\ldots,i_{s}=0}^{\infty}a_{i_{1}\ldots i_{s}}\left(t^{1}\right)^{i_{1}}\ldots\left(t^{s}\right)^{i_{s}} (4)

and we put

andand1andS=DK(t1,,tS)(t1)and1(tS)andS𝑑VMI_{i_{1}\ldots i_{s}}=\iint\ldots\int_{D}K\left(t^{1},\ldots,t^{s}\right)\left(t^{1}\right)^{i_{1}}\ldots\left(t^{s}\right)^{i_{s}}dv_{M}

the rest will be represented by the series

ρ=and1,,andS=0Aand1andS[andand1andSj=1Npj(tj1)and1(tjS)andS],\rho=\sum_{i_{1},\ldots,i_{s}=0}^{\infty}a_{i_{1}\ldots i_{s}}\left[I_{i_{1}\ldots i_{s}}-\sum_{j=1}^{N}p_{j}\left(t_{j}^{1}\right)^{i_{1}}\ldots\left(t_{j}^{s}\right)^{i_{s}}\right], (5)

the quantities in square brackets are all independent off(M)f(M)If
f(M)f(M)is a polynomial of degree (n1,n2,,nSn_{1},n_{2},\ldots,n_{s}), we have

and(f)=J(f)I(f)=J(f)

whatever the coefficientsAand1andSa_{i_{1}}\ldots i_{s}for whichandknk(k=1,S)i_{k}\leqq n_{k}(k=1,s)This
leads us to the following equations

j=1Npj(t1)and1(tS)andS=andand1andS\sum_{j=1}^{N}p_{j}\left(t^{1}\right)^{i_{1}}\ldots\left(t^{s}\right)^{i_{s}}=I_{i_{1}\ldots i_{s}}
  1. 4.

    It is natural to seek to increase the precision of the cubature formula we are talking about, seeking to determine theSNsNunknown (tand1,tand2,,tandSt_{i}^{1},t_{i}^{2},\ldots,t_{i}^{s}),and=1,Ni=1,Nso that it cancels out, whatever the function isf(M)f(M), and thoseSNsNfollowing terms in the series (5), deducing in this casemodeSN\bmod sNnew equations of the form

j=1Npj(tj1)and1(tjS)andS=andand1andS\sum_{j=1}^{N}p_{j}\left(t_{j}^{1}\right)^{i_{1}}\ldots\left(t_{j}^{s}\right)^{i_{s}}=I_{i_{1}\ldots i_{s}}

In this way, a total system of(S+1)N(s+1)Nequations with the same number of unknowns

cand;tand1,tand2,,tandS(and=1,N¯)c_{i};t_{i}^{1},t_{i}^{2},\ldots,t_{i}^{s}\quad(i=\overline{1,N})

For the problem to be possible, the resulting linear system must be compatible and lead us toNNpunctureMandM_{i}real belonging to the fieldDDand without being located on a hypersurface of the order(n1,n2,,nS)\left(n_{1},n_{2},\ldots,n_{s}\right)in order not to cancel certain determinants that will intervene in the denominators of the coefficient expressionscandc_{\mathrm{i}}5.
In a previous work [3], relative to the system ofN=(n1+1)(nS+1)N=\left(n_{1}+1\right)\ldots\ldots\left(n_{s}+1\right)knots

Mand1andS=Mand1andS(tand11,tand1and22,,tand1andSS)M_{i_{1}\ldots i_{s}}=M_{i_{1}\ldots i_{s}}\left(t_{i_{1}}^{1},t_{i_{1}i_{2}}^{2},\ldots,t_{i_{1}\ldots i_{s}}^{s}\right) (6)

I gave the interpolation formula

f(M)=ITn1n2nS(M)+RS(M)f(M)=L_{n_{1}n_{2}\ldots n_{s}}(M)+R_{s}(M) (7)

where

ITn1nS(M)=and1=1n1+1andS=1nS+1itand11(t1)itand1andSS(tS)f(Mand1andS)L_{n_{1}\ldots n_{s}}(M)=\sum_{i_{1}=1}^{n_{1}+1}\ldots\sum_{i_{s}=1}^{n_{s}+1}l_{i_{1}}^{1}\left(t^{1}\right)\ldots l_{i_{1}\ldots i_{s}}^{s}\left(t^{s}\right)f\left(M_{i_{1}\ldots i_{s}}\right) (8)

with

itand1andkk(tk)=youand1andk1k(tk)(tktand1andkk)you˙and1andk1k(tand1andkk)youand1andk1k(tk)=andk=1nk+1(tktand1andkk)\begin{gathered}l_{i_{1}\ldots i_{k}}^{k}\left(t^{k}\right)=\frac{u_{i_{1}\ldots i_{k-1}}^{k}\left(t^{k}\right)}{\left(t^{k}-t_{i_{1}\ldots i_{k}}^{k}\right)\dot{u}_{i_{1}\ldots i_{k-1}}^{k}\left(t_{i_{1}\ldots i_{k}}^{k}\right)}\\ u_{i_{1}\ldots i_{k-1}}^{k}\left(t^{k}\right)=\prod_{i_{k}=1}^{n_{k}+1}\left(t^{k}-t_{i_{1}\ldots i_{k}}^{k}\right)\end{gathered}

is the interpolation polynomial of degree (n1,n2,,nSn_{1},n_{2},\ldots,n_{s}) which coincides withf(M)f(M)on nodes (6):

The rest of formula (7) has the expression

RS(M)=p=1Sand1=1n1+1andp1=1np1+1itand11(t1)itand1andp1p1(tp1)youand1andp1pSand1andp1p,R_{s}(M)=\sum_{p=1}^{s}\sum_{i_{1}=1}^{n_{1}+1}\ldots\sum_{i_{p-1}=1}^{n_{p-1}+1}l_{i_{1}}^{1}\left(t^{1}\right)\ldots l_{i_{1}\ldots i_{p-1}}^{p-1}\left(t^{p-1}\right)u_{i_{1}\ldots i_{p-1}}^{p}S_{i_{1}\ldots i_{p-1}}^{p},

where

Sand1andp1p=[tp,tand1andp11p,,tand1andp1p,np+1;f(tand11,,tand1andp1p1,tp,,tS)]S_{i_{1}\ldots i_{p-1}}^{p}=\left[t^{p},t_{i_{1}\ldots i_{p-1}1}^{p},\ldots,t_{i_{1}\ldots i_{p-1}}^{p},n_{p+1};f\left(t_{i_{1}}^{1},\ldots,t_{i_{1}\ldots i_{p-1}}^{p-1},t^{p},\ldots,t^{s}\right)\right]

Here on the right-hand side we have the difference divided by the nodestp,tand1and2andp1p,,tand1and2andp1np+1t^{p},t_{i_{1}i_{2}\ldots i_{p-1}}^{p},\ldots\ldots,t_{i_{1}i_{2}\ldots i_{p-1}}n_{p}+1applied to the variabletpt^{p}of the function

f(tand11,tand1and22,,tand1andp1p1,tp,tp+1,,tS).f\left(t_{i_{1}}^{1},t_{i_{1}i_{2}}^{2},\ldots,t_{i_{1}\ldots i_{p-1}}^{p-1},t^{p},t^{p+1},\ldots,t^{s}\right).
  1. 6.

    Suppose that the points (6) belong to the domainDDIf formula (7) is used, the cubature formula is obtained

DK(M)f(M)𝑑VM=and1=1n1+1andS=1nS+1Aand1andSt(Mand1andS)+ρS\iint\ldots\int_{D}K(M)f(M)dv_{M}=\sum_{i_{1}=1}^{n_{1}+1}\ldots\sum_{i_{\mathrm{s}}=1}^{n_{s}+1}A_{i_{1}\ldots i_{s}}t\left(M_{i_{1}\ldots i_{s}}\right)+\rho_{s} (9)

where the coefficients are given by the formula

Aand1andS=DK(t1,,tS)itand11(t1)itand1andSS(tS)𝑑t1𝑑tSA_{i_{1}\ldots i_{s}}=\iint\ldots\int_{D}K\left(t^{1},\ldots,t^{s}\right)l_{i_{1}}^{1}\left(t^{1}\right)\ldots l_{i_{1}\ldots i_{s}}^{s}\left(t^{s}\right)dt^{1}\ldots dt^{s} (10)

and the rest is given by

ρS=DK(M)RS(M)𝑑M\rho_{s}=\iint\cdots\int_{D}K(M)R_{s}(M)dM (11)
  1. 7.

    Example. Considering the case ofS=2s=2gnarly

M1(A,b),M2(A,bc2),M3(A,c)\displaystyle M_{1}(-a,-b),M_{2}\left(-a,-\frac{b-c}{2}\right),M_{3}(-a,c)
M4(0,b+c2),M6(0,0),M6(0,b+c2)\displaystyle M_{4}\left(0,-\frac{b+c}{2}\right),M_{6}(0,0),M_{6}\left(0,\frac{b+c}{2}\right) (12)
M7(A,c),M8(A,bc2),M9(A,b)\displaystyle M_{7}(a,-c),M_{8}\left(a,\frac{b-c}{2}\right),M_{9}(a,b)

formula (7) leads us to the interpolation formula

f(x,y)=1A2(b+c)2x(xA)(y+bc2)(y+b)f(A,c)\displaystyle f(x,y)=\frac{1}{a^{2}(b+c)^{2}}x(x-a)\left(y+\frac{b-c}{2}\right)(y+b)f(-a,c)-
2A2(b+c)2x(xA)(y+b)(yc)f(A,cb2)+\displaystyle-\frac{2}{a^{2}(b+c)^{2}}x(x-a)(y+b)(y-c)f\left(-a,\frac{c-b}{2}\right)+
+1A2(b+c)2x(xA)(yc)(y+bc2)f(A,b)\displaystyle+\frac{1}{a^{2}(b+c)^{2}}x(x-a)(y-c)\left(y+\frac{b-c}{2}\right)f(-a,-b)-
2A2(b+c)2(x2A2)y(y+b+c2)f(0,b+c2)+\displaystyle-\frac{2}{a^{2}(b+c)^{2}}\left(x^{2}-a^{2}\right)y\left(y+\frac{b+c}{2}\right)f\left(0,\frac{b+c}{2}\right)+
+4A2(b+c)2(x2A2)[y2(b+c)24]f(0,0)\displaystyle+\frac{4}{a^{2}(b+c)^{2}}\left(x^{2}-a^{2}\right)\left[y^{2}-\frac{(b+c)^{2}}{4}\right]f(0,0)-
2A2(b+c)2(x2A2)(yb+c2)yf(0,b+c2)+\displaystyle-\frac{2}{a^{2}(b+c)^{2}}\left(x^{2}-a^{2}\right)\left(y-\frac{b+c}{2}\right)yf\left(0,-\frac{b+c}{2}\right)+ (13)
+1A2(b+c)2x(x+A)(y+c)(ybc2)f(A,b)\displaystyle+\frac{1}{a^{2}(b+c)^{2}}x(x+a)(y+c)\left(y-\frac{b-c}{2}\right)f(a,b)-
2A2(b+c)2x(x+A)(yb)(y+c)f(A,bc2)+\displaystyle-\frac{2}{a^{2}(b+c)^{2}}x(x+a)(y-b)(y+c)f\left(a,\frac{b-c}{2}\right)+
+1A2(b+c)2x(x+A)(yb)(ybc2)f(A,c)+R(x,y)\displaystyle+\frac{1}{a^{2}(b+c)^{2}}x(x+a)(y-b)\left(y-\frac{b-c}{2}\right)f(a,-c)+r(x,y)

where the remainder has the expression

R(x,y)=x(x2A2)[A,0,A,x;f(x,y)]+\displaystyle r(x,y)=x\left(x^{2}-a^{2}\right)[-a,0,a,x;f(x,y)]+
+12A2x(xA)(y+b)(yc)(y+bc2)[c,cb2,b,y;f(A,y)]\displaystyle+\frac{1}{2a^{2}}x(x-a)(y+b)(y-c)\left(y+\frac{b-c}{2}\right)\cdot\left[c,\frac{c-b}{2},-b,y;f(a,y)\right]-
1A2(x2A2)y(y2(b+c)24)[b+c2,0,b+c2,y;f(0,y)]+\displaystyle-\frac{1}{a^{2}}\left(x^{2}-a^{2}\right)y\left(y^{2}-\frac{(b+c)^{2}}{4}\right)\left[\frac{b+c}{2},0,-\frac{b+c}{2},y;f(0,y)\right]+
+12A2x(x+A)(yb)(ybc2)(y+c)[b,bc2,c,y;f(A,y)]\displaystyle+\frac{1}{2a^{2}}x(x+a)(y-b)\left(y-\frac{b-c}{2}\right)(y+c)\left[b,\frac{b-c}{2},-c,y;f(-a,y)\right] (14)

Taking the parallelogram as the domain of integrationDDof peaks

M1(A,b),M3(A,c),M7(A,c),M9(A,b)M_{1}(-a,-b),M_{3}(-a,c),M_{7}(a,-c),M_{9}(a,b) (15)

and doingK(x,y)=1K(x,y)=1, the cubature formula (9) becomes

Df(x,y)dxdy=A90(b+c){(22bcb2c2)[f(A,b)+f(A,c)++f(A,b)+f(A,c)]+8(7b2+26bc+7c2)f(0,0)++16(2b2+bc+2c2)[f(0,b+c2)+f(A,cb2)++f(0,b+c2)+f(A,bc2)]}+ρ\displaystyle\begin{array}[]{l}\iint_{D}f(x,y)dxdy=\frac{a}{90(b+c)}\left\{\left(22bc-b^{2}-c^{2}\right)[f(a,b)+f(-a,c)+\right.\\ +f(-a,-b)+f(a,-c)]+8\left(7b^{2}+26bc+7c^{2}\right)f(0,0)+\\ +16\left(2b^{2}+bc+2c^{2}\right)\left[f\left(0,\frac{b+c}{2}\right)+f\left(-a,\frac{c-b}{2}\right)+\right.\\ \left.\left.+f\left(0,-\frac{b+c}{2}\right)+f\left(a,\frac{b-c}{2}\right)\right]\right\}+\rho^{\prime}\end{array}
p=DR(x,y)𝑑x𝑑y\mathrm{p}^{\prime}=\iint_{D}r(x,y)dxdy (17)

The cubature formula (16) has a partial degree of accuracy ( 2.2 ) and a global degree of accuracy equal to 3.

If we dod=cd=cwe obtain the following partial-accuracy cubature formula(3,3)(3,3)

Df(x,y)𝑑x𝑑y=\displaystyle\iint_{D}f(x,y)dxdy=
=Ab9{f(A,b)+f(A,b)+f(A,b)+f(A,b)+4[f(0,b)+\displaystyle=\frac{ab}{9}\{f(a,b)+f(-a,b)+f(-a,-b)+f(a,-b)+4[f(0,b)+
+f(A,0)+f(0,b)+f(A,0)]+16f(0,0)}+ρ\displaystyle+f(-a,0)+f(0,-b)+f(a,0)]+16f(0,0)\}+\rho (18)

which is precisely the classical Cavalieri-Simpson formula extended to two variables. The domain of integrationDDis in this case the rectangle defined by the inequalities

AxA,byb-a\leqq x\leqq a,\quad-b\leqq y\leqq b (19)

The rest of the Cavalieri-Simpson cubature formula is given by the formula

ρ=DR(x,y)𝑑x𝑑y\rho=\iint_{D}R(x,y)dxdy (20)

where

R(x,y)=x(x2A2)[A,0,A,x;f(x,y)]+\displaystyle R(x,y)=x\left(x^{2}-a^{2}\right)[-a,0,a,x;f(x,y)]+
+y(y2b2)[b,0,b,y;f(x,y)]\displaystyle+y\left(y^{2}-b^{2}\right)[-b,0,b,y;f(x,y)]- (21)
x(x2A2)y(y2b2)[A,0,A,xb,0,b,y;f(x,y)].\displaystyle-x\left(x^{2}-a^{2}\right)y\left(y^{2}-b^{2}\right)\left[\begin{array}[]{l}-a,0,\quad a,x\\ -b,0,-b,y\end{array};f(x,y)\right].
  1. 8.

    Next we will seek to give an evaluation of the remainder (20).

