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Derivative Corrections to the Trapezoidal Rule

2018/08/14 by Brune, Carl R.
#65D32 #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1808.04743

Abstract

Extensions to the trapezoidal rule using derivative information are studied for periodic integrands and integrals along the entire real line. Integrands which are analytic within a half plane or within a strip containing the path of integration are considered. Derivative-free error bounds are obtained. Alternative approaches to including derivative information are discussed.

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