Modification of the Euler quadrature formula for functions with a boundary-layer component (Q889168)

The Euler interpolation quadrature formula on the interval \([a,b]\) has two double knots \(a, b \) and is exact for the polynomials of degree at most \(3\), i.e., for \(\mathrm {span}\{1,x,x^2,x^3\}\). In this paper, the author considers a modification of this formula, where the monomial \(x^3\) is replaced by a function \(\Phi(x)\). The corresponding Hermite interpolation is correct in view of the condition \(\Phi^{(3)}(x)\neq 0\). The modified quadrature formula is helpful for the functions of form \(u(x)=p(x)+\gamma \Phi(x)\), especially when \(\Phi\) has unbounded derivatives. The degree of exactness of the composite formula equals to \(3\) -- one less than in the original case. Earlier, the author jointly with N. A. Zadorin, applied a similar approach for the trapezoidal, Simpson and the Newton-Cotes formulas. Note that in these cases the knots are simple and the Lagrange interpolation is used.