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Main Authors: Ujevic, Nenad, Roberts, A. J.
Formato: Preprint
Publicado: 2003
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Acceso en liña:https://arxiv.org/abs/math/0303342
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author Ujevic, Nenad
Roberts, A. J.
author_facet Ujevic, Nenad
Roberts, A. J.
contents A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid spacing. Various error bounds for the quadrature formula are obtained to quantify more precisely the errors. Applications in numerical integration are given. With these error bounds, which are generally better than the usual Peano bounds, the composite formulas can be applied to integrands with lower order derivatives.
format Preprint
id arxiv_https___arxiv_org_abs_math_0303342
institution arXiv
publishDate 2003
record_format arxiv
spellingShingle A corrected quadrature formula and applications
Ujevic, Nenad
Roberts, A. J.
Numerical Analysis
A straightforward 3-point quadrature formula of closed type is derived that improves on Simpson's rule. Just using the additional information of the integrand's derivative at the two endpoints we show the error is sixth order in grid spacing. Various error bounds for the quadrature formula are obtained to quantify more precisely the errors. Applications in numerical integration are given. With these error bounds, which are generally better than the usual Peano bounds, the composite formulas can be applied to integrands with lower order derivatives.
title A corrected quadrature formula and applications
topic Numerical Analysis
url https://arxiv.org/abs/math/0303342