It is observed that we can write

ρ=AAbbR(x,y)dxdy=AA{x(x2A2)[A,0,A,x;bf(x,y)dy\displaystyle\rho=\int_{-a}^{a}\int_{-b}^{b}R(x,y)dxdy=\int_{-a}^{a}\left\{x(x^{2}-a^{2})\left[-a,0,a,x;\int_{-}^{b}f(x,y)dy\mid-\right.\right.
x(x2A2)[A,0,A,xbby(y2b2)[b,0,b;f(x,y)]dy}dx+(22)\displaystyle-x\left(x^{2}-a^{2}\right)\left[-a,0,a,x\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[b,0,-b;f(x,y)]dy\mid\right\}dx+(22) (22)
+AAbby(y2bε)[b,0,b,y;f(x,y)]𝑑x𝑑y\displaystyle+\int_{-a}^{a}\int_{-b}^{b}y\left(y^{2}-b^{\varepsilon}\right)[-b,0,b,y;f(x,y)]dxdy

Using the elementary formula

AAF(you)𝑑you=0A[F(t)+F(t)]𝑑t\int_{-A}^{A}F(u)du=\int_{0}^{A}[F(t)+F(-t)]dt (23)

we can write successively

ρ=0A{t(t2A2)[A,0,A,t,;bbf(t,y)dy]\rho=\int_{0}^{a}\left\{t\left(t^{2}-a^{2}\right)\left[-a,0,a,t,;\int_{-b}^{b}f(t,y)dy\right]-\right.
t(it2A2)A,0,A,t;bby(y2b2)[b,0,b,y;f(t,y)]dy]t(t2A2)|A,0,A,t;bbf(t,y)dy|++t(t2A2)[A,0,A,t;bby(y2b2)[b,0,b,y;f(t,y)]dy]}dt++AAbby(y2b2)[b,0,b,y;/(x,y)]dtdy=0At(t2A2)([A,0,A,t;bbf(t,y)dy][A,0,A,t;bbf(t,y)dy])t(t2A2)([A,0,A,t;bby(y2;b2)[b,0,b,y;f(t,y)]dy]A,0,A,t;bby(y2b2)[b,0,b,y;/(t,y)]dy])}+AAbby(y2b2)[b,0,b,y;f(x,y)]dxdy\begin{gathered}\left.-t\left(l^{2}-a^{2}\right)\mid-a,0,a,t;\int_{-b}^{b}y\left(y^{2}-b^{2}\right)\cdot[b,0,-b,y;f(t,y)]dy\right]-\\ -t\left(t^{2}-a^{2}\right)\left|a,0,-a,t;\int_{-b}^{b}f(t,y)dy\right|+\\ \left.+t\left(t^{2}-a^{2}\right)\left[a,0,-a,-t;\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[b,0,-b,y;f(t,y)]dy\right]\right\}dt+\\ +\int_{-a}^{a}\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[-b,0,b,y;/(x,y)]dtdy=\int_{0}^{a}t\left(t^{2}-a^{2}\right)([-a,0,a,t;\\ \left.\left.\int_{-b}^{b}f(t,y)dy\right]-\left[a,0,-a,t;\int_{-b}^{b}f(t,y)dy\right]\right)-t\left(t^{2}-a^{2}\right)([-a,0,a,t;\\ \left.\int_{-b}^{b}y\left(y^{2};-b^{2}\right)[b,0,-b,y;f(t,y)]dy\right]-\mid a,0,-a,-t;\int_{-b}^{b}y\left(y^{2}-b^{2}\right)\\ \cdot[b,0,-b,y;/(t,y)]dy])\}+\int_{-a}^{a}\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[-b,0,b,y;f(x,y)]dxdy\end{gathered}

But based on the recurrence formula of divided differences we have

A,0,A,t;bbf(t,y)dy][A,0,A,t;bbf(t,y)dy]==2t[A,0,A,t,t;bbit(t,y)𝑑y][A,0,A,t;bAy(y2b2)[b,0,b,y;f(t,y)]𝑑y]A,0,A,t;bby(y2b2)[b,0,b,y;f(t,y)]dy]==2t[A,0,A,t,t;bby(y2b2)[b,0,b,y;f(t,y)]𝑑y]\begin{gathered}\left.\mid-a,0,a,t;\int_{-b}^{b}f(t,y)dy\right]-\left[a,0,-a,-t;\int_{-b}^{b}f(t,y)dy\right]=\\ =2t\left[-a,0,a,t,-t;\int_{-b}^{b}l(t,y)dy\right]\\ {\left[-a,0,a,t;\int_{-b}^{a}y\left(y^{2}-b^{2}\right)[b,0,-b,y;f(t,y)]dy\right]-}\\ \left.-\mid a,0,-a,-t;\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[b,0,-b,y;f(t,y)]dy\right]=\\ =2t\left[-a,0,a,t,-t;\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[b,0,-b,y;f(t,y)]dy\right]\end{gathered}

With these we can continue writing

ρ=20At2(t2A2){|A,0,A,t,t;bbf(t,y)dy|{A,0,A,t,t;bby(y2b2)[b,0,b,y;f(t,y)]dy}dt++A"bby(y2b)[b,0,b,y,;f(x,y)]dxdy\begin{gathered}\rho=2\int_{0}^{a}t^{2}\left(t^{2}-a^{2}\right)\left\{\left|-a,0,a,t,-t;\int_{-b}^{b}f(t,y)dy\right|-\right.\\ -\left\{-a,0,a,t,-t;\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[b,0,-b,y;f(t,y)]dy\mid\right\}dt+\\ +\int_{-a}^{\prime\prime}\int_{-b}^{b}y\left(y^{2}-b^{-}\right)[-b,0,b,y,;f(x,y)]dxdy\end{gathered}

6 - Studies and research

Becauset2(t2A2)t^{2}\left(t^{2}-a^{2}\right)keeps a constant sign in the integration interval, we can apply the average formula and find

ρ=2{[A,0,A,ξ,ξ;bbf(ξ,y)dy][A,0,A,ξ,ξbby(y2b2)[b,0,b,y;f(ξ,y)]dy}0At2(t2A2)dt++AAbby(y2b2)[b,0,b,y;f]dxdy=2.2A54!15(bb4f(ξ,y)ξ4dybby(y2b2)[b,0,b,y;4f(ξ,y)ξ4]dy)++AAbby(y2b2)[b,0,b,y;f]𝑑x𝑑y=A590bb4f(ξ,y)ξ4𝑑y++A590bby(y2b2)[b,0,b,y;4f(ξ,y)ξ4]𝑑y++AAbby(y2b2)[b,0,b,y;f]𝑑x𝑑y=A5b454f(ξ,η1)ξ4++bby(y2b2)[b,0,b,y;AAf(x,y)𝑑x+A5904f(ξ,y)ξ4]𝑑y\begin{gathered}\rho=2\left\{\left[-a,0,a,\xi^{\prime},-\xi^{\prime};\int_{-b}^{b}f\left(\xi^{\prime},y\right)dy\right]-\left[-a,0,a,\xi^{\prime},-\xi^{\prime}\right.\right.\\ \left.\int_{-b}^{b}y\left(y^{2}-b^{2}\right)\left[b,0,-b,y;f\left(\xi^{\prime},y\right)\right]dy\right\}\int_{0}^{a}t^{2}\left(t^{2}-a^{2}\right)dt+\\ +\int_{-a}^{a}\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[-b,0,b,y;f]dxdy=-\frac{2.2a^{5}}{4!15}\left(\int_{-b}^{b}\frac{\partial^{4}f(\xi,y)}{\partial\xi^{4}}dy-\right.\\ \left.-\int_{-b}^{b}y\left(y^{2}-b^{2}\right)\left[b,0,-b,y;\frac{\partial^{4}f(\xi,y)}{\partial\xi^{4}}\right]dy\right)+\\ +\int_{-a}^{a}\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[-b,0,b,y;f]dxdy=-\frac{a^{5}}{90}\int_{-b}^{b}\frac{\partial^{4}f(\xi,y)}{\partial\xi^{4}}dy+\\ +\frac{a^{5}}{90}\int_{-b}^{b}y\left(y^{2}-b^{2}\right)\left[b,0,-b,y;\frac{\partial^{4}f(\xi,y)}{\partial\xi^{4}}\right]dy+\\ +\int_{-a}^{a}\int_{-b}^{b}y\left(y^{2}-b^{2}\right)[-b,0,b,y;f]dxdy=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}+\\ +\int_{-b}^{b}y\left(y^{2}-b^{2}\right)\left[-b,0,b,y;\int_{-a}^{a}f(x,y)dx+\frac{a^{5}}{90}\frac{\partial^{4}f(\xi,y)}{\partial\xi^{4}}\right]dy\end{gathered}

Applying formula (23) again, we successively obtain

ρ=A5b454f(ξ,η1)ξ4+0b(τ(τ2b2)[b,0,b,τ;AAf(x,τ)dx+\displaystyle\rho=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}+\int_{0}^{b}\left(\tau(\tau^{2}-b^{2})\left[-b,0,b,\tau;\int_{-a}^{a}f(x,\tau)dx+\right.\right.
+A5904f(ξ,τ)ξ4]τ(τ2b2)[b,0,b,τ;AAf(x,τ)dx+A5904f(ξ,τ)ξ4])dτ=\displaystyle\left.\left.+\frac{a^{5}}{90}\frac{\partial^{4}f(\xi,\tau)}{\partial\xi^{4}}\right]-\tau\left(\tau^{2}-b^{2}\right)\left[b,0,-b,-\tau;\int_{-a}^{a}f(x,\tau)dx+\frac{a^{5}}{90}\frac{\partial^{4}f(\xi,\tau)}{\partial\xi^{4}}\right]\right)d\tau=
=A5b454f(ξ,η1)ξ4+0bτ(τ2b2)([b,0,b,τ;AAf(x,τ)dx+\displaystyle=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}+\int_{0}^{b}\tau\left(\tau^{2}-b^{2}\right)\left(\left[-b,0,b,\tau;\int_{-a}^{a}f(x,\tau)dx+\right.\right.
+A5904f(ξ,τ)ξ4][b,0,b,τ;AAf(x,τ)dx+A5904f(ξ,τ)ξ4])dτ=\displaystyle\left.\left.+\frac{a^{5}}{90}\frac{\partial^{4}f(\xi,\tau)}{\partial\xi^{4}}\right]-\left[-b,0,b,-\tau;\int_{-a}^{a}f(x,\tau)dx+\frac{a^{5}}{90}\frac{\partial^{4}f(\xi,\tau)}{\partial\xi^{4}}\right]\right)d\tau=
=A5b454f(ξ,η1)ξ4+20bτ2(τ2b2)[b,0,b,τ,τ;AAf(x,τ)dz+\displaystyle=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}+2\int_{0}^{b}\tau^{2}\left(\tau^{2}-b^{2}\right)\left[-b,0,b,\tau,-\tau;\int_{-a}^{a}f(x,\tau)dz+\right.
+A5904f(ξ,τ)ξ4]dτ=A5b454f(ξ,η1)ξ4+2[b,0,b,η,η;AAf(x,η)dx+\displaystyle\left.+\frac{a^{5}}{90}\frac{\partial^{4}f(\xi,\tau)}{\partial\xi^{4}}\right]d\tau=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}+2\left[-b,0,b,\eta^{\prime},-\eta^{\prime};\int_{-a}^{a}f\left(x,\eta^{\prime}\right)dx+\right.
+\displaystyle+ A5904f(ξ,η)ξ4]bbτ2(τ2b2)dτ=A5b454f(ξ,η1)ξ4\displaystyle\left.\frac{a^{5}}{90}\frac{\partial^{4}f\left(\xi,\eta^{\prime}\right)}{\partial\xi^{4}}\right]\int_{-b}^{b}\tau^{2}\left(\tau^{2}-b^{2}\right)d\tau=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}-
4b515124AA4f(x,η)η4𝑑x4A5b51524908f(ξ,η)ξ4η4=\displaystyle-\frac{4b^{5}}{15}\cdot\frac{1}{24}\int_{-a}^{a}\frac{\partial^{4}f(x,\eta)}{\partial\eta^{4}}dx-\frac{4a^{5}b^{5}}{15\cdot 24\cdot 90}\frac{\partial^{8}f(\xi,\eta)}{\partial\xi^{4}\partial\eta^{4}}=
=A5b454f(ξ,η1)ξ4Ab5454f(ξ1,η)η4A5b59028f(ξ,η)ξ4η4\displaystyle=-\frac{a^{5}b}{45}\frac{\partial^{4}f\left(\xi,\eta_{1}\right)}{\partial\xi^{4}}-\frac{ab^{5}}{45}\frac{\partial^{4}f\left(\xi_{1},\eta\right)}{\partial\eta^{4}}-\frac{a^{5}b^{5}}{90^{2}}\frac{\partial^{8}f(\xi,\eta)}{\partial\xi^{4}\partial\eta^{4}}

If we introduce a symbolic swimming given by JF Steffensen [6] and more recently used by Ş. E. Mikel adze [1]

pf(ξ,η1)ξp=Dξp,qf(ξ1,η)ηq=Dηq,p+qf(ξ,η)ξpηq=DξpDξq\frac{\partial^{p}f\left(\xi,\eta_{1}\right)}{\partial\xi^{p}}=D_{\xi}^{p},\frac{\partial^{q}f\left(\xi_{1},\eta\right)}{\partial\eta^{q}}=D_{\eta}^{q},\frac{\partial^{p+q}f(\xi,\eta)}{\partial\xi^{p}\eta^{q}}=D_{\xi}^{p}D_{\xi}^{q} (24)

the remainder (20) will be written as follows

ρ=Ab45[A4Dξ4+b4Dη4+A4b4180Dξ4Dη4]\rho=-\frac{ab}{45}\left[a^{4}D_{\xi}^{4}+b^{4}D_{\eta}^{4}+\frac{a^{4}b^{4}}{180}D_{\xi}^{4}D_{\eta}^{4}\right] (25)

Observations.101^{0}. The remainder given by Sh. E. Mike1adze on page 491 of the paper [1] must be rectified since instead of the factor1180\frac{1}{180}which multiplies the derivativeDξ4Dη4D_{\xi}^{4}D_{\eta}^{4}, in its formula it appears145\frac{1}{45}; this inaccuracy comes from the more general formula that precedes this one.
202^{0}Formula (18), with remainder (25), was given for the square with center at the origin and side one by JF Steffensen [6], but without showing thatξ\xiandη\etawho intervene above are the same.

§ 2. Some practical cubature formulas for integralsSs-uple

  1. 9.

    For the formulas we will give it will be useful to introduce an operatorSmS_{m}defined as follows

Sandφ(M)=Sandφ(t1,,tand1,tand,tand+1,,tS)=\displaystyle S_{i}\varphi(M)=S_{i}\varphi\left(t^{1},\ldots,\mathrm{t}^{i-1},t^{i},t^{i+1},\ldots,t^{s}\right)= (26)
=φ(t1,,tand1,t0and+handtand,tand+1,,tS)+φ(t1,,tand1,t0andhandtand,tand+1,\displaystyle=\varphi\left(t^{1},\ldots,t^{i-1},t_{0}^{i}+h_{i}t^{i},t^{i+1},\ldots,t^{s}\right)+\varphi\left(t^{1},\ldots,t^{i-1},t_{0}^{i}-h_{i}t^{i},t^{i+1},\right.

Whatever the natural numbers areand,k,(and<k;and,kS)i,k,(i<k;i,k\leqq s), it is immediately established that we have

Sand(Skφ)=Sk(Sandφ)=\displaystyle S_{i}\left(S_{k}\varphi\right)=S_{k}\left(S_{i}\varphi\right)=
φ(t1,,tand1,t0and+handtand,tand+1,,tk1,t0k+hktk,tk+1,,tS)+\displaystyle\varphi\left(t^{1},\ldots,t^{i-1},t_{0}^{i}+h_{i}t^{i},t^{i+1},\ldots,t^{k-1},t_{0}^{k}+h_{k}t^{k},t^{k+1},\ldots,t^{s}\right)+
+φ(t1,,tand1,t0andhandtand,tand+1,,tk1,t0k+hktk,tk+1,,tS)+\displaystyle+\varphi\left(t^{1},\ldots,t^{i-1},t_{0}^{i}-h_{i}t^{i},t^{i+1},\ldots,t^{k-1},t_{0}^{k}+h_{k}t^{k},t^{k+1},\ldots,t^{s}\right)+ (27)
+φ(t1,,tand1,t0and+handtand,tand+1,,tk1,t0khktk,tk+1,,tS)+\displaystyle+\varphi\left(t^{1},\ldots,t^{i-1},t_{0}^{i}+h_{i}t^{i},t^{i+1},\ldots,t^{k-1},t_{0}^{k}-h_{k}t^{k},t^{k+1},\ldots,t^{s}\right)+
+ρ(t1,,tand1,t0andhandtand,tand+1,,tk1,t0khktk,tk+1,,tS)\displaystyle+\rho\left(t^{1},\ldots,t^{i-1},t_{0}^{i}-h_{i}t^{i},t^{i+1},\ldots,t^{k-1},t_{0}^{k}-h_{k}t^{k},t^{k+1},\ldots,t^{s}\right)
  1. 10.

