Riemann sums over polytopes

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Publication:2477557



Abstract: We show that the Euler-MacLaurin formula for Riemann sums has an n-dimensional analogue in which intervals on the line get replaced by convex polytopes.


The \(N\)-th Riemann sum \(\frac{1}{N}\sum_1^N f(t_i)\) (\(i/N \leq t_i<(i+1)/N\)) of a \(C^\infty\)-function \(f\) on the interval \([0,1]\) converges to the Riemann integral much faster than \(O(1/N)\) if the sum is over the lattice (\(t_i=i/N\)). The authors prove an \(n\)-dimensional version of this result for Riemann sums over simple lattice polytopes.











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