Quadrature rules with (not too many) derivatives

preprint2011arXivOpen access

Abstract

Quadrature formulas for ∫abf(x)dx\int_a^b f(x) dx where derivative terms need only be evaluated at aa and bb in the composite rule are identified. Error bounds are given when f:[a,b]→Rf:[a,b]\to\mathbb{R} satisfies f(n−1)f^{(n-1)} is absolutely continuous so that f(n)∈Lp([a,b])f^{(n)}\in L^p([a,b]), and when f(n−1)f^{(n-1)} is merely continuous.

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