A note on a family of quadrature formulas and some applications

Abstract

In this paper a construction of a one-parameter family of quadrature formulas is presented. This family contains the classical quadrature formulas: trapezoidal rule, midpoint rule and two-point Gauss rule. One can prove that for any continuous function there exists a parameter for which the value of quadrature formula is equal to the integral. Some applications of this family to the construction of cubature formulas, numerical solution of ordinary differential equations and integral equations are presented.

Keywords

• quadrature and cubature formulas
• numerical integration