Optimal error estimates for corrected trapezoidal rules

DOI10.7153/JMI-06-40MaRDI QIDQ2914887zbMATH OpenOpenAlexFDO

Authors Matthew Wiersma, Erik Talvila

Publication date 21 September 2012

Published in Journal of Mathematical Inequalities (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.3759, http://files.ele-math.com/articles/jmi-06-40.pdf

zbMATH Keywords

Alexiewicz normcontinuous primitive integralcorrected trapezoidal ruleHenstock-Kurzweil integralLebesgue spacenumerical integrationquadrature

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Approximate quadratures (41A55) Numerical integration (65D30)

Abstract: Corrected trapezoidal rules are proved for $in{t}_a^{b}f(x),dx$ under the assumption that $$ for some $1leqpleqinfty$. Such quadrature rules involve the trapezoidal rule modified by the addition of a term $k[f^{\prime }(a)-f^{\prime }(b)]$. The coefficient $k$ in the quadrature formula is found that minimizes the error estimates. It is shown that when $f^{\prime }$ is merely assumed to be continuous then the optimal rule is the trapezoidal rule itself. In this case error estimates are in terms of the Alexiewicz norm. This includes the case when $$ is integrable in the Henstock--Kurzweil sense or as a distribution. All error estimates are shown to be sharp for the given assumptions on $$. It is shown how to make these formulas exact for all cubic polynomials $f$. Composite formulas are computed for uniform partitions.

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