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TABLE 6.6
Weights for Newton-Cotes Quadrature Formulas
Newton-Cotes Integration of F
(ξ )
over Interval [ a, b ]:
b
n
W ( n )
i
F
(ξ )
d
ξ =
F
i )
a
i
n
Number of integration points
Weighting Factor
=
W ( n )
i
C ( n )
i
=
= (
)
b
a
Upper Bound on Error R n as a
nC ( n )
1
C ( n )
2
C ( n )
3
C ( n )
4
C ( n )
5
C ( n )
6
Function of the Derivative of F
1
2
1
2
10 1
3 F ( 2 ) (
2
(
b
a
)
r
)
3
1
6
4
6
1
6
10 3
(
b
a
)
5 F ( 4 ) (
r
)
1
8
3
8
3
8
1
8
4
10 3
(
b
a
)
5 F ( 4 ) (
r
)
7
90
32
90
12
90
32
90
7
90
10 6
7 F ( 6 ) (
5
(
b
a
)
r
)
19
288
75
288
50
288
50
288
75
288
19
288
10 6
7 F ( 6 ) (
6
(
b
a
)
r
)
F ( n ) (
r
)
is the n th derivative of F and r is a point in [ a, b ].
EXAMPLE 6.10
Newton-Cotes Quadrature for n
=
2 and n
=
3
For n
=
2 over [
1 , 1], choose equally spaced integration points
ξ
=−
1 ,
ξ
=
1 to evaluate
1
2
1
1 F
(ξ )
d
ξ.
The interpolation function is
2
p
(ξ ) =
N i
(ξ )
F
)
(1)
i
i
=
1
in which, from Eq. (6.64)
(ξ ) = ξ ξ 2
1
2 (
N 1
ξ 1 ξ 2 =
1
ξ)
(2)
N 2 (ξ ) = ξ ξ 1
1
2 (
ξ 2 ξ 1 =
1
+ ξ)
It follows from Eq. (6.114) that the weighting factors are
1
1
1
2
W ( 2 )
1
=
N 1 (ξ )
d
ξ =
1 (
1
ξ)
d
ξ =
1
1
(3)
1
1
1
2
W ( 2 )
2
=
N 2
(ξ )
d
ξ =
1 (
1
+ ξ)
d
ξ =
1
1
Finally, Eq. (6.113) gives the Newton-Cotes quadrature for n
=
2as
1
2
W ( 2 )
i
F
(ξ )
d
ξ
F
i ) =
F
(
1
) +
F
(
1
)
(4)
1
i
=
1
This is the trapezoidal rule.
For n
=
3 over [
1 , 1], choose integration points
ξ 1 =−
1 ,
ξ 2 =
0 ,
ξ 3 =
1
.
The interpolating
function is
3
p
(ξ ) =
N i
(ξ )
F
)
(5)
i
i
=
1
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