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최적 적분알고리즘의 특성에 관한 연구

Title
최적 적분알고리즘의 특성에 관한 연구
Translated Title
A Study on Properties of the Optimal Integration Algorithm
Authors
손병락김은수최성희
DGIST Authors
손병락; 김은수; 최성희
Issue Date
2016
Citation
스마트공학기술 논문지, 1(1), 5-12
Type
Article
ISSN
2508-6170
Abstract
In the integration problem defined on a set of functions, we choose the Simpson's quadrature and study its probabilistic properties. In order to study the probabilistic properties, we assume that the function space is equipped with -fold Wiener measure. We also prove that the Simpson's quadrature is an optimal algorithm, when the regularity degree is less than 4.
URI
http://hdl.handle.net/20.500.11750/6485
Publisher
선문대학교 스마트기술연구소
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