Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/57680
Type: | Journal article |
Title: | A corrected quadrature formula and applications |
Author: | Ujevic, N. Roberts, A. |
Citation: | Australia and New Zealand Industrial and Applied Mathematics (ANZIAM) Journal, 2004; 45:E41-E56 |
Publisher: | Australian Mathematical Society |
Issue Date: | 2004 |
ISSN: | 1446-1811 |
Statement of Responsibility: | Nenad Ujevic and A.J. Roberts |
Abstract: | A straightforward three-point quadrature formula of closed type is derived that improves on Simpson’s rule. Just using the additional information of the integrand’s derivative at the two endpoints we show the error is sixth order in grid spacing. Various error bounds for the quadrature formula are obtained to quantify more precisely the errors. Applications in numerical integration are given. With these error bounds, which are generally better than the usual Peano bounds, the composite formulas can be applied to integrands with lower order derivatives. |
Published version: | http://anziamj.austms.org.au/ojs/index.php/ANZIAMJ/article/view/499/369 |
Appears in Collections: | Applied Mathematics publications Aurora harvest 5 |
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