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a,*
a,b,c
Abstract
One of the less-known integration methods is the weighted NewtonCotes of closed
type quadrature rule, which is denoted by:
Z bxn x0 nh
n
X
f xwx dx
wk f x0 kh;
ax0
k0
Corresponding author.
E-mail addresses: eslahchi@aut.ac.ir (M.R. Eslahchi), mdehghan@aut.ac.ir (M. Dehghan),
mmjamei@aut.ac.ir (M. Masjed-Jamei).
0096-3003/$ - see front matter 2004 Published by Elsevier Inc.
doi:10.1016/j.amc.2004.09.048
480
1
1
n
X
f x
2k
p dx
:
wk f 1
n
1 x2
k0
It is known that the precision degree of above formula is n + 1 for even n 0 s and is n for
odd n 0 s, however, if we consider its bounds as two additional variables we reach a nonlinear system that numerically improves the precision degree of above formula up to degree n + 2. In this way, we give several examples which show the numerical superiority
of our approach.
2004 Published by Elsevier Inc.
Keywords: NewtonCotes integration type; Weighted quadrature rules; Degree of accuracy; The
method of undetermined coecient; The method of solving nonlinear systems
1. Introduction
It is known that for any f 2 Cn + 1[a, b] and distinct nodes xi, i = 0, 1, . . . , n,
the Lagrange interpolation holds and we have [10]
n
X
f x
li xf xi
i0
f n1 gx
wn x;
n 1!
gx 2 a; b;
in which
n
Y
x xk
;
xi xk
k0
li x
k6i
n
Y
x xi :
i0
By multiplying the weight function w(x) on both sides of relation (1) and
integrating on the interval [a, b] we get
Z b
n
X
f xwx dx
wk f xk En f ;
4
a
k0
where
wk
Z
a
lk xwx dx
and
1
En f
n 1!
481
k0
For example, when w(x) = 1, we reach the (n + 1)-point formulas of the closed
NewtonCotes. n = 1 in these formulas yields the trapezoidal rule and n = 2,
Simpsons formula. Also if w(x) is considered the Jacobi weight function, i.e.
wx 1 xa 1 xb ;
x 2 1; 1;
then we obtain the (n + 1)-point formulas which let us call them: JacobiNewtonCotes of closed type. For instance, if n = 1 is assumed in this case, then we
have
Z 1
2ab Ca 1Cb 1
a
b
2a b 3f 1
f x1 x 1 x dx
Ca b 3
1
b 1f 1:
if n is even and f 2 C
[a, b]. Moreover, we have
Z
Z b
n
n1
X
g n
n2 f
f xwx dx
wi f xi h
tt 1 . . . t nwt dt;
n 1! 0
a
i0
11
if n is odd and f2C
n+1
[a, b].
Proof. The proof of above theorem is available for w(x) = 1 in [1]. But since
w(x) > 0 the mentioned proof can be easily extended.
482
k0
12
And for odd n 0 s
Z bx0 nh
n
X
f xwx dx
wi f x0 kh;
ax0
f x xj ; j 0; 1; . . . ; n:
k0
13
In other words, the precision degree of integration formula (7) is n + 1 for
even n 0 s and is n for odd n 0 s. Our main approach in this paper is to increase
the precision degree (7) for every n to n + 2 numerically.
To do this work, we consider x0, h, w0, . . . , wn as unknown variables. In
other words, the nonlinear system:
Z bx0 nh
n
X
f xwx dx
wi f x0 kh; f x xj ; j 0; 1; . . . ; n 2
ax0
i0
14
is numerically solvable for a, b, w0, . . . , wn. In fact, we extend the basic space
{1, x, . . . , xn + 1} to {1, x, . . . , xn + 2} for even n and similarly we extend the
monomials functions {1, x, . . . , xn} to {1, x, . . . , xn + 2} for odd n. h
For instance, this work has been done on one special case of Jacobi weight
function in the Section 2. This process is obviously extendable for any other
weight function on the nite interval [a, b].
The numerical results show the superiority of modied weighted Newton
Cotes formulas with respect to the usual weighted NewtonCotes rules of
closed type.
One of the advantages of closed weighted NewtonCotes quadrature rules is
a simple computation of nodes and coecients.
483
will be derived, which we call it (n + 1)-point ChebyshevNewtonCotes formula. This formula is as follows for n = 1, . . . , 8:
n1!
1
n2!
1
n3!
1
f x
p
p dx f 1 f 1;
2
2
1x
f x
p
p dx f 1 2f 0 f 1;
2
4
1x
f x
p
1
1
p dx
7f 1 9f
9f
7f 1 ;
32
3
3
1 x2
Z 1
f x
p dx
n4!
