Towards non-linear quadrature formulae

Abstract: Prompted by an observation about the integral of exponential functions of the form $f(x)=\lambda\mathrm{e}^{\alpha x}$, we investigate the possibility to exactly integrate families of functions generated from a given function by scaling or by affine transformations of the argument using nonlinear generalizations of quadrature formulae. The main result of this paper is that such formulae can be explicitly constructed for a wide class of functions, and have the same accuracy as Newton-Cotes formulae based on the same nodes. We also show how Newton-Cotes formulae emerge as the linear case of our general formalism, and demonstrate the usefulness of the nonlinear formulae in the context of the Pad\'e-Laplace method of exponential analysis.