Information Technology Reference
In-Depth Information
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
(ξ
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
(ξ
)
(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
(ξ
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
(ξ
)
(5)
i
i
=
1
Search WWH ::
Custom Search