Quadrature rules with (not too many) derivatives
Classical Analysis and ODEs
2011-09-05 v1 Numerical Analysis
Abstract
Quadrature formulas for where derivative terms need only be evaluated at and in the composite rule are identified. Error bounds are given when satisfies is absolutely continuous so that , and when is merely continuous.
Cite
@article{arxiv.1109.0326,
title = {Quadrature rules with (not too many) derivatives},
author = {Matthew Wiersma},
journal= {arXiv preprint arXiv:1109.0326},
year = {2011}
}