English

Higher order corrected trapezoidal rules in Lebesgue and Alexiewicz spaces

Classical Analysis and ODEs 2016-05-02 v1 Numerical Analysis

Abstract

If f ⁣: ⁣[a,b]Rf\!:\![a,b]\to\R such that f(n)f^{(n)} 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 ϕn\phi_n is a monic polynomial of degree nn and the error is given by En(f)=(1)nn!abf(n)(x)ϕn(x)dxE_n(f)=\frac{(-1)^n}{n!}\int_a^b f^{(n)}(x)\phi_n(x)\,dx. This then gives a quadrature formula for abf(x)dx\int_a^bf(x)\,dx. The polynomial ϕn\phi_n is chosen to optimize the error estimate under the assumption that f(n)Lp([a,b])f^{(n)}\in L^p([a,b]) for some 1p1\leq p\leq\infty or if f(n)f^{(n)} 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 ϕn\phi_n if ff is a polynomial of degree at most n1n-1. If ϕn\phi_n is a Legendre polynomial then the formula is exact for ff a polynomial of degree at most 2n12n-1.

Keywords

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}
}
R2 v1 2026-06-22T13:44:05.119Z