Midpoint Derivative-Based Closed Newton-Cotes Quadrature

Weijing Zhao and Hongxing Li

Abstract and Applied Analysis, 2013, vol. 2013, 1-10

Abstract:

A novel family of numerical integration of closed Newton-Cotes quadrature rules is presented which uses the derivative value at the midpoint. It is proved that these kinds of quadrature rules obtain an increase of two orders of precision over the classical closed Newton-Cotes formula, and the error terms are given. The computational cost for these methods is analyzed from the numerical point of view, and it has shown that the proposed formulas are superior computationally to the same order closed Newton-Cotes formula when they reduce the error below the same level. Finally, some numerical examples show the numerical superiority of the proposed approach with respect to closed Newton-Cotes formulas.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:492507

DOI: 10.1155/2013/492507

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