Higher order corrected trapezoidal rules in Lebesgue and Alexiewicz spaces

preprint2016arXivOpen access

Abstract

If f ⁣: ⁣[a,b]→Rf\!:\![a,b]\to\R such that f(n)f^{(n)} is integrable then integration by parts gives the formula \begin{align*} &\intab f(x)\,dx = &\frac{(-1)^n}{n!}\sum_{k=0}^{n-1}(-1)^{n-k-1}\left[ ϕ_n^{(n-k-1)}(a)f^{(k)}(a)- ϕ_n^{(n-k-1)}(b)f^{(k)}(b)\right] +E_n(f), \end{align*} where ϕnϕ_n is a monic polynomial of degree nn and the error is given by En(f)=(−1)nn!∫abf(n)(x)ϕn(x) dxE_n(f)=\frac{(-1)^n}{n!}\int_a^b f^{(n)}(x)ϕ_n(x)\,dx. This then gives a quadrature formula for ∫abf(x) dx\int_a^bf(x)\,dx. The polynomial ϕnϕ_n is chosen to optimize the error estimate under the assumption that f(n)∈Lp([a,b])f^{(n)}\in L^p([a,b]) for some 1≤p≤∞1\leq p\leq\infty or if f(n)f^{(n)} is integrable in the distributional or Henstock--Kurzweil sense. Sharp error estimates are obtained. It is shown that this formula is exact for all such ϕnϕ_n if ff is a polynomial of degree at most n−1n-1. If ϕnϕ_n is a Legendre polynomial then the formula is exact for ff a polynomial of degree at most 2n−12n-1.

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