On Corrected Quadrature Rules and Optimal Error Bounds

We present an analysis of corrected quadrature rules based on the method of undetermined coefficients and its associated degree of accuracy. The correcting terms use weighted values of the first derivative of the function at the endpoint of the subinterval in such a way that the composite rules cont...

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Bibliographic Details
Main Author: François Dubeau
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2015/461918
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Summary:We present an analysis of corrected quadrature rules based on the method of undetermined coefficients and its associated degree of accuracy. The correcting terms use weighted values of the first derivative of the function at the endpoint of the subinterval in such a way that the composite rules contain only two new values. Using Taylor’s expansions and Peano’s kernels we obtain best truncation error bounds which depend on the regularity of the function and the weight parameter. We can minimize the bounds with respect to the parameter, and we can find the best parameter value to increase the order of the error bounds or, equivalently, the degree of accuracy of the rule.
ISSN:1085-3375
1687-0409