Higher order corrected trapezoidal rules in Lebesgue and Alexiewicz spaces
Classical Analysis and ODEs
2016-05-02 v1 Numerical Analysis
Abstract
If such that is integrable then integration by parts gives the formula \begin{align*} &\intab f(x)\,dx = &\frac{(-1)^n}{n!}\sum_{k=0}^{n-1}(-1)^{n-k-1}\left[ \phi_n^{(n-k-1)}(a)f^{(k)}(a)- \phi_n^{(n-k-1)}(b)f^{(k)}(b)\right] +E_n(f), \end{align*} where is a monic polynomial of degree and the error is given by . This then gives a quadrature formula for . The polynomial is chosen to optimize the error estimate under the assumption that for some or if is integrable in the distributional or Henstock--Kurzweil sense. Sharp error estimates are obtained. It is shown that this formula is exact for all such if is a polynomial of degree at most . If is a Legendre polynomial then the formula is exact for a polynomial of degree at most .
Cite
@article{arxiv.1604.08643,
title = {Higher order corrected trapezoidal rules in Lebesgue and Alexiewicz spaces},
author = {Erik Talvila},
journal= {arXiv preprint arXiv:1604.08643},
year = {2016}
}