End-point corrections for the midpoint rule

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 ru...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Pinto, Ricardo Luiz Utsch de Freitas, Monteiro, Bernardo Bahia
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
DOI:10.48550/arxiv.1812.00243