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A randomized trapezoidal quadrature
2021
International Journal of Computer Mathematics
A randomized trapezoidal quadrature rule is proposed for continuous functions which enjoy less regularity than commonly required. Indeed, we consider functions in some fractional Sobolev space. Various error bounds for the randomized rule are established while an error bound for classical trapezoidal quadrature is obtained for comparison. The randomized trapezoidal quadrature rule is shown to improve the order of convergence by half.
doi:10.1080/00207160.2021.1929194
fatcat:yiyd2d77gjc6lgvn2uflf65vxi