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A MULTIDIMENSIONAL ANALOGUE OF THE SIMPSON'S FORMULA OF INTEGRAL

A MULTIDIMENSIONAL ANALOGUE OF THE SIMPSON'S FORMULA OF INTEGRAL

The Simpson's formula is obtained by approximating the integral of a function on some interval by the integral of the quadratic polynomial determined by the function. However, a multidimensional analogue of the formula has not been given as far as we know. In this paper such a formula is given. …