    They also need important evidence.

Lemma 1. Relative to the junction/(M)/(M)and at the nodesMand1andS(tand11,itand22,,itandSS)M_{i_{1}\ldots i_{s}}\left(t_{i_{1}}^{1},l_{i_{2}}^{2},\ldots,l_{i_{s}}^{s}\right)whose ordinal coordinate\hbarvalues ​​seem urgent

t0kpkhk,,t0khk,t0k,it0k+hk,,it0k+pkhk\displaystyle t_{0}^{k}-p_{k}h_{k},\ldots,t_{0}^{k}-h_{k},t_{0}^{k},l_{0}^{k}+h_{k},\ldots,l_{0}^{k}+p_{k}h_{k} (28)
(k=1,2,,S)\displaystyle(k=1,2,\ldots,s)

we have the interpolation formula

12SS1S2SSf(M)=(1)NPUf(M0)+\displaystyle\frac{1}{2^{s}}S_{1}S_{2}\ldots S_{s}f(M)=\frac{(-1)^{N}}{P}Uf\left(M_{0}\right)+
+and=1SUandPandjand=1pand(1)NjandVjandand(tand)(pandjand)!(pand+jand)!Sjand0,andandf(M0)+\displaystyle+\sum_{i=1}^{s}\frac{U_{i}}{P_{i}}\sum_{j_{i}=1}^{p_{i}}(-1)^{N-j_{i}}\frac{v_{j_{i}}^{i}\left(t^{i}\right)}{\left(p_{i}-j_{i}\right)!\left(p_{i}+j_{i}\right)!}S_{j_{i}}^{0,i_{i}}f\left(M_{0}\right)+
+and=1S1k=2(and<k)SUand,kPand,kjand=1pandjk=1pk(1)NjandjkVand(tand)jand(pandjand)!(pand+jand)!(pkjk)!(pk+jk)!\displaystyle+\sum_{i=1}^{s-1}\sum_{\begin{subarray}{c}k=2\\ (i<k)\end{subarray}}^{s}\frac{U_{i,k}}{P_{i,k}}\sum_{j_{i}=1}^{p_{i}}\sum_{j_{k}=1}^{p_{k}}(-1)^{N-j_{i}-j_{k}}\frac{v^{i}{}_{ji}\left(t^{i}\right)}{\left(p_{i}-j_{i}\right)!\left(p_{i}+j_{i}\right)!\left(p_{k}-j_{k}\right)!\left(p_{k}+j_{k}\right)!} (29)
Sjand0,andSjk0,kf(Ma)\displaystyle\text{ - }S_{j_{i}}^{0,i}S_{j_{k}}^{0,k}f(Mo)
+j1=1p1jS=1pS(1)Nj1jSV1(it1)j1(p1j1)!(p1+j1)!VjSS(itS)(pSjS)!(pS+jS)!.\displaystyle+\sum_{j_{1}=1}^{p_{1}}\cdots\sum_{j_{s}=1}^{p_{s}}(-1)^{N-j_{1}-\cdots-j_{s}}\frac{v^{1}{}_{j_{1}}\left(l^{1}\right)}{\left(p_{1}-j_{1}\right)!\left(p_{1}+j_{1}\right)!}\cdots\frac{v_{j_{s}}^{s}\left(l^{s}\right)}{\left(p_{s}-j_{s}\right)!\left(p_{s}+j_{s}\right)!}.
Sj10,1SjS0,Sf(M0)+R12S(f;M),\displaystyle\text{ - }S_{j_{1}}^{0,1}\ldots S_{j_{s}}^{0,s}f\left(M_{0}\right)+R_{12\ldots s}(f;M)\text{, }

where

{U=you1(t1)you2(t2)youS(tS)Uand=you1(t1)youand1(tand1)youand+1(tand+1)youS(tS)Uandk=you1(t1)youand1(tand1)youand+1(tand1)youk1(tk1)youk+1(tk+1)youS(tS)U12S=1;\displaystyle\left\{\begin{array}[]{l}U=u_{1}\left(t^{1}\right)u_{2}\left(t^{2}\right)\ldots u_{s}\left(t^{s}\right)\\ U_{i}=u_{1}\left(t^{1}\right)\ldots u_{i-1}\left(t^{i-1}\right)u_{i+1}\left(t^{i+1}\right)\ldots u_{s}\left(t^{s}\right)\\ U_{ik}=u_{1}\left(t^{1}\right)\ldots u_{i-1}\left(t^{i-1}\right)u_{i+1}\left(t^{i-1}\right)\ldots u_{k-1}\left(t^{k-1}\right)u_{k+1}\left(t^{k+1}\right)\ldots u_{s}\left(t^{s}\right)\\ U_{12}\cdots s=1;\end{array}\right. (30)
{youand(tand)=[(tand)212][(tand)222][(tand)2pand]2Vjand(tand)=(tand)2[(tand)212][(tand)2(jand12)][(tand)2(andand+1)2[(tj)2pand]2;\displaystyle\left\{\begin{array}[]{l}u_{i}\left(t^{i}\right)=\left[\left(t^{i}\right)^{2}-1^{2}\right]\left[\left(t^{i}\right)^{2}-2^{2}\right]\ldots\left[\left(t^{i}\right)^{2}-p_{i}{}^{2}\right]\\ v_{ji}\left(t^{i}\right)=\left(t^{i}\right)^{2}\left[\left(t^{i}\right)^{2}-1^{2}\right]\ldots\left[\left(t^{i}\right)^{2}-\left(j_{i}-1^{2}\right)\right]\left[\left(t^{i}\right)^{2}-\left(i_{i}+1\right)^{2}\ldots\left[\left(t^{j}\right)^{2}-p_{i}{}^{2}\right];\right.\end{array}\right.
{P=(p1!)2(p2!)2(pS!)2Pand=(p1!)2(pand1!)2(pand+1!)2(pS!)2Pandk=(p1!)2(pand1!)2(pand+1!)2(pk1!)2(pk+1!)2(pS!)2P12S=1;\displaystyle\left\{\begin{array}[]{l}\mathrm{P}=\left(p_{1}!\right)^{2}\left(p_{2}!\right)^{2}\ldots\left(p_{s}!\right)^{2}\\ \mathrm{P}_{i}=\left(p_{1}!\right)^{2}\ldots\left(p_{i-1}!\right)^{2}\left(p_{i+1}!\right)^{2}\ldots\left(p_{s}!\right)^{2}\\ \mathrm{P}_{ik}=\left(p_{1}!\right)^{2}\ldots\left(p_{i-1}!\right)^{2}\left(p_{i+1}!\right)^{2}\ldots\left(p_{k-1}!\right)^{2}\left(p_{k+1}!\right)^{2}\ldots\left(p_{s}!\right)^{2}\\ \mathrm{P}_{12}\ldots s=1;\end{array}\right.
N=p1+p2++pS;\displaystyle N=p_{1}+p_{2}+\ldots+p_{s}; (33)
Sjand0,andf(M0)=f(t01,,taand1,taand+jandhand,taand+1,,taS)+f(ta1,,taand1,taandjandhand,taand+1,,taS).\displaystyle S_{j_{i}}^{0,i}f\left(M_{0}\right)=f\left(t_{0}^{1},\ldots,t_{o}^{i-1},t_{o}^{i}+j_{i}h_{i},t_{o}^{i+1},\ldots,t_{o}^{s}\right)+f\left(t_{o}^{1},\ldots,t_{o}^{i-1},t_{o}^{i}-j_{i}h_{i},t_{o}^{i+1},\ldots,t_{o}^{s}\right).

The remainder has the following expression

R12S(f;M)=12Sρ12S(f;M)R_{12}\ldots s(f;M)=\frac{1}{2s}\rho_{12}\ldots s(f;M)

with

ρ12S(j;M)=2and=1Shand2pand+2(tand)2youand(tand)[taand,itaand±hand,,taand±pandhand,itaand±handitand;Fand]\displaystyle\rho_{12}\cdots s(j;M)=2\sum_{i=1}^{s}h_{i}^{2p_{i}+2}\left(t^{i}\right)^{2}u_{i}\left(t^{i}\right)\left[t_{o}^{i},l_{o}^{i}\pm h_{i},\ldots,t_{o}^{i}\pm p_{i}h_{i},l_{o}^{i}\pm h_{i}l^{i};F_{i}\right]-
4and=1(and<k)S1k=2Shand2pand+2hk2pk+2(tand)2(tk)2youand(tand)youk(itk).\displaystyle-4\sum_{\begin{subarray}{c}i=1\\ (i<k)\end{subarray}}^{s-1}\sum_{k=2}^{s}h_{i}^{2p_{i}+2}h_{k}^{2p_{k}+2}\left(t^{i}\right)^{2}\left(t^{k}\right)^{2}u_{i}\left(t^{i}\right)u_{k}\left(l^{k}\right). (35)
+[taand,taand±hand,,taand±pand,hand,taand±handtandtak,tak±hk,,tak±pkhk,tak±hktk]Fandk\displaystyle+\quad\left[\begin{array}[]{l}t_{o}^{i},t_{o}^{i}\pm h_{i},\ldots,t_{o}^{i}\pm p_{i},h_{i},t_{o}^{i}\pm h_{i}t^{i}\\ t_{o}^{k},t_{o}^{k}\pm h_{k},\ldots,t_{o}^{k}\pm p_{k}h_{k},t_{o}^{k}\pm h_{k}t^{k}\end{array}\right]F_{ik}
+(1)S1h12p1+2hS2pS+2(t1)2(tS)2you1(t1)youS(tS)\displaystyle+(1)^{s-1}h_{1}^{2p_{1}+2}\ldots h_{s}^{2p_{s}+2}\left(t^{1}\right)^{2}\ldots\left(t^{s}\right)^{2}u_{1}\left(t^{1}\right)\ldots u_{s}\left(t^{s}\right)\ldots
[ta1,ta1±h1,,ta1±p1h1,ta1±h1t1taS,taS±hS,,taS±pShS,taS±hntS]\displaystyle\quad\left[\begin{array}[]{l}t_{o}^{1},t_{o}^{1}\pm h_{1},\ldots,t_{o}^{1}\pm p_{1}h_{1},t_{o}^{1}\pm h_{1}t^{1}\\ \cdots\\ t_{o}^{s},t_{o}^{s}\pm h_{s},\ldots,t_{o}^{s}\pm p_{s}h_{s},t_{o}^{s}\pm h_{n}t^{s}\end{array}\right]
where
Fand=S1S2Sand1Sand+1SSf(M)Fandk=S1Sand1Sand+1Sk1Sk+1SSf(M)F12S=f(M)\displaystyle\begin{array}[]{l}F_{i}=S_{1}S_{2}\ldots S_{i-1}S_{i+1}\ldots S_{s}f(M)\\ F_{ik}=S_{1}\ldots S_{i-1}S_{i+1}\ldots S_{k-1}S_{k+1}\ldots S_{s}f(M)\\ F_{12}\ldots s=f(M)\end{array}

For the demonstration, we consider Lagrange's interpolation formula for s to be valid, with the remainder in the form given by JF Steffensen [6]. The interpolation is done on a hyperparallelepipedal network with equidistant node coordinates. That this formula can be reduced to the form (29) can be demonstrated by complete induction 1 ).

Lemma 2. - Whatever the functionf(M)f(M)integrable in the hyperparallelepiped

t0andmhandtandt0and+mandhand,(and=1,S¯)t_{0}^{i}-mh_{i}\leqq t^{i}\leqq t_{0}^{i}+m_{i}h_{i},(i=\overline{1,s}) (37)

we have the formula

it01+m1h1it01m1h1it0SmShSit0S+mShSf(M)𝑑M=h1hS0m10mSS1SSf(M)𝑑M.\int l_{0}^{1}+m_{1}h_{1}\\ \ldots\\ l_{0}^{1}-m_{1}h_{1}\int_{l_{0}^{s}-m_{s}h_{s}}^{l_{0}^{s}+m_{s}h_{s}}f(M)dM=h_{1}\ldots h_{s}\int_{0}^{m_{1}}\ldots\int_{0}^{m_{s}}S_{1}\ldots S_{s}f(M)dM.

The proof is also done by complete induction onSs.

00footnotetext: 1) Vezi lucrarea [4].

11. Based on these lemmas we can state the following
theorem: Relative to the functionf(M)f(M)and at the nodes that formula (29) uses we have the cubature formula

\displaystyle\iint\cdots Df(M)𝑑M=t01m1h1t01+m1h1t0SmShSt0S+mShSf(M)𝑑M=\displaystyle\int_{D}f(M)dM=\int_{t_{0}^{1}-m_{1}h_{1}}^{t_{0}^{1}+m_{1}h_{1}}\int_{t_{0}^{s}-m_{s}h_{s}}^{t_{0}^{s}+m_{s}h_{s}}f(M)dM=
=\displaystyle= h1hS[A00f(M0)+and=1Sjand=1pandAjandandSjand0,andf(M0)+\displaystyle h_{1}\ldots h_{s}\left[A_{0}^{0}f\left(M_{0}\right)+\sum_{i=1}^{s}\sum_{j_{i}=1}^{p_{i}}A_{j_{i}}^{i}S_{j_{i}}^{0,i}f\left(M_{0}\right)+\right. (35)
+and=1S1k=2(and<k)Sjk=1pandjk=1pkAjandjkand,kSjand0,andSjk0,kf(M0)+\displaystyle+\sum_{i=1}^{s-1}\sum_{\begin{subarray}{c}k=2\\ (i<k)\end{subarray}}^{s}\sum_{j_{k}=1}^{p_{i}}\sum_{j_{k}=1}^{p_{k}}A_{j_{i}j_{k}}^{i,k}S_{j_{i}}^{0,i}S_{j_{k}}^{0,k}f\left(M_{0}\right)+
12SA00=(1)N0m10mSUP𝑑M\displaystyle\frac{1}{2^{s}}A_{0}^{0}=(-1)^{N}\int_{0}^{m_{1}}\ldots\int_{0}^{m_{s}}\frac{U}{P}dM
12SAjandand=(1)Njand(pandjand)!(pand+jand)!0m10mSUandPandVjandand𝑑M\displaystyle\frac{1}{2^{s}}A_{j_{i}}^{i}=\frac{(-1)^{N-j_{i}}}{\left(p_{i}-j_{i}\right)!\left(p_{i}+j_{i}\right)!}\int_{0}^{m_{1}}\ldots\int_{0}^{m_{s}}\frac{U_{i}}{P_{i}}v_{j_{i}}^{i}dM
12SAjandjkand,k=(1)Njandjk(pandjand)!(pand+jand)!(pkjk)!(pk+jk)!0m10mSUandkPandkVjandandVjkk𝑑M\displaystyle\frac{1}{2^{s}}A_{j_{i}j_{k}}^{i,k}=\frac{(-1)^{N-j_{i}-j_{k}}}{\left(p_{i}-j_{i}\right)!\left(p_{i}+j_{i}\right)!\left(p_{k}-j_{k}\right)!\left(p_{k}+j_{k}\right)!}\int_{0}^{m_{1}}\ldots\int_{0}^{m_{s}}\frac{U_{ik}}{P_{ik}}v_{j_{i}}^{i}v_{j_{k}}^{k}dM (40)
12SAj1j2jS1,2,,S=(1)Nj1jS(p1j1)!(p1+j1)!!(pSjS)!(pS+jS)!0m10mSVj11VjSS𝑑M\displaystyle\frac{1}{2^{s}}A_{j_{1}j_{2}\cdots j_{s}}^{1,2,\ldots,s}=\frac{(-1)^{N-j_{1}-\cdots-j_{s}}}{\left(p_{1}-j_{1}\right)!\left(p_{1}+j_{1}\right)!\ldots!\left(p_{s}-j_{s}\right)!\left(p_{s}+j_{s}\right)!}\int_{0}^{m_{1}}\ldots\int_{0}^{m_{s}}v_{j_{1}}^{1}\ldots v_{j_{s}}^{s}dM

and

RS=h1hS0m10mSρ12S(f;M)𝑑Mr_{s}=h_{1}\ldots h_{s}\int_{0}^{m_{1}}\ldots\int_{0}^{m_{s}}\rho_{12}\cdots_{s}(f;M)dM (41)

