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arxiv: 1109.0326 · v1 · pith:WC5PFQEAnew · submitted 2011-09-01 · 🧮 math.CA · math.NA

Quadrature rules with (not too many) derivatives

classification 🧮 math.CA math.NA
keywords continuousquadraturewhenabsolutelyboundscompositederivativederivatives
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Quadrature formulas for $\int_a^b f(x) dx$ where derivative terms need only be evaluated at $a$ and $b$ in the composite rule are identified. Error bounds are given when $f:[a,b]\to\mathbb{R}$ satisfies $f^{(n-1)}$ is absolutely continuous so that $f^{(n)}\in L^p([a,b])$, and when $f^{(n-1)}$ is merely continuous.

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