End-point corrections for the midpoint rule

Ricardo Luiz Utsch de Freitas Pinto; Bernardo Bahia Monteiro

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arXiv · 1812.00243

End-point corrections for the midpoint rule

Ricardo Luiz Utsch de Freitas Pinto·Bernardo Bahia Monteiro

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Abstract

In this paper we present a new family of rules for numerical integration. This family has up to half the error of the widely used Newton-Cotes rules when a sufficient number of points is evaluated and also much better numerical stability for high orders. These rules can be written as the midpoint rule with a correction term, providing a straightforward and computationally cheap way to obtain error estimations. The rules are interpolatory and use evenly spaced points, which makes them well suited for many practical applications. Their major potential disadvantage is the use of points outside the integration interval.

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Ricardo Luiz Utsch de Freitas Pinto, Bernardo Bahia Monteiro. 2018-12-01. End-point corrections for the midpoint rule. https://arxiv.org/abs/1812.00243

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