Regarding the rest, we will prove the following
theorem: If in the domainDDfunctionf(M)f(M)it continues togethercyoucuits partial derivatives of the order(2p1+2,2p2+2,,2pS+2)\left(2p_{1}+2,2p_{2}+2,\ldots,2p_{s}+2\right), then for the remainder (41) we obtain the evaluation

12SRS=and=1SNandh1hand1hand2pand+3hand+1hS(2pand+2)!BandDξand2pand+2\frac{1}{2^{s}}r_{s}=\sum_{i=1}^{s}\frac{N_{i}h_{1}\ldots h_{i-1}h_{i}^{2p_{i}+3}h_{i+1}\ldots h_{s}}{\left(2p_{i}+2\right)!}B_{i}D_{\xi_{i}}^{2p_{i}+2}-
and=1(and<k)S1k=1SNandkh1hand1hand2pand+3hand+1hk1hk2pk+3hk+1hS(2pand+2)!(2pk+2)!BandBkDξand2pand+2Dξk2pk+3\displaystyle-\sum_{\begin{subarray}{c}i=1\\ (i<k)\end{subarray}}^{s-1}\sum_{k=1}^{s}\frac{N_{ik}h_{1}\ldots h_{i-1}h_{i}^{2p_{i}+3}h_{i+1}\ldots h_{k-1}h_{k}^{2p_{k}+3}h_{k+1}\cdots h_{s}}{\left(2p_{i}+2\right)!\left(2p_{k}+2\right)!}B_{i}B_{k}D_{\mathrm{\xi}_{i}}^{2p_{i}+2}D_{\mathrm{\xi}_{k}}^{2p_{k}+3}
+hS2pS+3\displaystyle\quad+\ldots\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot h_{s}^{2p_{s}+3} (42)
+(1)S1h12p1+3(2p1+2)!(2pS+2)!B1B2BSDξ12p1+2DξS2pS+2\displaystyle+(-1)^{s-1}\frac{h_{1}^{2p_{1}+3}}{\left(2p_{1}+2\right)!\ldots\left(2p_{s}+2\right)!}B_{1}B_{2}\ldots B_{s}D_{\mathrm{\xi}_{1}}^{2p_{1}+2}\cdots D_{\mathrm{\xi}_{s}}^{2p_{s}+2}

where

Nand=m1mand1mand+1mS\displaystyle N_{i}=m_{1}\ldots m_{i-1}m_{i+1}\ldots m_{s}
Nandk=m1mand1mand+1mk1mk+1mS\displaystyle N_{ik}=m_{1}\ldots m_{i-1}m_{i+1}\ldots m_{k-1}m_{k+1}\ldots m_{s} (43)
\displaystyle\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot
N12S=1\displaystyle N_{12}\ldots s=1

and

Band=0mand(tand)2youand(tand)𝑑tandB_{i}=\int_{0}^{m_{i}}\left(t^{i}\right)^{2}u_{i}\left(t^{i}\right)dt^{i} (44)

We will give the proof in the caseS=3s=3; in his caseSsany one will proceed exactly as in fe1, taking only formula (35) and lemma 2 into account.

In his caseIt is3E_{3}the remainder (35) is written explicitly as follows

ρ123(f;M)=2h12p1+2(t1)2you1(t1)[t01,t01±h1,,t01±p1h1,t01±h1t1;F1]\displaystyle\rho_{123}(f;M)=2h_{1}^{2p_{1}+2}\left(t^{1}\right)^{2}u_{1}\left(t^{1}\right)\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1};F_{1}\right] (45)
+2h22p2+2(t2)2you2(t2)[t02,t02±h2,,t02±p2h2,t02h2t2;F2]\displaystyle+2h_{2}^{2p_{2}+2}\left(t^{2}\right)^{2}u_{2}\left(t^{2}\right)\left[t_{0}^{2},t_{0}^{2}\pm h_{2},\ldots,t_{0}^{2}\pm p_{2}h_{2},t_{0}^{2}-h_{2}t^{2};F_{2}\right]
+2h32p3+2(t3)2you3(t3)[t03,t03±h3,,t03±p3h3,t03±h3t3;F0]\displaystyle+2h_{3}^{2p_{3}+2}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)\left[t_{0}^{3},t_{0}^{3}\pm h_{3},\ldots,t_{0}^{3}\pm p_{3}h_{3},t_{0}^{3}\pm h_{3}t^{3};F_{0}\right]
4h12p1+2h22p2+2(t1t2)2you1(t1)you2(t2)[t01,t01±h1,,t01±p1h1,t01±h1t1t02,t02±h2,,t02±p2h2,t02±h2t2;F12]\displaystyle-4h_{1}^{2p_{1}+2}h_{2}^{2p_{2}+2}\left(t^{1}t^{2}\right)^{2}u_{1}\left(t^{1}\right)u_{2}\left(t^{2}\right)\left[\begin{array}[]{l}t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1}\\ t_{0}^{2},t_{0}^{2}\pm h_{2},\ldots,t_{0}^{2}\pm p_{2}h_{2},t_{0}^{2}\pm h_{2}t^{2};F_{12}\end{array}\right]
4h12p1+2h32p3+2(t1t3)2you1(t1)you3(t3)[t01,t01±h1,,t01±p1h1,t01±h1t1;F13t03,t03±h3,,t03±p3h3,t03±h3t3]\displaystyle-4h_{1}^{2p_{1}+2}h_{3}^{2p_{3}+2}\left(t^{1}t^{3}\right)^{2}u_{1}\left(t^{1}\right)u_{3}\left(t^{3}\right)\left[\begin{array}[]{l}t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1};F_{13}\\ t_{0}^{3},t_{0}^{3}\pm h_{3},\ldots,t_{0}^{3}\pm p_{3}h_{3},t_{0}^{3}\pm h_{3}t^{3}\end{array}\right]
4h22p2+2h32p3+2(t2t3)2you2(t2)you3(t3)[t02,t02±h2,t02±p2h2,t02+h2t2t03,t03±h3,,t03±p3h3,t03±h3t3]\displaystyle-4h_{2}^{2p_{2}+2}h_{3}^{2p_{3}+2}\left(t^{2}t^{3}\right)^{2}u_{2}\left(t^{2}\right)u_{3}\left(t^{3}\right)\left[\begin{array}[]{l}t_{0}^{2},t_{0}^{2}\pm h_{2},\ldots t_{0}^{2}\pm p_{2}h_{2},t_{0}^{2}+h_{2}t^{2}\\ t_{0}^{3},t_{0}^{3}\pm h_{3},\ldots,t_{0}^{3}\pm p_{3}h_{3},t_{0}^{3}\pm h_{3}t^{3}\end{array}\right]
+8h12p1+2h22p2+2h32p3+2(t1t2t3)2you1(t1)you2(t2)you3(t3)×\displaystyle+8h_{1}^{2p_{1}+2}h_{2}^{2p_{2}+2}h_{3}^{2p_{3}+2}\left(t^{1}t^{2}t^{3}\right)^{2}u_{1}\left(t^{1}\right)u_{2}\left(t^{2}\right)u^{3}\left(t^{3}\right)\times
×[t01,t01±h1,,t01±p1h1,t01±h1t1t02,t02±h2,,t02±p2h2,t02±h2t2;F123t03,t03±h3,,t03±p3h3,t03±h3t3]\displaystyle\times\left[\begin{array}[]{l}t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1}\\ t_{0}^{2},t_{0}^{2}\pm h_{2},\ldots,t_{0}^{2}\pm p_{2}h_{2},t_{0}^{2}\pm h_{2}t^{2};F_{123}\\ t_{0}^{3},t_{0}^{3}\pm h_{3},\ldots,t_{0}^{3}\pm p_{3}h_{3},t_{0}^{3}\pm h_{3}t^{3}\end{array}\right]

where

F1=S2S3f(t1,it2,t3)=f(t1,it02+h2t2,t03+h3t3)+f(t1,t02h2t2,t03+h3t3)+f(t1,t02+\displaystyle F_{1}=S_{2}S_{3}f\left(t^{1},l^{2},t^{3}\right)=f\left(t^{1},l_{0}^{2}+h_{2}t^{2},t_{0}^{3}+h_{3}t^{3}\right)+f\left(t^{1},t_{0}^{2}-h_{2}t^{2},t_{0}^{3}+h_{3}t^{3}\right)+f\left(t^{1},t_{0}^{2}+\right.
+h2t2,t03h3t3)+f(t1,t02h2t2,t03h3t3)\displaystyle\left.+h_{2}t^{2},t_{0}^{3}-h_{3}t^{3}\right)+f\left(t^{1},t_{0}^{2}-h_{2}t^{2},t_{0}^{3}-h_{3}t^{3}\right)
F2=S1S3f(t1,t2,t3)\displaystyle\quad F_{2}=S_{1}S_{3}f\left(t^{1},t^{2},t^{3}\right)
F3=S1S2f(t1,t2,t3)\displaystyle\quad F_{3}=S_{1}S_{2}f\left(t^{1},t^{2},t^{3}\right)
F12=S3f(t1,t2,t3)=f(t1,t2,t03+h3t3)+f(t1,t2,t03h3t3)\displaystyle\quad F_{12}=S_{3}f\left(t^{1},t^{2},t^{3}\right)=f\left(t^{1},t^{2},t_{0}^{3}+h_{3}t^{3}\right)+f\left(t^{1},t^{2},t_{0}^{3}-h_{3}t^{3}\right)
F13=S2f(t1,t2,t3)\displaystyle\quad F_{13}=S_{2}f\left(t^{1},t^{2},t^{3}\right)
F23=S1f(t1,t2,t3)\displaystyle\quad F_{23}=S_{1}f\left(t^{1},t^{2},t^{3}\right)
F123=f(t1,t2,t3).\displaystyle\quad F_{123}=f\left(t^{1},t^{2},t^{3}\right).

Applying the mean theorem of triple integrals and taking into account that/(M)/(M)admits in (DD) partial derivatives of order (2p1+2,2p2+2,2p3+22p_{1}+2,2p_{2}+2,2p_{3}+2) continue, we can write

R31=h12p1+3h2h3([t01,t01±h1,,t01±p1h1,t01+h1ξ1,t01+h1ξ1;F]1+\displaystyle\quad r_{3}^{1}=-h_{1}^{2p_{1}+3}h_{2}h_{3}\left(\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}+h_{1}\xi_{1},t_{0}^{1}+h_{1}\xi_{1};F^{\prime}\right]_{1}+\right.
+[t01,t01±h1,,t01±p1h1,t01h1ξ1,t01h1ξ1;F1])0m2dt20m2dt3m10Q1(t1)dt1\displaystyle\left.+\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}-h_{1}\xi_{1},t_{0}^{1}-h_{1}\xi_{1};F_{1}^{\prime}\right]\right)\int_{0}^{m_{2}}dt^{2}\int_{0}^{m_{2}}dt^{3}\int_{-m_{1}}^{0}Q_{1}\left(t^{1}\right)dt^{1}
F1=f(ξ1,t02+h2η11,t03+h3ζ1)+f(ξ1,t02h2η1,t03+h3ζ1)+f(ξ1,t02++h2η1,t03h3ζ)+f(ξ1,t02h2η1,t03h3ζ1)\begin{gathered}F_{1}^{\prime}=f\left(\xi_{1},t_{0}^{2}+h_{2}\eta_{11},t_{0}^{3}+h_{3}\zeta_{1}\right)+f\left(\xi_{1},t_{0}^{2}-h_{2}\eta_{1},t_{0}^{3}+h_{3}\zeta_{1}\right)+f\left(\xi_{1},t_{0}^{2}+\right.\\ \left.+h_{2}\eta_{1},t_{0}^{3}-h_{3}\zeta\right)+f\left(\xi_{1},t_{0}^{2}-h_{2}\eta_{1},t_{0}^{3}-h_{3}\zeta_{1}\right)\end{gathered}

Let's now calculate the integral

and3(ρ123)=h1h2h30m10m20m3ρ(t1,t2,t3)𝑑t1𝑑t2𝑑t3I_{3}\left(\rho_{123}\right)=h_{1}h_{2}h_{3}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}\rho\left(t^{1},t^{2},t^{3}\right)dt^{1}dt^{2}dt^{3} (46)

We will first evaluate this integral for the first term of the remainder (45); we get

R31=2h12p1+3h2h30m10m20m3(t1)2you1(t1)[t01,t01±h1,,t01±p1h1,t01±h1t1;F1]𝑑t1𝑑t2𝑑t3\displaystyle r_{3}^{1}=2h_{1}^{2p_{1}+3}h_{2}h_{3}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}\left(t^{1}\right)^{2}u_{1}\left(t^{1}\right)\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1};F_{1}\right]dt^{1}dt^{2}dt^{3}
=2h12p1+3h2h30m2𝑑t20m3𝑑t30m1t1([t01,t01±h1,,t01±p1h1,t01±h1t1;F1])𝑑Q1(t1)\displaystyle=2h_{1}^{2p_{1}+3}h_{2}h_{3}\int_{0}^{m_{2}}dt^{2}\int_{0}^{m_{3}}dt^{3}\int_{0}^{m_{1}}t^{1}\left(\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1};F_{1}\right]\right)dQ_{1}\left(t^{1}\right)

where

Q1(t1)=m1it1t1you1(t1)𝑑t1Q_{1}\left(t^{1}\right)=\int_{-m_{1}}^{l^{1}}t^{1}u_{1}\left(t^{1}\right)dt^{1}

is a function that according to the study by JF Steffensen [6] 2 ) keeps a constant sign in the interval[m1,0]\left[-m_{1},0\right].

Integrating by parts we find

R31=2h12p1+3h2h30m2dt20m3dt3m10Q1(t1)t1{t1[t01,t01±h1,,t01±p1h1,t01±±h1,t1;F1]dt1\begin{array}[]{r}r_{3}^{1}=-2h_{1}^{2p_{1}+3}h_{2}h_{3}\int_{0}^{m_{2}}dt^{2}\int_{0}^{m_{3}}dt^{3}\int_{-m_{1}}^{0}Q_{1}\left(t^{1}\right)\frac{\partial}{\partial t^{1}}\left\{t^{1}\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm\right.\right.\\ \left.\pm h_{1},t^{1};F_{1}\right]dt^{1}\end{array}
[t01,t01±h1,,t01±p1h1,t01±h1t1;F1]\displaystyle{\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1};F_{1}\right]} =12h1t1([t01,t01±h1,,t01±p1h1,t01+\displaystyle=\frac{1}{2h_{1}t^{1}}\left(\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}+\right.\right.
+h1t1;F1]\displaystyle\left.+h_{1}t^{1};F_{1}\right] +[t01,t01±h1,,t01±p1h1,t01h1t1;F1])\displaystyle\left.+\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}-h_{1}t^{1};F_{1}\right]\right)

so we can continue writing

R31=\displaystyle r_{3}^{1}= h12p1+3h2h30m2dt20m3dt3m10Q1(t1)([t01,t01±h1,,t01±p1h1,t01+\displaystyle-h_{1}^{2p_{1}+3}h_{2}h_{3}\int_{0}^{m_{2}}dt^{2}\int_{0}^{m_{3}}dt^{3}\int_{-m_{1}}^{0}Q_{1}\left(t^{1}\right)\left(\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}+\right.\right.
+h1t1,t01+h1t1;F1]+[t01,t01±h1,,t01±p1h1,t01h1t1t01h1t1;F1])dt1\displaystyle\left.\left.+h_{1}t^{1},t_{0}^{1}+h_{1}t^{1};F_{1}\right]+\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}-h_{1}t^{1}t_{0}^{1}-h_{1}t^{1};F_{1}\right]\right)dt^{1}
0 0footnotetext: 2 ) pag. 155. Vezi de asemenea şi S. E. Mike1adze [1], pag, 312. 00footnotetext: 3) Vezi [4].

