The paper concentrates on a new method of numerical computation of multiple integrals. Equations based on Taylor polynomial are derived. Multiple integral of a continuous function of n-variables is numerically integrated step by step by reducing its dimension. First, integration formulas for a function of two variables are derived. Formulas for function of n-variables are generalized using composition. Numerical derivatives for Taylor terms are repeatedly computed from simple integrals. Finally method is demonstrated on an exponential function of two-variables and a new approach to determine a number of Taylor terms is discussed.
['Jan Chaloupka', 'Jiźí Kunovský', 'Václav źátek', 'Petr Veigend', 'Alźbeta Martinkoviźová']
Numerical Integration of Multiple Integrals using Taylor Polynomial