Error bounds for quadrature methods involving lower order derivatives

Abstract

Quadrature methods for approximating the definite integral of a function f(t) over an interval [a,b] are in common use. Examples of such methods are the Newton–Cotes formulas (midpoint, trapezoidal and Simpson methods etc.) and the Gauss–Legendre quadrature rules, to name two types of quadrature. Error bounds for these approximations involve higher order derivatives. For the Simpson method, in particular, the error bound involves a fourth-order derivative. Discounting the fact that calculating a fourth-order derivative requires a lot of differentiation, the main concern is that an error bound for the Simpson method, for example, is only relevant for a function that is four times differentiable, a rather stringent condition. This paper caters for functions for which derivatives exist only of order lower than normally required. A number of quadrature methods are considered and error bounds derived involving only lower order derivatives that can be used depending on the smoothness of the function.

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Notes on contributors

Johann Engelbrecht*

*The author to whom correspondence should be addressed.