With these

R34=\displaystyle r_{3}^{4}=- 8m3h12p1+3h22p2+3h3(2p2+2)!0m2(t2)2you2(t2)𝑑t2m10(t1)2you1(t1)\displaystyle\frac{8m_{3}h_{1}^{2p_{1}+3}h_{2}^{2p_{2}+3}h_{3}}{\left(2p_{2}+2\right)!}\int_{0}^{m_{2}}\left(t^{2}\right)^{2}u_{2}\left(t^{2}\right)dt^{2}\int_{-m_{1}}^{0}\left(t^{1}\right)^{2}u_{1}\left(t^{1}\right)
[t01,t01±h1,,t01±p1h1,t01±h1t1;Dξ22p2+2]dt1\displaystyle\cdot\left[t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},t_{0}^{1}\pm h_{1}t^{1};D_{\xi_{2}}^{2p_{2}+2}\right]dt^{1}

And now, using again the evaluation given for the first term of the remainder, it is found that

R34=8h12p1+3h22p2+3h3m3(2p1+2)!(2p2+2)!Dξ12p1+2Dξ22p2+20m1(t1)2you1(t1)𝑑t10m2(t2)2you2(t2)𝑑t2r_{3}^{4}=\frac{-8h_{1}^{2p_{1}+3}h_{2}^{2p_{2}+3}h_{3}m_{3}}{\left(2p_{1}+2\right)!\left(2p_{2}+2\right)!}D_{\xi_{1}}^{2p_{1}+2}D_{\xi_{2}}^{2p_{2}+2}\int_{0}^{m_{1}}\left(t^{1}\right)^{2}u_{1}\left(t^{1}\right)dt^{1}\int_{0}^{m_{2}}\left(t^{2}\right)^{2}u_{2}\left(t^{2}\right)dt^{2}

In an analogous way, we obtain

R35=8h12p1+3h2h32p3+3m2(2p1+2)!(2p3+2)!Dξ12p1+2Dξ32p3+20m1(t1)2you2(t1)𝑑t10m3(t3)2you3(t3)𝑑t3\displaystyle r_{3}^{5}=\frac{-8h_{1}^{2p_{1}+3}h_{2}h_{3}^{2p_{3}+3}m_{2}}{\left(2p_{1}+2\right)!\left(2p_{3}+2\right)!}D_{\xi_{1}}^{2p_{1}+2}D_{\xi_{3}}^{2p_{3}+2}\int_{0}^{m_{1}}\left(t^{1}\right)^{2}u_{2}\left(t^{1}\right)dt^{1}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)dt^{3}
R36=8h1h22p3+3h32p3+3m1(2p2+2)!(2p3+2)!Dξ23p2+2Dξ32p3+20m2(t2)2you1(t2)𝑑t20m3(t3)2you3(t3)𝑑t3\displaystyle r_{3}^{6}=\frac{-8h_{1}h_{2}^{2p_{3}+3}h_{3}^{2p_{3}+3}m_{1}}{\left(2p_{2}+2\right)!\left(2p_{3}+2\right)!}D_{\xi_{2}}^{3p_{2}+2}D_{\xi_{3}}^{2p_{3}+2}\int_{0}^{m_{2}}\left(t^{2}\right)^{2}u_{1}\left(t^{2}\right)dt^{2}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)dt^{3}

A1 the seventh and last term of the remainder is

γ37=\displaystyle\gamma_{3}^{7}= 8h12p1+3h22p2+3h32p3+30m10m20m2(t1t2t3)2you1(t1)you2(t2)you3(t3)\displaystyle 8h_{1}^{2p_{1}+3}h_{2}^{2p_{2}+3}h_{3}^{2p_{3}+3}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{2}}\left(t^{1}t^{2}t^{3}\right)^{2}u_{1}\left(t^{1}\right)u_{2}\left(t^{2}\right)u_{3}\left(t^{3}\right)
[t01,t01±h1,,t01±p1h1,t01±h1t1t02,t02±h2,,t02±p2h2,t02±h2t2;/t03,t03±h3,,t03±p3h3,t03±h3t3].dt1dt2dt3\displaystyle\cdot\left[\begin{array}[]{ll}t_{0}^{1},t_{0}^{1}\pm h_{1},\ldots,t_{0}^{1}\pm p_{1}h_{1},&t_{0}^{1}\pm h_{1}t^{1}\\ t_{0}^{2},&t_{0}^{2}\pm h_{2},\ldots,\\ t_{0}^{2}\pm p_{2}h_{2},&t_{0}^{2}\pm h_{2}t^{2};/\\ t_{0}^{3},t_{0}^{3}\pm h_{3},\ldots,t_{0}^{3}\pm p_{3}h_{3},&t_{0}^{3}\pm h_{3}t^{3}\end{array}\right].dt^{1}dt^{2}dt^{3}

Based on the previous we have

0m3(t3)2you3(t3)[t03,t03±h3,,t03±p3h3,t03±h3t3;f]𝑑t3==1(2p3+2)!Dξ32p3+20m3(t3)2you3(t3)𝑑t3\begin{gathered}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)\left[t_{0}^{3},t_{0}^{3}\pm h_{3},\ldots,t_{0}^{3}\pm p_{3}h_{3},t_{0}^{3}\pm h_{3}t^{3};f\right]dt^{3}=\\ =\frac{1}{\left(2p_{3}+2\right)!}D_{\xi_{3}}^{2p_{3}+2}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)dt^{3}\end{gathered}

and

1(2p3+2)!0m3(t3)2you3(t3)dt30m3(t2)2you2(t2)[t02,t02±h2,,t02±p2h2,t02±±h2t2;Dξ32p3+2]dt2=1(2p2+2)!(2p3+2)!Dξ22p2+2Dξ32p3+2××0m2(t2)2you2(t2)dt20m3(t3)2you3(t3)dt3\begin{gathered}\frac{1}{\left(2p_{3}+2\right)!}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)dt^{3}\int_{0}^{m_{3}}\left(t^{2}\right)^{2}u_{2}\left(t^{2}\right)\left[t_{0}^{2},t_{0}^{2}\pm h_{2},\ldots,t_{0}^{2}\pm p_{2}h_{2},t_{0}^{2}\pm\right.\\ \left.\quad\pm h_{2}t^{2};D_{\xi_{3}}^{2p_{3}+2}\right]dt^{2}=\frac{1}{\left(2p_{2}+2\right)!\left(2p_{3}+2\right)!}D_{\xi_{2}}^{2p_{2}+2}D_{\xi_{3}}^{2p_{3}+2}\times\\ \times\int_{0}^{m_{2}}\left(t^{2}\right)^{2}u_{2}\left(t^{2}\right)dt^{2}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}\left(t^{3}\right)dt^{3}\end{gathered}

So that

R37=8h12p1+3h22p2+3h32p3+3(2p1+2)!(2p2+2)!(2p3+2)!Dξ12p1+2Dξ22p2+2Dξ32p3+20m1(t1)2you1dt1××0m2(t2)2you2dt20m3(t3)2you3dt3\begin{gathered}r_{3}^{7}=\frac{8h_{1}^{2p_{1}+3}h_{2}^{2p_{2}+3}h_{3}^{2p_{3}+3}}{\left(2p_{1}+2\right)!\left(2p_{2}+2\right)!\left(2p_{3}+2\right)!}D_{\xi_{1}}^{2p_{1}+2}D_{\xi_{2}}^{2p_{2}+2}D_{\xi_{3}}^{2p_{3}+2}\int_{0}^{m_{1}}\left(t^{1}\right)^{2}u_{1}dt^{1}\times\\ \times\int_{0}^{m_{2}}\left(t^{2}\right)^{2}u_{2}dt^{2}\int_{0}^{m_{3}}\left(t^{3}\right)^{2}u_{3}dt^{3}\end{gathered}

So inIt is3E_{3}the rest of the cubature formula (39) can be expressed by the formula

γ3\displaystyle\gamma_{3} =γ31++γ37=8m2m3h12p1+3h2h3(2p1+2)!B1Dξ12p1+2+\displaystyle=\gamma_{3}^{1}+\ldots+\gamma_{3}^{7}=\frac{8m_{2}m_{3}h_{1}^{2p_{1}+3}h_{2}h_{3}}{\left(2p_{1}+2\right)!}B_{1}D_{\xi_{1}}^{2p_{1}+2}+
+\displaystyle+ 8m1m3h1h22p2+3h3(2p2+2)!B2Dξ22p2+2+8m1m2h1h2h32p3+3(2p3+2)!B3Dξ32p3+2\displaystyle\frac{8m_{1}m_{3}h_{1}h_{2}^{2p_{2}+3}h_{3}}{\left(2p_{2}+2\right)!}B_{2}D_{\xi_{2}}^{2p_{2}+2}+\frac{8m_{1}m_{2}h_{1}h_{2}h_{3}^{2p_{3}+3}}{\left(2p_{3}+2\right)!}B_{3}D_{\xi_{3}}^{2p_{3}+2}-
8m3h12p1+3h22p2+3h3(2p1+2)!(2p2+2)!B1B2Dξ12p1+2Dξ22p2+2\displaystyle-\frac{8m_{3}h_{1}^{2p_{1}+3}h_{2}^{2p_{2}+3}h_{3}}{\left(2p_{1}+2\right)!\left(2p_{2}+2\right)!}B_{1}B_{2}D_{\xi_{1}}^{2p_{1}+2}D_{\xi_{2}}^{2p_{2}+2}-
8m2h12p1+3h2h32p3+3(2p1+2)!(2p3+2)!B1B3Dξ12p1+2Dξ32p3+2\displaystyle-\frac{8m_{2}h_{1}^{2p_{1}+3}h_{2}h_{3}^{2p_{3}+3}}{\left(2p_{1}+2\right)!\left(2p_{3}+2\right)!}B_{1}B_{3}D_{\xi_{1}}^{2p_{1}+2}D_{\xi_{3}}^{2p_{3}+2}- (47)
8m1h1h22p2+3h32p3+3(2p2+2)!(2p3+2)!B2B3Dξ22p2+2Dξ32p3+2+\displaystyle-\frac{8m_{1}h_{1}h_{2}^{2p_{2}+3}h_{3}^{2p_{3}+3}}{\left(2p_{2}+2\right)!\left(2p_{3}+2\right)!}B_{2}B_{3}D_{\xi_{2}}^{2p_{2}+2}D_{\xi_{3}}^{2p_{3}+2}+
+\displaystyle+ 8h12p1+3h22p2+3h32p3+3(2p1+2)!(2p2+2)!(2p3+2)!B1B2B3Dξ12p1+2Dξ22p2+2Dξ32p3+2\displaystyle\frac{8h_{1}^{2p_{1}+3}h_{2}^{2p_{2}+3}h_{3}^{2p_{3}+3}}{\left(2p_{1}+2\right)!\left(2p_{2}+2\right)!\left(2p_{3}+2\right)!}B_{1}B_{2}B_{3}D_{\xi_{1}}^{2p_{1}+2}D_{\xi_{2}}^{2p_{2}+2}D_{\xi_{3}}^{2p_{3}+2}

where

Band=0mand(tand)2youand(tand)𝑑tandB_{i}=\int_{0}^{m_{i}}\left(t^{i}\right)^{2}u_{i}\left(t^{i}\right)dt^{i}
  1. 12.

    An important category of cubature formulas is obtained from (39) if we takemand=pand,and=1,S¯m_{i}=p_{i},i=\overline{1,s}We will call such formulas, together with IF Steffensen [6] and SE Mikeladze [1], closed-type formulas.

In the case where the limits of the integral ofandA(and=1,S¯)i-a(i=\overline{1,s})are out of range (t0andpandhand,t0and+pandhandt_{0}^{i}-p_{i}h_{i},t_{0}^{i}+p_{i}h_{i}), in other wordsmand>pand(and=1,S¯)m_{i}>p_{i}(i=\overline{1,s}), we obtain the so-called open-type formulas.

And finally, ifmand<pandm_{i}<p_{i}, we obtain the cubature formulas with nodes placed outside the integration domain.

§ 3. Important particular cases of the previous cubature formulas

  1. 13.

    We will now consider certain particular cases, which seem more interesting to us, of formula (39).

In caseS=1s=1most of the formulas that are obtained were given by IF Steffensen [6], SE Mikeladze [1], WE Milne [2], etc.

Changing the notations slightly, formula (39) in the caseS=1s=1BECOMES

x0mhx0+mhf(x)𝑑x=h[A00f(x0)+j=1pAj1Sj0f(x0)]+R1=\displaystyle\int_{x_{0}-mh}^{x_{0}+mh}f(x)dx=h\left[A_{0}^{0}f\left(x_{0}\right)+\sum_{j=1}^{p}A_{j}^{1}S_{j}^{0}f\left(x_{0}\right)\right]+r_{1}= (48)
=h[A00f(x0)+j=1pAj1(f(x0+jh)+f(x0jh))]+R1\displaystyle=h\left[A_{0}^{0}f\left(x_{0}\right)+\sum_{j=1}^{p}A_{j}^{1}\left(f\left(x_{0}+jh\right)+f\left(x_{0}-jh\right)\right)\right]+r_{1}

where

12A00=(1)p(p!)20m(x21)(x2p2)𝑑x\displaystyle\frac{1}{2}A_{0}^{0}=\frac{(-1)^{p}}{(p!)^{2}}\int_{0}^{m}\left(x^{2}-1\right)\ldots\left(x^{2}-p^{2}\right)dx
12Aj0=(1)pj(pj)!(p+j)!0mx2(x21)(x2and12)\displaystyle\frac{1}{2}A_{j}^{0}=\frac{(-1)^{p-j}}{(p-j)!(p+j)!}\int_{0}^{m}x^{2}\left(x^{2}-1\right)\ldots\left(x^{2}-i-1^{2}\right) (52)

and

12R1=h2p+3(2p+2)!Dξ2p+20mx2(x21)(x2p2)𝑑x\frac{1}{2}r_{1}=\frac{h^{2p+3}}{(2p+2)!}D_{\xi}^{2p+2}\int_{0}^{m}x^{2}\left(x^{2}-1\right)\ldots\left(x^{2}-p^{2}\right)dx
  1. 14.

    If we take (48)p=0p=0the quadrature formula with one node is obtained

x0mhx0+mhf(x)𝑑x=2mhf(x0)+m3h33f"(ξ)\int_{x_{0}-mh}^{x_{0}+mh}f(x)dx=2mhf\left(x_{0}\right)+\frac{m^{3}h^{3}}{3}f^{\prime\prime}(\xi) (49)

and if we dop=1p=1the 3-node formula is found

x0mhx0+mhf(x)𝑑x=mh3[2(3m2)f(x0)+m2f(x0+h)+f(x0h)]\displaystyle\int_{x_{0}-mh}^{x_{0}+mh}f(x)dx=\frac{mh}{3}\left[2\left(3-m^{2}\right)f\left(x_{0}\right)+m^{2}f\left(x_{0}+h\right)+f\left(x_{0}-h\right)\right] (50)
+m3(3m25)180h5f(andV)(ξ)\displaystyle+\frac{m^{3}\left(3m^{2}-5\right)}{180}h^{5}f(IV)(\xi)

Form=1m=1a well-known closed-type formula is obtained: the Cavalieri-Simpson formula.

