Revisited Optimal Error Bounds for Interpolatory Integration Rules
Author(s) -
François Dubeau
Publication year - 2016
Publication title -
advances in numerical analysis
Language(s) - English
Resource type - Journals
eISSN - 1687-9570
pISSN - 1687-9562
DOI - 10.1155/2016/3170595
Subject(s) - numerical integration , quadrature (astronomy) , peano axioms , mathematics , taylor series , integration by parts , interval (graph theory) , term (time) , error analysis , mathematical optimization , calculus (dental) , algorithm , mathematical analysis , combinatorics , medicine , dentistry , physics , electrical engineering , quantum mechanics , engineering
We present a unified way to obtain optimal error bounds for general interpolatory integration rules. The method is based on the Peano form of the error term when we use Taylor’s expansion. These bounds depend on the regularity of the integrand. The method of integration by parts “backwards” to obtain bounds is also discussed. The analysis includes quadrature rules with nodes outside the interval of integration. Best error bounds for composite integration rules are also obtained. Some consequences of symmetry are discussed
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