A Multidimensional Analogue of the Simpson's Formula of Integral

Abstract

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. Our formula is simple and beautiful, so it may be convenient in Mathematics or Mathematical Physics.