Derivative Corrections to the Trapezoidal Rule
Numerical Analysis
2018-08-15 v1
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.
Cite
@article{arxiv.1808.04743,
title = {Derivative Corrections to the Trapezoidal Rule},
author = {Carl R. Brune},
journal= {arXiv preprint arXiv:1808.04743},
year = {2018}
}
Comments
19 pages, 2 figures