We study the optimal general rate of convergence of the n-point quadrature rules of Gauss and Clenshaw–Curtis when applied to functions of limited regularity: if the Chebyshev coefficients decay at a rate O(n−s−1) for some s > 0, Clenshaw–Curtis and Gauss quadrature inherit exactly this rate. The proof (for Gauss, if 0 < s < 2, there is numerical evidence only) is based on work of Curtis, Johns...

An error bound for multidimensional quadrature is derived that includes the Koksma-Hlawka inequality as a special case. This error bound takes the form of a product of two terms. One term, which depends only on the integrand, is defined as a generalized variation. The other term, which depends only on the quadrature rule, is defined as a generalized discrepancy. The generalized discrepancy is a...

High-accuracy numerical quadrature methods for integrals of singular periodic functions are proposed. These methods are based on the appropriate Euter Maclaurin expansions of trapezoidal rule approximations and their extrapolations. They are subsequently used to obtain accurate quadrature methods for the solution of singular and weakly singular Fredholm integral equations. Throughout the develo...

First, the basic principles of adaptive quadrature are reviewed. Adaptive quadrature programs being recursive by nature, the choice of a good termination criterion is given particular attention. Two Matlab quadrature programs are presented. The first is an implementation of the well-known adaptive recursive Simpson rule; the second is new and is based on a four-point Gauss–Lobatto formula and t...

In this paper, a set of Root mean square derivative based closed Newton Cotes quadrature formula (RMSDCNC) is introduced in which the derivative value is included in addition to the existing closed Newton Cotes quadrature (CNC) formula for the calculation of a definite integral in the inetrval [a, b]. These derivative value is measured by using the root mean square value. The proposed formula y...