A stochastic scheme for solving definite integrals Original Research Article

The evaluation of the definite integral View the MathML sourceI=∫abf(x)dx is proposed in this paper by using the stochastic arithmetic. For this purpose, the closed Newton–Cotes integration rules are considered and a theorem is proved to show the accuracy of the results. Then the CESTAC method and the stochastic arithmetic are used to validate the results and implement the numerical examples.