Filon's Integration Formula
A formula for Numerical Integration,
 | |
 | (1) |
 |  |  | |
| (2) | |||
 | |  | (3) |
 | |  | (4) |
 | |  | (5) |
 | |  | (6) |
 | |  | (7) |
and the remainder term is
 | (8) |
References
Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, pp. 890-891, 1972. Tukey, J. W. In On Numerical Approximation: Proceedings of a Symposium Conducted by the Mathematics Research Center, United States Army, at the University of Wisconsin, Madison, April 21-23, 1958 (Ed. R. E. Langer). Madison, WI: University of Wisconsin Press, p. 400, 1959.
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