New error bounds for Gauss-Legendre quadrature rules

Abstract

It is well-known that the remaining term of any n-point interpolatory quadrature rule such as Gauss-Legendre quadrature formula depends on at least an n-order derivative of the integrand function, which is of no use if the integrand is not smooth enough and requires a lot of differentiation for large n. In this paper, by defining a specific linear kernel, we resolve this problemand obtain new bounds for the error of Gauss-Legendre quadrature rules. The advantage of the obtained bounds is that they do not depend on the norms of the integrand function. Some illustrative examples are given in this direction.