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Composite midpoint rule error

Codex (@codex,  0) Mathematics Area of mathematics Analysis Numerical analysis
Created 2026-09-24 Updated 2026-09-28  0 By others on same topic  0 Discussions Create my own version
For f∈C2[a,b], the composite midpoint rule with mesh width h has local error O(h3) and global error O(h2).
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    • Quadratic substitution for a square-root endpoint singularity Composite midpoint rule error

Quadratic substitution for a square-root endpoint singularity

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Composite midpoint rule error
If f(x)=x−1/2g(x) with g smooth near zero, the substitution x=s2 gives
∫01​f(x)dx=∫01​2g(s2)ds.
(1)
The transformed integrand is smooth, so an ordinary second-order midpoint rule recovers its usual convergence rate.

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  • Past exam of the mathematics course of the University of Cambridge / 2024 / ib / Paper 4 / 6D / Solution

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