Generalized Gregorian quadrature, including end-corrected weights for the midpoint rule

TL;DR

This paper introduces a unified framework for deriving various numerical quadrature rules with equally-spaced nodes and end corrections, encompassing classical Newton-Cotes, Gregory, and finite-difference rules, based on a fundamental parameter.

Contribution

The paper presents a generalized derivation method for equispaced quadrature rules with end corrections, unifying many classical rules through a single parameter and correction sequences.

Findings

Derivation of corrected midpoint and Newton-Cotes rules using a fundamental parameter.

Unified framework encompassing classical and finite-difference quadrature rules.

Flexible end correction schemes for improved numerical integration accuracy.

Abstract

A class of numerical quadrature rules is derived, with equally-spaced nodes, and unit weights except at a few points at each end of the series, for which "corrections" (not using any further information about the integrand) are added to the unit weights. If the correction sequences overlap, the effects are additive. A fundamental parameter ("alpha") in the derivation is the distance from the endpoint of the range of integration to the first node, measured inward in step-lengths. Setting alpha to 1/2 yields a set of corrected composite midpoint rules. Setting alpha=0 yields Gregory's closed Newton-Cotes-like rules, including (for sufficient overlap) the standard closed Newton-Cotes rules (trapezoidal rule, "1/3 Simpson rule", "3/8 Simpson rule", "Boole's rule", etc.). Setting alpha=1 yields open N-C-like rules, again including the standard ones. A negative alpha means that the integrand is sampled outside the range of integration; suitably chosen negative values yield centered finite-difference end-corrections for the trapezoidal rule and the midpoint rule. One can even have different values of alpha at the two ends, yielding, inter alia, Adams-Bashforth and Adams-Moulton weights. Thus the title could have been "Unified derivation of equispaced quadrature rules".