Form=3,p=2m=3,p=2the open-type quadrature formula is found

x03hx0+3hf(x)dx=h30[234f(x0)126f(x0+h)+f(x0h)¯+\displaystyle\int_{x_{0}-3h}^{x_{0}+3h}f(x)dx=\frac{h}{30}\left[234f\left(x_{0}\right)-126\overline{f\left(x_{0}+h\right)+f\left(x_{0}-h\right)}+\right. (54)
+99f(x0+2h)+f(x02h)¯]+41140h7f(Vand)(ξ)\displaystyle\left.\quad+99\overline{f\left(x_{0}+2h\right)+f\left(x_{0}-2h\right)}\right]+\frac{41}{140}h^{7}f(VI)(\xi)

of accuracy level 5.
15. In the case of=2\therefore=2the cubature formula (39) is written

x0mhx0+mhdxy0nky0+nkf(x,y)dy=hk[A00f(x0,x0)+and=1pAand1Sand0,1f(x0,y0)+\displaystyle\int_{x_{0}-mh}^{x_{0}+mh}dx\int_{y_{0}-nk}^{y_{0}+nk}f(x,y)dy=hk\left[A_{0}^{0}f\left(x_{0},x_{0}\right)+\sum_{i=1}^{p}A_{i}^{1}S_{i}^{0,1}f\left(x_{0},y_{0}\right)+\right.
+j=1qAj2Sj0,2f(x0,y0)+and=1pj=1qAand,j1,2Sand0,1Sj0,2f(x0,y0)]+R2,\displaystyle\left.+\sum_{j=1}^{q}A_{j}^{2}S_{j}^{0,2}f\left(x_{0},y_{0}\right)+\sum_{i=1}^{p}\sum_{j=1}^{q}A_{i,j}^{1,2}S_{i}^{0,1}S_{j}^{0,2}f\left(x_{0},y_{0}\right)\right]+r_{2}, (51)

or more explicitly

xyoumhx0+mh𝑑xy0nky0+nkf(x,y)𝑑y=\int_{x_{u}-mh}^{x_{0}+mh}dx\int_{y_{0}-nk}^{y_{0}+nk}f(x,y)dy=
=hk[A00f(x0,y0)+and=1pAand1(f(x0+andh,y0)+f(x0andh,y0))+\displaystyle=hk\left[A_{0}^{0}f\left(x_{0},y_{0}^{\prime}\right)+\sum_{i=1}^{p}A_{i}^{1}\left(f\left(x_{0}+ih,y_{0}\right)+f\left(x_{0}-ih,y_{0}\right)\right)+\right.
+j=1qAj2(f(x0,y0+jk)+f(x0,y0jk))+\displaystyle\quad+\sum_{j=1}^{q}A_{j}^{2}\left(f\left(x_{0},y_{0}+jk\right)+f\left(x_{0},y_{0}-jk\right)\right)+
+and=1pj=1qAand,j1,2(f(x0+andh,y0+jk)+f(x0andh,y0+jk)+\displaystyle+\sum_{i=1}^{p}\sum_{j=1}^{q}A_{i,j}^{1,2}\left(f\left(x_{0}+ih,y_{0}+jk\right)+f\left(x_{0}-ih,y_{0}+jk\right)+\right.
+f(x0+andh,y0jk)+and(x0andh,y0jk))]+R2,\displaystyle\left.\left.\quad+f\left(x_{0}+ih,y_{0}-jk\right)+i\left(x_{0}-ih,y_{0}-jk\right)\right)\right]+r_{2},

where

14A00=(1)p+q(p!)2(q!)20m0nyou(x)V(y)𝑑x𝑑y14Aand1=(1)p+qand(pand)!(p+and)!(q!)20m0nV(y)Aand(x)𝑑x𝑑y14Aj2=(1)p+qj(p!)2(qj)!(q+j)!0m0nyou(x)bj(y)𝑑x𝑑y11Aand,j1,2=(1)p+qandj(pand)!(p+and)!(qj)!(q+j)!0m0nAand(x)bj(y)𝑑x𝑑y\begin{array}[]{r}\frac{1}{4}A_{0}^{0}=\frac{(-1)^{p+q}}{(p!)^{2}(q!)^{2}}\int_{0}^{m}\int_{0}^{n}u(x)v(y)dxdy^{\prime}\\ \frac{1}{4}A_{i}^{1}=\frac{(-1)^{p+q-i}}{(p-i)!(p+i)!(q!)^{2}}\int_{0}^{m}\int_{0}^{n}v(y)a_{i}(x)dxdy\\ \frac{1}{4}A_{j}^{2}=\frac{(-1)^{p+q-j}}{(p!)^{2}(q-j)!(q+j)!}\int_{0}^{m}\int_{0}^{n}u(x)b_{j}(y)dxdy\\ \frac{1}{1}A_{i,j}^{1,2}=\frac{(-1)^{p+q-i-j}}{(p-i)!(p+i)!(q-j)!(q+j)!}\int_{0}^{m}\int_{0}^{n}a_{i}(x)b_{j}(y)dxdy\end{array}

and

(x)=and=1p(x2and2),V(y)=j=1q(y2j2)itand(x)=x2(x21)(x2and¯12)(x2and+12¯)(x2p2)bj(y)=y2(y21)(y2j12¯)(y2j+12¯)(y2q2)\begin{gathered}\|(x)=\prod_{i=1}^{p}\left(x^{2}-i^{2}\right),\quad v(y)=\prod_{j=1}^{q}\left(y^{2}-j^{2}\right)\\ l_{i}(x)=x^{2}\left(x^{2}-1\right)\ldots\left(x^{2}-\bar{i}-1^{2}\right)\left(x^{2}-\overline{i+1^{2}}\right)\ldots\left(x^{2}-p^{2}\right)\\ b_{j}(y)=y^{2}\left(y^{2}-1\right)\ldots\left(y^{2}-\overline{j-1^{2}}\right)\left(y^{2}-\overline{j+1^{2}}\right)\ldots\left(y^{2}-q^{2}\right)\end{gathered}

The remainder has the following expression

14R2\displaystyle\frac{1}{4}r_{2} =nh:n+3k(2p+2)!DIt is2p+20mx2you(x)𝑑x+Dη2q+2(2q+2)!mhk2q+30ny2V(y)𝑑y\displaystyle=\frac{nh^{:n+3}k}{(2p+2)!}D_{\mathrm{E}}^{2p+2}\int_{0}^{m}x^{2}u(x)dx+{}_{(2q+2)!}^{mhk^{2q+3}}D_{\eta}^{2q+2}\int_{0}^{n}y^{2}v(y)dy-
h2p+3k2q+3\displaystyle\quad h^{2p+3}k^{2q+3} (55)
(2p+2!(2q+2)!DIt is2p+2Dη2q+20mx2you(x)dx0ny2V(y)dy\displaystyle\left(2p+2!(2q+2)!D_{\mathrm{E}}^{2p+2}D_{\eta}^{2q+2}\int_{0}^{m}x^{2}u(x)dx\int_{0}^{n}y^{2}v(y)dy\right.
  1. 16.

    If in (52) we takep=q=0p=q=0the following open-type cubature formula of accuracy degree is obtained(1,1)(1,1)

xnmhx0+mhdxynnkyn+nkf(x,ydy=4mnhkf(x0,y0)=ρ\int_{x_{n}-mh}^{x_{0}+mh}dx\int_{y_{n}-nk}^{y_{n}+nk}f\left(x,ydy^{\prime}=4mnhkf\left(x_{0},y_{0}\right)=\rho\right.

where

ρ=23m3nh3kDξ2+23mn3hk3Dη219m3n3h3k3Dξ2Dξ2\rho=\frac{2}{3}m^{3}nh^{3}kD_{\xi}^{2}+\frac{2}{3}mn^{3}hk^{3}D_{\eta}^{2}-\frac{1}{9}m^{3}n^{3}h^{3}k^{3}D_{\xi}^{2}D_{\xi}^{2}

An important cubature formula is obtained if we takep=q=1p=q=1

x0mhx0+mh𝑑xy0nky0+nkf(x,y)𝑑y==nmhk9[4(m23)(n23)f(x0,y0)2m2(n33)(f(x0+h,y0)+f(x0h,y0))2n2(m23)(f(x0,y0+k)+f(x0,y0k))++m2n2(f(x0+h,y0+k)+f(x0h,y0+k)+f(x0+h,y0k)+f(x0h,y0k)]+ρ\begin{gathered}\int_{x_{0}-mh}^{x_{0}+mh}dx\int_{y_{0}-nk}^{y_{0}+nk}f(x,y)dy=\\ =\frac{nmhk}{9}\left[4\left(m^{2}-3\right)\left(n^{2}-3\right)f\left(x_{0},y_{0}\right)-2m^{2}\left(n^{3}-3\right)\right.\\ \cdot\left(f\left(x_{0}+h,y_{0}\right)+f\left(x_{0}-h,y_{0}\right)\right)-2n^{2}\left(m^{2}-3\right)\left(f\left(x_{0},y_{0}+k\right)+f\left(x_{0},y_{0}-k\right)\right)+\\ +m^{2}n^{2}\left(f\left(x_{0}+h,y_{0}+k\right)\right.\\ \left.+f\left(x_{0}-h,y_{0}+k\right)+f\left(x_{0}+h,y_{0}-k\right)+f\left(x_{0}-h,y_{0}-k\right)\right]+\rho\end{gathered}

where the remainder has the expression

ρ=h5km3n(3m25)90Dξ4+hk5mn3(3n25)90Dη4h5k5m3n3(3m25)(3n25)144Dξ4Dη4.\begin{gathered}\rho=\frac{h^{5}km^{3}n\left(3m^{2}-5\right)}{90}D_{\xi}^{4}+\frac{hk^{5}mn^{3}\left(3n^{2}-5\right)}{90}D_{\eta}^{4}-\\ -\frac{h^{5}k^{5}m^{3}n^{3}\left(3m^{2}-5\right)\left(3n^{2}-5\right)}{144}D_{\xi}^{4}D_{\eta}^{4}.\end{gathered}

Doing abovem=n=1m=n=1we arrive at the Cavalieri-Simpson cubature formula for two variables

xahxa+h𝑑xyakya+kf(x,y)𝑑y==hk9[f(x0+h,y0+k)+f(x0h,y0+k)+f(x0+h,y0k)+f(x0h,y0k)+4(f(x0+h,y0)+f(x0h,y0)+f(x0,y0+k)+f(x0,y0k))+16f(x0,y0)]+ρ where \begin{gathered}\qquad\int_{x_{o}-h}^{x_{o}+h}dx\int_{y_{o}-k}^{y_{o}+k}f(x,y)dy=\\ =\frac{hk}{9}\left[f\left(x_{0}+h,y_{0}+k\right)+f\left(x_{0}-h,y_{0}+k\right)+f\left(x_{0}+h,y_{0}-k\right)+f\left(x_{0}-h,y_{0}-k\right)\right.\\ \left.+4\left(f\left(x_{0}+h,y_{0}\right)+f\left(x_{0}-h,y_{0}\right)+f\left(x_{0},y_{0}+k\right)+f\left(x_{0},y_{0}-k\right)\right)+16f\left(x_{0},y_{0}\right)\right]+\rho\\ \text{ unde }\end{gathered}
ρ=hk45[h4Dξ4+k4Dη4+1180h4k4Dξ4Dη4].\rho=-\frac{hk}{45}\left[h^{4}D_{\xi}^{4}+k^{4}D_{\eta}^{4}+\frac{1}{180}h^{4}k^{4}D_{\xi}^{4}D_{\eta}^{4}\right].

We thus found the expression (25) of the remainder of the Cavalieri-Simpson formula in another way.

Forn=n=2n=n=2HAVE

x02hx0+2h𝑑xy02ky0+2kf(x,y)𝑑y==16hk9{f(x0,y0)2[f(x0+h,y0)+f(x0h,y0)+f(x0,y0+k)+f(x0,y0k)]++4[f(x0+h,y0+k)+f(x0h,y0+k)+f(x0+h,y0k)+f(x0h,y0k)]}+ρ\begin{gathered}\int_{x_{0}-2h}^{x_{0}+2h}dx\int_{y_{0}-2k}^{y_{0}+2k}f(x,y)dy=\\ =\frac{16hk}{9}\left\{f\left(x_{0},y_{0}\right)-2\left[f\left(x_{0}+h,y_{0}\right)+f\left(x_{0}-h,y_{0}\right)+f\left(x_{0},y_{0}+k\right)+f\left(x_{0},y_{0}-k\right)\right]+\right.\\ \left.+4\left[f\left(x_{0}+h,y_{0}+k\right)+f\left(x_{0}-h,y_{0}+k\right)+f\left(x_{0}+h,y_{0}-k\right)+f\left(x_{0}-h,y_{0}-k\right)\right]\right\}+\rho\end{gathered}

with

ρ=5645h5kDξ4+5645hk5Dη41969h5k5Dξ4Dη4.\rho=\frac{56}{45}h^{5}kD_{\xi}^{4}+\frac{56}{45}hk^{5}D_{\eta}^{4}-\frac{196}{9}h^{5}k^{5}D_{\xi}^{4}D_{\eta}^{4}.

Forp=q=2p=q=2formula (52) becomes, taking for simplificationx0=y0=0x_{0}=y_{0}=0

mhmhnknkf(x,y)𝑑x𝑑y=\displaystyle\quad\int_{-mh}^{mh}\int_{-nk}^{nk}f(x,y)dxdy=
=nmhk32400{C00f(0,0)+C10[f(h,0)+f(h,0)]+C20[f(2h,0)+f(2h,0)]\displaystyle=\frac{nmhk}{32400}\left\{C_{00}f(0,0)+C_{10}[f(h,0)+f(-h,0)]+C_{20}[f(2h,0)+f(-2h,0)]\right. (56)
+C01[f(0,k)+f(0,k)]+C62[f(0,2k)+f(0,2k)]+C11[f(h,h)+f(h,k)\displaystyle+C_{01}[f(0,k)+f(0,-k)]+C_{62}[f(0,2k)+f(0,-2k)]+C_{11}[f(h,h)+f(-h,k)
+f(h,k)+f(h,k)]+C12[f(h,2k)+f(h,2k)+f(h,2k)+f(h,2k)]\displaystyle+f(h,-k)+f(-h,-k)]+C_{12}[f(h,2k)+f(-h,2k)+f(h,-2k)+f(-h,-2k)]
+C21[f(2h,k)+f(2h,k)+f(2h,k)+f(2h,k)]+C22[f(2h,2k)\displaystyle+C_{21}[f(2h,k)+f(-2h,k)+f(2h,-k)+f(-2h,-k)]+C_{22}[f(2h,2k)
+f(2h,2k)+f(2h,2k)+f(2h,2k)]}+ρ.\displaystyle+f(-2h,2k)+f(2h,-2k)+f(-2h,-2k)]\}+\rho.

where

ρ\displaystyle\rho =nmhk3780[Ah6Dξ6+Bk6Dη6Ch6k6Dξ6Dη6]\displaystyle=\frac{nmhk}{3780}\left[Ah^{6}D_{\xi}^{6}+Bk^{6}D_{\eta}^{6}-Ch^{6}k^{6}D_{\xi}^{6}D_{\eta}^{6}\right]
C00\displaystyle C_{00} =36(3m425m2+60)(3n425n2+60)\displaystyle=6\left(3m^{4}-25m^{2}+60\right)\left(3n^{4}-25n^{2}+60\right)
C10\displaystyle C_{10} =24m2(3m220)(2n425n2+60)\displaystyle=-4m^{2}\left(3m^{2}-20\right)\left(2n^{4}-25n^{2}+60\right)
C20\displaystyle C_{20} =6m2(3m25)(3n425n2+60)\displaystyle=6m^{2}\left(3m^{2}-5\right)\left(3n^{4}-25n^{2}+60\right)
C01\displaystyle C_{01} =24n2(3n220)(3m425m2+60)\displaystyle=-4n^{2}\left(3n^{2}-20\right)\left(3m^{4}-25m^{2}+60\right)
C02\displaystyle C_{02} =6n2(3n25)(3m425n2+60)\displaystyle=6n^{2}\left(3n^{2}-5\right)\left(3m^{4}-25n^{2}+60\right)
C11\displaystyle C_{11} =16m2n2(3m220)(3n220)\displaystyle=6m^{2}n^{2}\left(3m^{2}-20\right)\left(3n^{2}-20\right)
C12\displaystyle C_{12} =4m2n2(3m220)(3n25)\displaystyle=-4m^{2}n^{2}\left(3m^{2}-20\right)\left(3n^{2}-5\right)
C21\displaystyle C_{21} =4m2n2(3m25)(3n220)\displaystyle=-4m^{2}n^{2}\left(3m^{2}-5\right)\left(3n^{2}-20\right)
C22\displaystyle C_{22} =m2n2(3m25)(3n25)\displaystyle=m^{2}n^{2}\left(3m^{2}-5\right)\left(3n^{2}-5\right)

and

A=m2(3m421m2+28)\displaystyle A=m^{2}\left(3m^{4}-21m^{2}+28\right)
B=n2(3n421n2+28)\displaystyle B=n^{2}\left(3n^{4}-21n^{2}+28\right)
C=115120m2n2(3m421m2+28)(3n421n2+28)\displaystyle C=\frac{1}{15120}m^{2}n^{2}\left(3m^{4}-21m^{2}+28\right)\left(3n^{4}-21n^{2}+28\right)

If in (56) it is donen=m=2n=m=2the following closed-type cubature formula is obtained, which has a partial degree of accuracy(5,5)(5,5):
2h2h2k2kf(x,y)dxdy=4hk2025{144f(0,0)+384[f(h,0)+f(h,0)+f(0,k)+f(0,k)]+84[f(2h,0)+f(0,2k)+f(0,2k)+f(2h,0)]+1024[f(h,k)+f(h,k)++f(h,k)+f(h,k)]+224[f(2h,k)+f(2h,k)+f(h,2k)+f(h,2k)++f(h,2k)+f(h,2k)+f(2h,k)+f(2h,k)]+49[f(2h,2k)+f(2h,2k)+f(2h,2k)+f(2h,2k)]}+p\int_{-2h}^{2h}\int_{-2k}^{2k}f(x,y)dxdy=\frac{4hk}{2025}\{144f(0,0)+384[f(-h,0)+f(h,0)+f(0,-k)+f(0,k)]+84[f(-2h,0)+f(0,-2k)+f(0,2k)+f(2h,0)]+1024[f(-h,-k)+f(-h,k)++f(h,-k)+f(h,k)]+224[f(-2h,-k)+f(-2h,k)+f(-h,-2k)+f(-h,2k)++f(h,-2k)+f(h,2k)+f(2h,-k)+f(2h,k)]+49[f(-2h,-2k)+f(-2h,2k)+f(2h,-2k)+f(2h,2k)]\}+\mathrm{p}with

ρ=32hk945[h6Dξ6+k6Dη6+2945h6k6Dξ6Dη6].\rho=-\frac{32hk}{945}\left[h^{6}D_{\xi}^{6}+k^{6}D_{\eta}^{6}+\frac{2}{945}h^{6}k^{6}D_{\xi}^{6}D_{\eta}^{6}\right].

