A new quadrature rule based on a generalized mixed interpolation formula of exponential type (Q5939863)

The author considers interpolation of a function \(f\) by a function of the form \[ f_n(x)=e^{lx}\Biggl(aU_1(kx)+bU_2(kx)+ \sum_{i=0}^{n-2} c_ix^i\Biggr) \] at \(n+1\) equidistant points. The functions \(U_1,U_2\) are solutions of a second-order ordinary differential equation, and \(k,l\) are free parameters. Closed-form expressions are derived for the interpolant and for the error of approximation. Based on this `generalized mixed interpolation of exponential type' several Newton Cotes quadrature rules are established. A few numerical examples are worked out and the results of the new rules are compared with those of other methods.