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Newton CotesIntegration

This document introduces Newton-Cotes quadrature formulas for numerical integration. It defines quadrature formulas and degree of precision. The four main closed Newton-Cotes formulas are the trapezoidal rule, Simpson's rule, Simpson's 3/8 rule, and Boole's rule. Examples apply these formulas to calculate definite integrals. The degree of precision is determined to be 1 for the trapezoidal rule, 3 for Simpson's rule, and 5 for Boole's rule. Animations and additional resources on the web provide further information on Newton-Cotes integration methods.

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Nofai Aguilera González
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275 views8 pages

Newton CotesIntegration

This document introduces Newton-Cotes quadrature formulas for numerical integration. It defines quadrature formulas and degree of precision. The four main closed Newton-Cotes formulas are the trapezoidal rule, Simpson's rule, Simpson's 3/8 rule, and Boole's rule. Examples apply these formulas to calculate definite integrals. The degree of precision is determined to be 1 for the trapezoidal rule, 3 for Simpson's rule, and 5 for Boole's rule. Animations and additional resources on the web provide further information on Newton-Cotes integration methods.

Uploaded by

Nofai Aguilera González
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Module for Module for Newton-Cotes Integration

Introduction to Quadrature We now approach the subject of numerical integration. The goal is to approximate the definite integral of f(x) over the interval [a,b] by evaluating f(x) at a finite number of sample points.

Definition (Quadrature Formula) Suppose that (1) with the property that (2)

. A formula of the form

is called a numerical integration or quadrature formula. The term E[f] is called the truncation error for integration. The values are called the quadrature nodes and are called the weights.

Depending on the application, the nodes are chosen in various ways. For the Trapezoidal Rule, Simpsons Rule, and Booles Rule, the nodes are chosen to be equally spaced. For Gauss-Legendre quadrature, the nodes are chosen to be zeros of certain Legendre polynomials. When the integration formula is used to develop a predictor formula for differential equations, all the nodes are chosen less than b. For all applications, it is necessary to know something about the accuracy of the numerical solution. This leads us to the next definition.

Definition (Degree of Precision) The degree of precision of a quadrature formula is the positive integer n such that for all polynomials of degree , but for which some polynomial of degree n+1. That is when degree and when degree . ,

for

The form of can be anticipated by studying what happens when f(x) is a polynomial. Consider the arbitrary polynomial

of degree i. If , then for all x, and surprising that the general form for the truncation error term is (3) ,

for all x. Thus it is not

where K is a suitably chosen constant and n is the degree of precision. The proof of this general result can be found in advanced books on numerical integration. The derivation of quadrature formulas is sometimes based on polynomial interpolation. Recall that there exists a unique polynomial of degree , passing through the m+1 equally spaced points . When this polynomial is used to approximate f(x) over [a,b], and then the integral of f(x) is approximated by the integral of , the resulting formula is called a Newton-Cotes quadrature formula. When the sample points and are used, it is called a closed Newton-Cotes formula. The next result gives the formulas when approximating polynomials of degree are used.

Theorem (Closed Newton-Cotes Quadrature Formula) Assume that nodes and . The first four closed Newton-Cotes quadrature formulas: (4) Trapezoidal Rule (5) Simpsons Rule (6) Simpson 3/8 Rule (7) Booles Rule Proof Newton-Cotes Quadrature Newton-CotesQuadrature

are equally spaced

Corollary (Newton-Cotes Precision) Assume that f(x) is sufficiently differentiable; then E[f] for Newton-Cotes quadrature involves an appropriate higher derivative. (8) The trapezoidal rule has degree of precision n=1. If . , then

(9) Simpsons rule has degree of precision n=3. If . (10) Simpsons rule has degree of precision n=3. If . (11) Booles rule has degree of precision n=5. If

, then

, then

, then .

Proof Trapezoidal Rule Trapezoidal Rule Proof Simpson's Rule Simpson's Rule Proof Simpson's 3/8 Rule Simpson's 3/8 Rule Proof Boole's Rule Boole's Rule

Example 1. Consider the function , , , and , , through (7).

, the equally spaced quadrature nodes , , and the corresponding function values , , and . Apply the various quadrature formulas (4)

Trapezoidal Rule

Simpsons Rule

Simpsons 3/8 Rule Solution 1.

Booles Rule

In Example 1 we applied the quadrature rules with h = 0.5. If the endpoints of the interval are held fixed, the step size must be adjusted for each rule. The step sizes are , , , and for the trapezoidal rule, Simpsons rule, Simpsons rule, and Booles rule,

respectively. The next example illustrates this point.

Example 2. Consider the integration of the function . Apply the various formulas (4) through (7).

over the fixed interval

Trapezoidal Rule

Simpsons Rule

Simpsons 3/8 Rule Solution 2.

Booles Rule

To make a fair comparison of quadrature methods, we must use the same number of function evaluations in each method. Our final example is concerned with comparing integration over a fixed interval using exactly five function evaluations for for each method. When the trapezoidal rule is applied on the four subintervals called a composite trapezoidal rule: , , , and it is

(12) When Simpsons rule is applied on the two subintervals Simpson's rule: and it is called a composite

(13) The next example compares the values obtained with these formulas.

Example 3. Consider the integration of the function over . Use exactly five function evaluations and compare the results from the composite trapezoidal rule, composite Simpson rule, and Booles rule. Use the uniform step size .

Composite Trapezoidal Rule

Composite Simpsons Rule

Booles Rule Solution 3.

Degree of Precision of the Quadrature Rules We can use formula (3) to determine the degree of precision the trapezoidal rule, composite Simpson rule, and Booles rule. Assume that , where K is a suitably chosen constant and n is the degree of precision. It will suffice to use and find the largest power n for which the quadrature formula is exact, i. e. . The constant K is determined by solving . Since this involves , and is will be easy to solve for K.

Example 4. Show that the degree of precision of the Trapezoidal Rule is Solution 4.

Example 5. Show that the degree of precision of Simpsons Rule is Solution 5.

Example 6. Show that the degree of precision of Simpsons Solution 6.

Rule is

Example 7. Show that the degree of precision of Boole's Rule is Solution 7.

Various Scenarios and Animations


Animations (Trapezoidal Rule Trapezoidal Rule). Animations (Simpson's Rule Simpson's Rule). Animations (Simpson's 3/8 Rule Simpson's 3/8 Rule). Internet hyperlinks to animations. Animations (Boole's Rule Boole's Rule). Internet hyperlinks to animations. Old Lab Project (Simpson's Rule Simpson's Rule). Internet hyperlinks to an old lab project.

Research Experience for Undergraduates


Newton-Cotes Numerical Integration Newton-Cotes Numerical Integration Internet hyperlinks to web sites and a bibliography of articles. Trapezoidal Rule for Numerical Integration Trapezoidal Rule for Numerical Integration Internet hyperlinks to web sites and a bibliography of articles. Simpson's Rule for Numerical Integration Simpson's Rule for Numerical Integration Internet hyperlinks to web sites and a bibliography of articles.

Download this Mathematica Notebook Newton-Cotes Integration

(c) John H. Mathews 2004

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