Quick description
Many quadrature rules are derived from others by first making a change-of-variable in the integral and then applying an existing quadrature rule.
Quadrature error can be represented by a contour integral over a curve enclosing the interval. This error can be estimated using residues around poles, integrals along branch cuts, or saddle points.
where encloses and has poles at the quadrature points .
My idea is to unify the existing cases by defining a Riemann surface by the change-of-variable and then the error is represented by an integral over the Riemann surface.
Prerequisites
Riemann Surfaces
Integral Representation of Error - eg Donaldson and Elliott
Residues and Steepest Descents
Riemann-Hilbert Problems - Percy Deift
Example 1
Simple ,
Example 2
Example 3
Trapezoidal Rule - Sinc Stenger http://www.cs.utah.edu/~stenger/
Example 4
Trapezoidal Rule - Double Exponential Mori
http://mathworld.wolfram.com/DoubleExponentialIntegration.html
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