Form=n=3m=n=3the open type cubature formula is obtained

3h3h3k3kf(x,y)dxdy=9hk100{676f(0,0)364[f(h,0)+f(h,0)+f(0,k)\displaystyle\quad\int_{-3h}^{3h}\int_{-3k}^{3k}f(x,y)dxdy=\frac{9hk}{100}\{76f(0,0)-64[f(h,0)+f(-h,0)+f(0,k)
+f(0,k)]+286[f(0,2k)+f(0,2k)+f(2h,0)]+196[f(h,k)+\displaystyle+f(0,-k)]+86[f(0,2k)+f(0,-2k)+f(2h,0)]+96[f(h,k)+
+f(h,k)+f(h,k)+f(h,k)]154[f(h,2k)+f(h,2k)+f(h,2k)\displaystyle+f(-h,k)+f(h,-k)+f(-h,-k)]-54[f(h,2k)+f(-h,2k)+f(h,-2k)
+f(h,2k)+f(2h,k)+f(2h,k)+f(2h,k)+f(2h,k)]+121[f(2h,2k)\displaystyle+f(-h,-2k)+f(2h,k)+f(-2h,k)+f(2h,-k)+f(-2h,-k)]+21\quad[f(2h,2k)
+f(2h,2k)+f(2h,2k)+f(2h,2k)]+p\displaystyle+f(-2h,2k)+f(2h,-2k)+f(-2h,-2k)]+p

where

ρ=12370hk[h6Dξ6+k6Dη641840h6k6Dξ6Dη6]\rho=\frac{123}{70}hk\left[h^{6}D_{\xi}^{6}+k^{6}D_{\eta}^{6}-\frac{41}{840}h^{6}k^{6}D_{\xi}^{6}D_{\eta}^{6}\right]

Form=n=2m=n=2from (56) we obtain a cubature formula with nodes outside the integration domain, which is worth mentioning.
17. In the caseS=3s=3the cubature formula (39) is written

x0m1h1x0+m1h1𝑑xy0m2h2y0+m2h2𝑑yz0m3h3z0+m3h3f(x,y,z)𝑑z==h1h2h3[A00f(x0,y0,z0)+j1=1p1Aj11Sj10,1f(x0,y0,z0)+j2=1p2Aj22Sj20,2f(x0,y0,z0)+j3=1p3Aj33Sj30,3/(x0,y0,z0)+j1=1p1j2=1p0Aj1j21,2Sj10,1Sj20,2f(x0,y0,z0)++j1=1p1j3=1p3Aj1j31,3Sj10,1Sj30,3f(x0,y0,z0)+j2=1p2j3=1p3Aj2j32,3Sj20,2Sj30,3f(x0,y0z0)+j1=1p1j2=1p3j3=1p4Aj1j2j31,2,3Sj10,1Sj20,2Sj30,3f(x0,y0,z0)]+γ3,\begin{gathered}\int_{x_{0}-m_{1}h_{1}}^{x_{0}+m_{1}h_{1}}dx\int_{y_{0}-m_{2}h_{2}}^{y_{0}+m_{2}h_{2}}dy\int_{z_{0}-m_{3}h_{3}}^{z_{0}+m_{3}h_{3}}f(x,y,z)dz=\\ =h_{1}h_{2}h_{3}\left[A_{0}^{0}f\left(x_{0},y_{0},z_{0}\right)+\sum_{j_{1}=1}^{p_{1}}A_{j_{1}}^{1}S_{j_{1}}^{0,1}f\left(x_{0},y_{0},z_{0}\right)+\sum_{j_{2}=1}^{p_{2}}A_{j_{2}}^{2}S_{j_{2}}^{0,2}f\left(x_{0},y_{0},z_{0}\right)\right.\\ +\sum_{j_{3}=1}^{p_{3}}A_{j_{3}}^{3}S_{j_{3}}^{0,3}/\left(x_{0},y_{0},z_{0}\right)+\sum_{j_{1}=1}^{p_{1}}\sum_{j_{2}=1}^{p_{0}}A_{j_{1}j_{2}}^{1,2}S_{j_{1}}^{0,1}S_{j_{2}}^{0,2}f\left(x_{0},y_{0},z_{0}\right)+\\ +\sum_{j_{1}=1}^{p_{1}}\sum_{j_{3}=1}^{p_{3}}A_{j_{1}j_{3}}^{1,3}S_{j_{1}}^{0,1}S_{j_{3}}^{0,3}f\left(x_{0},y_{0},z_{0}\right)+\sum_{j_{2}=1}^{p_{2}}\sum_{j_{3}=1}^{p_{3}}A_{j_{2}j_{3}}^{2,3}S_{j_{2}}^{0,2}S_{j_{3}}^{0,3}f\left(x_{0},y_{0}z_{0}\right)\\ \left.+\sum_{j_{1}=1}^{p_{1}}\sum_{j_{2}=1}^{p_{3}}\sum_{j_{3}=1}^{p_{4}}A_{j_{1}j_{2}j_{3}}^{1,2,3}S_{j_{1}}^{0,1}S_{j_{2}}^{0,2}S_{j_{3}}^{0,3}f\left(x_{0},y_{0},z_{0}\right)\right]+\gamma_{3},\end{gathered}

MIND

Sj10,1f(x0,y0,z0)\displaystyle S_{j_{1}}^{0,1}f\left(x_{0},y_{0},z_{0}\right) =f(x0+j1h1,y0,z0)+f(x0j1h1,y0,z0)\displaystyle=f\left(x_{0}+j_{1}h_{1},y_{0},z_{0}\right)+f\left(x_{0}-j_{1}h_{1},y_{0},z_{0}\right) (58)
Sj20,2f(x0,y0,z0)\displaystyle S_{j_{2}}^{0,2}f\left(x_{0},y_{0},z_{0}\right) =f(x0,y0+j2h2,z0)+f(x0,y0j2h2,z0)\displaystyle=f\left(x_{0},y_{0}+j_{2}h_{2},z_{0}\right)+f\left(x_{0},y_{0}-j_{2}h_{2},z_{0}\right)
Sj30,3f(x0,y0,z0)\displaystyle S_{j_{3}}^{0,3}f\left(x_{0},y_{0},z_{0}\right) =f(x0,y0,z0+j3h3)+/(x0,y0,z0j3h3)\displaystyle=f\left(x_{0},y_{0},z_{0}+j_{3}h_{3}\right)+/\left(x_{0},y_{0},z_{0}-j_{3}h_{3}\right)

and the restR3r_{3}has the expression from (42) with the modification of the notation already used

t1=x,t2=y,t3=zt01=x0,t02=y6,t03=z0\begin{array}[]{lll}t^{1}=x,&t^{2}=y,&t^{3}=z\\ t_{0}^{1}=x_{0},&t_{0}^{2}=y_{6},&t_{0}^{3}=z_{0}\end{array}

The coefficients of formula (57) have the expressions
18A00=(1)p1+p2+p3(p1!)2(p2!)2(p3!)0m10m20m3you1(x)you2(y)you3(z)𝑑x𝑑y𝑑z\frac{1}{8}A_{0}^{0}=\frac{(-1)^{p_{1}+p_{2}+p_{3}}}{\left(p_{1}!\right)^{2}\left(p_{2}!\right)^{2}\left(p_{3}!\right)}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}u_{1}(x)u_{2}(y)u_{3}(z)dxdydz
18Aj11=(1)p1+p2+p3j1(p1j1)!(p1+j1)!(p2!)2(p3!)20m10m20m3Vj11(x)you2(y)you3(z)𝑑x𝑑y𝑑z\frac{1}{8}A_{j_{1}}^{1}=\frac{(-1)^{p_{1}+p_{2}+p_{3}-j_{1}}}{\left(p_{1}-j_{1}\right)!\left(p_{1}+j_{1}\right)!\left(p_{2}!\right)^{2}\left(p_{3}!\right)^{2}}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}v_{j_{1}}^{1}(x)u_{2}(y)u_{3}(z)dxdydz
18Aj22=(1)p1+p2+p3j2(p2j2)!(p2+j2)!(p1!)2(p3!)20m10m20m3you1(x)Vj32(y)you3(z)𝑑x𝑑z𝑑y\frac{1}{8}A_{j_{2}}^{2}=\frac{(-1)^{p_{1}}+p_{2}+p_{3}-j_{2}}{\left(p_{2}-j_{2}\right)!\left(p_{2}+j_{2}\right)!\left(p_{1}!\right)^{2}\left(p_{3}!\right)^{2}}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}u_{1}(x)v_{j_{3}}^{2}(y)u_{3}(z)dxdzdy
18Aj33=(1)p1+p2+p3j3(p3j3)!(p3+j3)!(p1!)2(p2!)20m10m20m3you1(x)you2(y)Vj33(z)𝑑x𝑑y𝑑z\frac{1}{8}A_{j_{3}}^{3}=\frac{(-1)^{p_{1}+p_{2}+p_{3}-j_{3}}}{\left(p_{3}-j_{3}\right)!\left(p_{3}+j_{3}\right)!\left(p_{1}!\right)^{2}\left(p_{2}!\right)^{2}}\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}u_{1}(x)u_{2}(y)v_{j_{3}}^{3}(z)dxdydz
18Aj1j21,2=(1)p1+p2+p3j1j2(p1j1)!(p1+j1)!(p2j2)!(p2+j2)!(p3!)2\frac{1}{8}A_{j_{1}j_{2}}^{1,2}=\frac{(-1)^{p_{1}+p_{2}+p_{3}-j_{1}-j_{2}}}{\left(p_{1}-j_{1}\right)!\left(p_{1}+j_{1}\right)!\left(p_{2}-j_{2}\right)!\left(p_{2}+j_{2}\right)!\left(p_{3}!\right)^{2}}.

0m10m20m3Vj11(x)Vj22(y)you3(z)𝑑x𝑑y𝑑z\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}v_{j_{1}}^{1}(x)v_{j_{2}}^{2}(y)u_{3}(z)dxdydz

18Aj1j31,3=(1)p1+p2+p3j1j3(p1j1)!(p1+j1)!(p2!)2(p3j3)!(p3+j3)!\frac{1}{8}A_{j_{1}j_{3}}^{1,3}=\frac{(-1)^{p_{1}+p_{2}+p_{3}-j_{1}-j_{3}}}{\left(p_{1}-j_{1}\right)!\left(p_{1}+j_{1}\right)!\left(p_{2}!\right)^{2}\left(p_{3}-j_{3}\right)!\left(p_{3}+j_{3}\right)!}.

0m10m20m3Vj11(x)you2(y)Vj33(z)𝑑x𝑑y𝑑z\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m^{3}}v_{j_{1}}^{1}(x)u_{2}(y)v_{j_{3}}^{3}(z)dxdydz

18Aj2j32,3=(1)p1+p2+p3j2j3(p1!)2(p2j2)!(p2+j2)!(p3j3)!(p3+and3)!\frac{1}{8}A_{j_{2}j_{3}}^{2,3}=\frac{(-1)^{p_{1}}+p_{2}+p_{3}-j_{2}-j_{3}}{\left(p_{1}!\right)^{2}\left(p_{2}-j_{2}\right)!\left(p_{2}+j_{2}\right)!\left(p_{3}-j_{3}\right)!\left(p_{3}+i_{3}\right)!}.

0m10m20m3you1(x)Vj22(y)Vj33(z)𝑑x𝑑y𝑑z\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}u_{1}(x)v_{j_{2}}^{2}(y)v_{j_{3}}^{3}(z)dxdydz

18Aj1j2j21,2,3=(1)p1+p2+p3j1j2j3(p1j1)!(p1+j1)!(p2j2)!(p2+j2)!(p3j3)!(p3+j3)!\frac{1}{8}A_{j_{1}j_{2}j_{2}}^{1,2,3}=\frac{(-1)^{p_{1}}+p_{2}+p_{3}-j_{1}-j_{2}-j_{3}}{\left(p_{1}-j_{1}\right)!\left(p_{1}+j_{1}\right)!\left(p_{2}-j_{2}\right)!\left(p_{2}+j_{2}\right)!\left(p_{3}-j_{3}\right)!\left(p_{3}+j_{3}\right)!}.

0m10m20m3Vj11(x)Vj22(y)Vj33(z)𝑑x𝑑y𝑑z\int_{0}^{m_{1}}\int_{0}^{m_{2}}\int_{0}^{m_{3}}v_{j_{1}}^{1}(x)v_{j_{2}}^{2}(y)v_{j_{3}}^{3}(z)dxdydz
  1. 18.

    We will now focus on some important particular cases of this formula.

Forp1=p2=p3=0p_{1}=p_{2}=p_{3}=0a cubature formula is obtained that uses a single node and has a partial degree of accuracy (1,1,11,1,1)

Df(x,y,z)𝑑x𝑑y𝑑z=8m1m2m3h1h2h3f(x0,y0,z0)+ρ\iiint_{D}f(x,y,z)dxdydz=8m_{1}m_{2}m_{3}h_{1}h_{2}h_{3}f\left(x_{0},y_{0},z_{0}\right)+\rho (59)

whereDDis the parallelepiped

x0m1h1xx0+m1h1,y0m2h2yy0+m2h2,z0m3h3zz0+m3h3x_{0}-m_{1}h_{1}\leqq x\leqq x_{0}+m_{1}h_{1},y_{0}-m_{2}h_{2}\leqq y\leqq y_{0}+m_{2}h_{2},z_{0}-m_{3}h_{3}\leqq z\leqq z_{0}+m_{3}h_{3} (60)

and the rest has the expression.
ρ=m1m2m3h1h2h334m12h12Dξ2+4m22h22Dη2+4m32h33Dξ223m12m22h12h22Dξ2Dη2\rho=\frac{m_{1}m_{2}m_{3}h_{1}h_{2}h_{3}}{3}\left\lceil 4m_{1}^{2}h_{1}^{2}D_{\xi}^{2}+4m_{2}^{2}h_{2}^{2}D_{\eta}^{2}+4m_{3}^{2}h_{3}^{3}D_{\xi}^{2}-\frac{2}{3}m_{1}^{2}m_{2}^{2}h_{1}^{2}h_{2}^{2}D_{\xi}^{2}D_{\eta}^{2}-\right.
23m12m32h12h32Dξ2Dζ223m22m32h22h32Dη2Dξ2+19m12m22m32h12h22h32Dξ2Dη2Dξ2]\left.-\frac{2}{3}m_{1}^{2}m_{3}^{2}h_{1}^{2}h_{3}^{2}D_{\xi}^{2}D_{\zeta}^{2}-\frac{2}{3}m_{2}^{2}m_{3}^{2}h_{2}^{2}h_{3}^{2}D_{\eta}^{2}D_{\xi}^{2}+\frac{1}{9}m_{1}^{2}m_{2}^{2}m_{3}^{2}h_{1}^{2}h_{2}^{2}h_{3}^{2}D_{\xi}^{2}D_{\eta}^{2}D_{\xi}^{2}\right]
It is observed that the only node on which this formula is defined is found in the center of gravity of the domain . DD, assumed homogeneous. This formula is Gaussian, since it uses the minimum possible number of nodes.
19. Substituting into formula (57)p=p2=p3=1p=p_{2}=p_{3}=1, the cubature formula is obtained

