2018/12/01 by Ricardo Luiz Utsch de Freitas Pinto, Pinto, Ricardo Luiz Utsch de Freitas, Bernardo Bahia Monteiro +1
Computer Science · Mathematics · #Numerical Methods and Algorithms #Matrix Theory and Algorithms #Numerical methods for differential equations
paper · pdf · doi:10.48550/arxiv.1812.00243
In this paper we present a new family of rules for numerical integration. This family has up to half the error of the widely used Newton-Cotes rules when a sufficient number of points is evaluated and also much better numerical stability for high orders. These rules can be written as the midpoint rule with a correction term, providing a straightforward and computationally cheap way to obtain error estimations. The rules are interpolatory and use evenly spaced points, which makes them well suited for many practical applications. Their major potential disadvantage is the use of points outside the integration interval.