I'm using the Euler-Maclaurin formula in a research I'm working on. While brilliant, the elementary proof found here does not give me enough detail.
Specifically, I would like to get an integral-residue kind formula for functions which are continuously differentiable only on open intervals. To be precise:
Consider $f:(0,1) \to \mathbb{R}$ a continously differentiable function, and define $$R^N_f := \sum\limits_{m=1}^{N} f\left( \frac{m}{N} \right) - \int\limits_0^1 f(t)~ dt ~ . $$
If $f$ is also continuously differentiable on $[0,1]$, then the Euler-Maclaurin formula gives a closed-form expression for $R_f^N$ (which depends on an unknown point). If the integral on the RHS exists, but the function is not continuously differentiable on the closed interval - what can be said about the error term?
More generally speaking, if no such result exists, I'm interested in
- Generalizations to broader function spaces then that of analytic functions
- Generalizations to Lebesgue integrals with respect to other measures.
- Reminder theorems for continuously differentiable functions.
Thanks, Amir