Df(x,y,z)𝑑x𝑑y𝑑z=\displaystyle\iiint_{D}f(x,y,z)dxdydz=
=m1m2m3h1h2h3278(m123)(m223)(m323)f(x0,y0,z0)+4m12(m223)(m323)\displaystyle=\frac{m_{1}m_{2}m_{3}h_{1}h_{2}h_{3}}{27}\int-8\left(m_{1}^{2}-3\right)\left(m_{2}^{2}-3\right)\left(m_{3}^{2}-3\right)f\left(x_{0},y_{0},z_{0}\right)+4m_{1}^{2}\left(m_{2}^{2}-3\right)\left(m_{3}^{2}-3\right)
.S10,1f(x0y0,z0)+4(m123)m22(m323)S10,2f(x0,y0,z0)+4(m123)(m223)m32\displaystyle.S_{1}^{0,1}f\left(x_{0}y_{0},z_{0}\right)+4\left(m_{1}^{2}-3\right)m_{2}^{2}\left(m_{3}^{2}-3\right)S_{1}^{0,2}f\left(x_{0},y_{0},z_{0}\right)+4\left(m_{1}^{2}-3\right)\left(m_{2}^{2}-3\right)m_{3}^{2}
.S10,3f(x0,y0,z0)2m12m22(m323)S10,1S10,2f(x0,y0,z0)2m12(m223)m32\displaystyle.S_{1}^{0,3}f\left(x_{0},y_{0},z_{0}\right)-2m_{1}^{2}m_{2}^{2}\left(m_{3}^{2}-3\right)S_{1}^{0,1}S_{1}^{0,2}f\left(x_{0},y_{0},z_{0}\right)-2m_{1}^{2}\left(m_{2}^{2}-3\right)m_{3}^{2} (60)
.S10,1S10,3f(x0,y0,z0)2(m123)m22m32S10,2S10,3f(x0,y0,z0)+m12m22m32\displaystyle.S_{1}^{0,1}S_{1}^{0,3}f\left(x_{0},y_{0},z_{0}\right)-2\left(m_{1}^{2}-3\right)m_{2}^{2}m_{3}^{2}S_{1}^{0,2}S_{1}^{0,3}f\left(x_{0},y_{0},z_{0}\right)+m_{1}^{2}m_{2}^{2}m_{3}^{2}
ρ=m13(3m125)m2m3h15h2h345D54+m1m23(3m225)m3h1h25h345Dη4+m1m2m33(3m325)h1h2h3545D54m13(3m125)m23(3m225)m316200h15h25h3D54Dη4m13(3m125)m2m33(3m325)16200h15h2h35Dξ4D54m1m23(3m225)m33(3m325)16200h1h25h35Dη4D54+m13(3m125)m22(3m225)m33(3m325)5832000h15h25h35D54Dη4D54.\begin{gathered}\rho=\frac{m_{1}^{3}\left(3m_{1}^{2}-5\right)m_{2}m_{3}h_{1}^{5}h_{2}h_{3}}{45}D_{5}^{4}+\frac{m_{1}m_{2}^{3}\left(3m_{2}^{2}-5\right)m_{3}h_{1}h_{2}^{5}h_{3}}{45}D_{\eta}^{4}\\ +\frac{m_{1}m_{2}m_{3}^{3}\left(3m_{3}^{2}-5\right)h_{1}h_{2}h_{3}^{5}}{45}D_{5}^{4}-\frac{m_{1}^{3}\left(3m_{1}^{2}-5\right)m_{2}^{3}\left(3m_{2}^{2}-5\right)m_{3}}{16200}h_{1}^{5}h_{2}^{5}h_{3}D_{5}^{4}D_{\eta}^{4}\\ -\frac{m_{1}^{3}\left(3m_{1}^{2}-5\right)m_{2}m_{3}^{3}\left(3m_{3}^{2}-5\right)}{16200}h_{1}^{5}h_{2}h_{3}^{5}D_{\xi}^{4}D_{5}^{4}-\frac{m_{1}m_{2}^{3}\left(3m_{2}^{2}-5\right)m_{3}^{3}\left(3m_{3}^{2}-5\right)}{16200}\\ \cdot h_{1}h_{2}^{5}h_{3}^{5}D_{\eta}^{4}D_{5}^{4}+\frac{m_{1}^{3}\left(3m_{1}^{2}-5\right)m_{2}^{2}\left(3m_{2}^{2}-5\right)m_{3}^{3}\left(3m_{3}^{2}-5\right)}{5832000}h_{1}^{5}h_{2}^{5}h_{3}^{5}D_{5}^{4}D_{\eta}^{4}D_{5}^{4}.\end{gathered}

From this we immediately obtain the following cubature formula which represents the extension of the Cavalieri-Simpson formula to three variables

x0h1x0+h1𝑑xy0h2y0+h2𝑑yz0h3z0+h3f(x,y,z)𝑑z=\displaystyle\quad\int_{x_{0}-h_{1}}^{x_{0}+h_{1}}dx\int_{y_{0}-h_{2}}^{y_{0}+h_{2}}dy\int_{z_{0}-h_{3}}^{z_{0}+h_{3}}f(x,y,z)dz=
=h1h2h327{f(x0+h1,y0+h2,z0+h3)+f(x0+h1,y0+h2,z0h3)+f(x0h1,y0+h2z0+h3)\displaystyle=\frac{h_{1}h_{2}h_{3}}{27}\left\{f\left(x_{0}+h_{1},y_{0}+h_{2},z_{0}+h_{3}\right)+f\left(x_{0}+h_{1},y_{0}+h_{2},z_{0}-h_{3}\right)+f\left(x_{0}-h_{1},y_{0}+h_{2}z_{0}+h_{3}\right)\right.
+f(x0h1,y0+h2,z0h3)+f(x0+h1,y0h2,z0+h3)+f(x0+h1,y0h2,z0h3)\displaystyle+f\left(x_{0}-h_{1},y_{0}+h_{2},z_{0}-h_{3}\right)+f\left(x_{0}+h_{1},y_{0}-h_{2},z_{0}+h_{3}\right)+f\left(x_{0}+h_{1},y_{0}-h_{2},z_{0}-h_{3}\right)
+f(x0h1,y0h2,z0+h3)+f(x0h1,y0h2,z0h3)+4[f(x0,y0+h2,z0+h3)+\displaystyle+f\left(x_{0}-h_{1},y_{0}-h_{2},z_{0}+h_{3}\right)+f\left(x_{0}-h_{1},y_{0}-h_{2},z_{0}-h_{3}\right)+4\left[f\left(x_{0},y_{0}+h_{2},z_{0}+h_{3}\right)+\right.
+f(x0,y0+h2,z0h3)+f(x0,y0h2,z0+h3)+f(x0,y0h2,z0h3)+\displaystyle+f\left(x_{0},y_{0}+h_{2},z_{0}-h_{3}\right)+f\left(x_{0},y_{0}-h_{2},z_{0}+h_{3}\right)+f\left(x_{0},y_{0}-h_{2},z_{0}-h_{3}\right)+
+f(x0+h1,y0,z0+h3)+f(x0+h1,y0,z0h3)+f(x0h1,y0,z0+h3)+\displaystyle+f\left(x_{0}+h_{1},y_{0},z_{0}+h_{3}\right)+f\left(x_{0}+h_{1},y_{0},z_{0}-h_{3}\right)+f\left(x_{0}-h_{1},y_{0},z_{0}+h_{3}\right)+
+f(x0h1,y0,z0h3)+f(x0+h1,y0h2,z0)+f(x0h1,y0+h2,z0)\displaystyle+f\left(x_{0}-h_{1},y_{0},z_{0}-h_{3}\right)+f\left(x_{0}+h_{1},y_{0}-h_{2},z_{0}\right)+f\left(x_{0}-h_{1},y_{0}+h_{2},z_{0}\right)
+f(x0+h1,y0h2,z0)+f(x0h1,y0h2,z0)]+16[f(x0,y0,z0+h3)+\displaystyle\left.+f\left(x_{0}+h_{1},y_{0}-h_{2},z_{0}\right)+f\left(x_{0}-h_{1},y_{0}-h_{2},z_{0}\right)\right]+6\left[f\left(x_{0},y_{0},z_{0}+h_{3}\right)+\right.
+f(x0,y0,t0h3)Ωf(x0,y0+h2,z0)+f(x0,y0h2,z0)+f(x0+h1,y0,z0)+\displaystyle+f\left(x_{0},y_{0},t_{0}-h_{3}\right)\Omega f\left(x_{0},y_{0}+h_{2},z_{0}\right)+f\left(x_{0},y_{0}-h_{2},z_{0}\right)+f\left(x_{0}+h_{1},y_{0},z_{0}\right)+
+f(x0h1,y0,z0)]+64f(x0,y0,z0)}+ρ\displaystyle\left.\left.+f\left(x_{0}-h_{1},y_{0},z_{0}\right)\right]+64f\left(x_{0},y_{0},z_{0}\right)\right\}+\rho

where

ρ=h1h2h345[2h14Dξ4+2h24Dη4+2h34Dξ4+190h14h24Dξ4Dη4+190h14h34Dξ4Dξ4++190h24h34Dη4Dξ4+116200h14h24h34Dξ4Dη4Dξ4]\begin{gathered}\rho=-\frac{h_{1}h_{2}h_{3}}{45}\left[2h_{1}^{4}D_{\xi}^{4}+2h_{2}^{4}D_{\eta}^{4}+2h_{3}^{4}D_{\xi}^{4}+\frac{1}{90}h_{1}^{4}h_{2}^{4}D_{\xi}^{4}D_{\eta}^{4}+\frac{1}{90}h_{1}^{4}h_{3}^{4}D_{\xi}^{4}D_{\xi}^{4}+\right.\\ \left.+\frac{1}{90}h_{2}^{4}h_{3}^{4}D_{\eta}^{4}D_{\xi}^{4}+\frac{1}{16200}h_{1}^{4}h_{2}^{4}h_{3}^{4}D_{\xi}^{4}D_{\eta}^{4}D_{\xi}^{4}\right]\end{gathered}

If in formula (60) we dom1=m2=m3=2m_{1}=m_{2}=m_{3}=2the following open-type cubature formula is obtained, which uses the same number of nodes as formula (61) and has the same partial degree of accuracy (3,3,33,3,3)

2h12h12h22h22h32h3f(x,y,z)𝑑x𝑑y𝑑z=\displaystyle\quad\int_{-2h_{1}}^{2h_{1}}\int_{-2h_{2}}^{2h_{2}}\int_{-2h_{3}}^{2h_{3}}f(x,y,z)dxdydz=
=64h1h2h327{f(0,0,0)+2[f(0,0,h3)+f(0,0,h3)+f(0,h2,0)+f(0,h2,0)+\displaystyle=\frac{64h_{1}h_{2}h_{3}}{27}\left\{-f(0,0,0)+2\left[f\left(0,0,h_{3}\right)+f\left(0,0,-h_{3}\right)+f\left(0,h_{2},0\right)+f\left(0,-h_{2},0\right)+\right.\right.
+f(h1,0,0)+f(h1,0,0)]4[f(0,h2,h3)+f(0,h2,h3)+f(0,h2,h3)\displaystyle\left.+f\left(h_{1},0,0\right)+f\left(-h_{1},0,0\right)\right]-4\left[f\left(0,h_{2},h_{3}\right)+f\left(0,h_{2},-h_{3}\right)+f\left(0,-h_{2},h_{3}\right)\right. (62)
+f(0,h2,h3)+f(h1,0,h3)+f(h1,0,h3)+f(h1,0,h3)+f(h1,0,h3)+\displaystyle+f\left(0,-h_{2},-h_{3}\right)+f\left(h_{1},0,h_{3}\right)+f\left(h_{1},0,-h_{3}\right)+f\left(-h_{1},0,h_{3}\right)+f\left(-h_{1},0,-h_{3}\right)+
+f(h1,h2,0)+f(h1,h2,0)+f(h1,h2,0)+f(h1,h2,0)]+8[f(h1,h2,h3)+\displaystyle\left.+f\left(h_{1},h_{2},0\right)+f\left(-h_{1},h_{2},0\right)+f\left(h_{1},-h_{2},0\right)+f\left(-h_{1},-h_{2},0\right)\right]+8\left[f\left(h_{1},h_{2},h_{3}\right)+\right.
+f(h1,h2,h3)+f(h1,h2,h3)+f(h1,h2,h3)+f(h1,h2,h3)+f(h1,h2,h3)+\displaystyle+f\left(h_{1},h_{2},-h_{3}\right)+f\left(-h_{1},h_{2},h_{3}\right)+f\left(-h_{1},h_{2},-h_{3}\right)+f\left(h_{1},-h_{2},h_{3}\right)+f\left(h_{1},-h_{2},-h_{3}\right)+
+f(h1,h2,h3)+f(h1,h2,h3)]}+ρ,\displaystyle\left.\left.+f\left(-h_{1},-h_{2},h_{3}\right)+f\left(-h_{1},-h_{2},-h_{3}\right)\right]\right\}+\rho,
ρ=179245h1h2h3[4(h14Dξ4+h24Dη4+h34Dξ4)9845(h14h24Dξ4Dη4+h14h34Dξ4Dξ4++h24h34Dη4Dξ4)+72025h14h24h34Dξ4Dη4Dξ4].\begin{gathered}\rho=\frac{1792}{45}h_{1}h_{2}h_{3}\left[4\left(h_{1}^{4}D_{\xi}^{4}+h_{2}^{4}D_{\eta}^{4}+h_{3}^{4}D_{\xi}^{4}\right)-\frac{98}{45}\left(h_{1}^{4}h_{2}^{4}D_{\xi}^{4}D_{\eta}^{4}+h_{1}^{4}h_{3}^{4}D_{\xi}^{4}D_{\xi}^{4}+\right.\right.\\ \left.\left.+h_{2}^{4}h_{3}^{4}D_{\eta}^{4}D_{\xi}^{4}\right)+\frac{7}{2025}h_{1}^{4}h_{2}^{4}h_{3}^{4}D_{\xi}^{4}D_{\eta}^{4}D_{\xi}^{4}\right].\end{gathered}

Other numerical integration formulas were given in [4].

§. 4. The Cavalieri-Simpson numerical integration formula inIt isSE_{s}

  1. 20.

    In conclusion, we will give, in explicit form, two of the most important cubature formulas already deduced in the casesS=1,2s=1,2and 3 .

Thus we have the cubature formula of degree of accuracy(1,1,,1)(1,1,\ldots,1)

Df(M)𝑑M=2Sm1mSh1hSf(M0)+ρ\iint\ldots\int_{D}f(M)dM=2^{s}m_{1}\ldots m_{s}h_{1}\ldots h_{s}f\left(M_{0}\right)+\rho

whereDDis the hyperparallelepiped

t0andmandhandtandt0and+mandhand(and=1,S¯)t_{0}^{i}-m_{i}h_{i}\leqq t^{i}\leqq t_{0}^{i}+m_{i}h_{i}\quad(i=\overline{1,s})

and the rest has the expression

ρ=m1m2mSh1hS3[2S1m12h12Dξ12++2S1mS2hS2DξS22S2m12m22h12h223Dξ12Dξ22\displaystyle\rho=\frac{m_{1}m_{2}\ldots m_{s}h_{1}\ldots h_{s}}{3}\left[2^{s-1}m_{1}^{2}h_{1}^{2}D_{\xi_{1}}^{2}+\cdots+2^{s-1}m_{s}^{2}h_{s}^{2}D_{\xi_{s}}^{2}-2^{s-2}\frac{m_{1}^{2}m_{2}^{2}h_{1}^{2}h_{2}^{2}}{3}D_{\xi_{1}}^{2}D_{\xi_{2}}^{2}-\right.
2S2mS12mS2hS12hS3DξS12DξS2\displaystyle\quad\quad\ldots-2^{s-2}\frac{m_{s-1}^{2}m_{s}^{2}h_{s-1}^{2}h_{s}}{3}D_{\xi_{s-1}}^{2}D_{\xi_{s}}^{2}
+hS2Dξ12Dξ32].\displaystyle\left.+\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots\ldots h_{s}^{2}D_{\xi_{1}}^{2}\ldots D_{\xi_{3}}^{2}\right].
  1. 21.

    If in formula (39) it is made

p1=p2==pS=m1=m2==mS=1p_{1}=p_{2}=\ldots=p_{s}=m_{1}=m_{2}=\ldots=m_{s}=1

the following cubature formula is obtained, with partial accuracy(3,3,,3)(3,3,\ldots,3), which represents the extension of the Cavalieri-Sompson formula inIt isSE_{s}

CONTRIBUTIONS TO L'INTÉGRATION NUMÉRIQUE DES FUNCTIONS DE PLUSIEURS VARIABLES

(Résumé)
By using certain interpolation formulas for the functions of several variables, several formulas have been constructed for the approximate calculation of defined multiple integrals. Pour chaque formule donnée on estabilit l'expression du reste.

Dans le premier paragraphe, après quelques considérations générales sur l'intégration numérique des fonctions de plusieurs variables, on déduit, en particulier, la formulae de Cavalieri-Simpson pour deux variables. A cette occasion on donne aussi une précis expression du reste (25) de cette formulae.

Dans le second paragraphe est constructed a cubature formula (39) pour les intégrales s-uples. Au (42) on établissement l'expression du reste de cette formulae.

Dans le troisième paragraphe on déduit sous une forme explicite, de (39), une série de formules d'intégration numérique poúr les integrales simple, double et triple.

Dans le dernier paragraphe on donne efficaciously two formulae de cubature pour les integrales s-uples: la formulae (62) which uses a single node and la formulae (64) which represents the generalization of the quadrature formulas of Cavalieri-Simpson.

1957

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