Inequalities between remainders of quadratures

Andrzej Komisarski, Szymon Wąsowicz

Published 2016-12-23Version 1

It is well-known that in the class of convex functions the (nonnegative) remainder of the Midpoint Rule of the approximate integration is majorized by the remainder of the Trapezoid Rule. Hence the approximation of the integral of the convex function by the Midpoint Rule is better than the analogous approximation by the Trapezoid Rule. Following this fact we examine remainders of certain quadratures in the classes of convex functions of higher orders. Our main results state that for 3-convex (5-convex, respectively) functions the remainder of the 2-point (3-point, respectively) Gauss quadrature is non-negative and it is not greater than the remainder of the Simpson's Rule (4-point Lobatto quadrature, respectively). We also check the 2-point Radau quadratures for 2-convex functions to demonstrate that similar results fail to hold for convex functions of even orders. We apply Peano Kernel Theorem as a~main tool of our considerations.