Derivative-Based Trapezoid Rule for the Riemann-Stieltjes Integral
Author(s) -
Weijing Zhao,
Zhaoning Zhang
Publication year - 2014
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2014/874651
Subject(s) - riemann–stieltjes integral , mathematics , derivative (finance) , generalization , riemann integral , riemann hypothesis , quadrature (astronomy) , mathematical analysis , integral equation , physics , singular integral , financial economics , optics , economics
The derivative-based trapezoid rule for the Riemann-Stieltjes integral is presented which uses 2 derivative values at the endpoints. This kind of quadrature rule obtains an increase of two orders of precision over the trapezoid rule for the Riemann-Stieltjes integral and the error term is investigated. At last, the rationality of the generalization of derivative-based trapezoid rule for Riemann-Stieltjes integral is demonstrated
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