Derivative Corrections to the Trapezoidal Rule
classification
🧮 math.NA
keywords
derivativeinformationintegrandsruletrapezoidalalongalternativeanalytic
read the original abstract
Extensions to the trapezoidal rule using derivative information are studied for periodic integrands and integrals along the entire real line. Integrands which are analytic within a half plane or within a strip containing the path of integration are considered. Derivative-free error bounds are obtained. Alternative approaches to including derivative information are discussed.
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