On modified Gregory rules based on a generalised mixed interpolation formula (Q675999)

This paper is concerned with the construction of quadrature rules that include finite difference approximations to derivatives. This is a standard method for improving simple quadrature formulas like the trapezoidal and Simpson formulas. What is new in this paper is that non-polynomial models are considered for the derivative approximations. The authors derive general formulas for these models, and they show how the formulas can be simplified when certain combinations of trigonometric and exponential functions are used in the model. The use of the new formulas is illustrated with two examples. The new formulas are designed for use in solving Fredholm integral equations of the second kind.