On each interval of width , Taylor expansion about its midpoint shows that the local midpoint-rule error is . Summing over intervals gives the composite midpoint rule error
To remove the endpoint singularity, set . Thenwhose transformed integrand is analytic. Applying the composite midpoint rule in with givesThis has the required form whenThe quadratic substitution for a square-root endpoint singularity therefore restores second-order convergence.
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