On the error and its control in a two-parameter generalised Newton-Cotes rule (Q2564289)

This paper is concerned with the construction of quadrature rules that are exact for mixtures of linear combinations of trigonometric and polynomial terms. The main focus of the paper is a five point formula that could be considered a generalization of Boole's rule because it uses values of the integrant at five equally spaced points. The derived formula depends on two freqency parameters for the trigonometric basis functions, and the author shows how to optimally determine these two parameters as a function of the integrand. The most important theoretical result is an expression for the error for the new formula. This expression is used to show that if the frequency parameters are optimally chosen, then as the mesh size \(h\) approaches 0, the global error is \(O(h^{10})\). A number of numerical examples are used to illustrate the use of the new rule and the theoretical results in the paper. A further generalization of the results is determined for one of the examples, where the optimal frequency parameters turn out to be equal.