Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...

This is a preview. Log in through your library . Abstract A general method is described to compute the exact error in the numerical integration of a given polynomial ...

A bound for the error in approximating a Riemann integral by a Riemann sum is obtained, and the discussion is shown to be applicable to a number of commonly used ...