1 x2
1
p
1
1
f 1 2f
0f 0 2f
f 1 ;
6
2
2
n5!
f x
p dx
1 x2
1
p
3
1
1
947f 1 1575f
550f
550f
6144
5
5
5
3
1575f
947f 1 ;
5
n6!
f x
p dx
1 x2
1
p
2
1
167f 1 378f
135f
460f 0
1280
3
3
1
2
135f
378f
167f 1 ;
3
3
Z
f x
p dx
1 x2
1
p
5
3
181963f 1 365785f
23373f
1474560
7
7
1
1
3
212905f
212905f
23373f
7
7
7
5
365785f
181963f 1 ;
7
n7!
484
1
f x
p dx
n8!
1 x2
1
p
3
1
1
69f 1 176f
126f
336f
630
4
2
4
1
1
3
280f 0 336f
126f
176f
69f 1 :
4
2
4
But according to the remark mentioned in Section 1 and by solving the nonlinear system (14), we can obtain the modied ChebyshevNewtonCotes of
closed type formulas as follows for n = 1, . . . , 9.
Z
0:0020338829
0:0009809833
f x
p dx
1 x2
0:0019998145
0:0000306734f 0:0019998145 0:0000033950f 0:0020338829;
n1!
n2!
0:0028048205
f x
p dx
1 x2
0:0031551026
0:0033460873
f x
p dx
1 x2
0:0007357296
0:0022669452
f x
p dx
1 x2
0:0008374503
0:0007336752
f x
p dx
1 x2
485
0:0013456960
f x
p dx
1 x2
0:0012798638
0:0001270049f 0:0012798638 0:0006716922f 0:0008422705
0:0000971113f 0:0004046772 0:0008342050f 0:0000329161
n6!
0:0000276451
f x
p dx
1 x2
0:0002316237
0:0000092503f 0:0002316237 0:0000568575f 0:0001945853
n7!
0:0020324301
f x
p dx
1 x2
0:0020717619
0:0001352662f 0:0020717619 0:0008409539f 0:0015587379
0:0000693205f 0:0010457139 0:0013976768f 0:0005326899
n8!
It is worth to note that the above results are derived by using the well known
Software, Maple 8. Furthermore, one can observe the above values for w(x) =
1 and n = 1, 2, . . . , 8 in [7].
3. Some conditions under which the algorithm of solving the nonlinear system
(14) is feasible
From Section 2 we would like to use the Jacobi weight function for the case
a b 12 (rst kind of Chebyshev weighted function). But it should be noted
that the relation (14) is an ill posed nonlinear system,
because if a b 12
q
p
2
1 a2
then the statements arcsina nh; arcsina; 1 a nh and
always exist in its left-hand side.
For example, for f(x) = 1,x when a b 12 the left-hand side of (14) is as
follows:
Z anh
1
p dx arcsina nh arcsin a;
1 x2
a
486
anh
a
p
x
p dx 1 a2
1 x2
q
2
1 a nh :
Hence the algorithm of solving the nonlinear system (14) must have two following conditions for (n + 1)-point formula:
1 < x0 a < 1
and
1 < a nh < 1;
in all iterations, otherwise the algorithm is stopped. Furthermore, the algorithm should be designed such that the condition
h > 0;
holds, in nal solution. It is clear that the nodes of integration formula (14) are
between a and a + nh.
i0
where w(x) is the Jacobi weight function on [1, 1] for a b 12. Now
suppose
Z
b
n
X
a
b
ejn a; b
xj 1 x 1 x dx
wi f x0 ih;
a
i0
j 0; 1; . . . ; n 2; n 2; . . . ; 8;
17
and
Ena;b Max ej
n a; b;
0 6 j 6 n 2:
18
En 12 ; 12
1
2
3
4
5
6
7
8
5.0 1010
3.0 1010
2.0 1010
2.0 1010
2.0 1010
3.0 1010
3.0 1010
5.0 1010
e21
1
1
;
2
2
487
q
a h
a p2
2
2
1 a h
w0 a2 w1 a h
1a
2
2
1
1
arcsina h arcsina
2
2
1:0 1012 ;
e31
q
1 1
a h2
a3 p2
3
2
1 a h
;
w0 a3 w1 a h
1a
2 2
3
3
q
2
2 p2
2
1 a h
1a
3
3
0:
By noting to denition En, Table 1 shows the dierent values of En 12 ; 1
2
for n = 1, 2, . . . , 8.
Furthermore, one can observe the values En0;0 for n = 1, 2, . . . , 8 in [7].
1
X
aj x j ;
j0
aj
f j 0
:
j!
19
n2
X
j0
aj x j
f n3 w n3
x ;
n 3!
1 < w < 1:
20
488
n2
X
jaj jej
n 6 E n a; b
j0
n2
X
jaj j:
j0
21
Pn2
Therefore if we take Qn2 x j0 aj xj , we have proved the following
inequality:
Z
anh
n
n2
X
X
a
b
Qn2 x1 x 1 x dx
wi Qn2 a ih 6 En
jaj j;
a
i0
j0
22
Sections
2
and
3.
where wi, a and h are the same values as introduced in
P
The inequality (21) or (22) will be very useful when n2
j0 jaj j 6 1. In this way
we can see that the approximation
Z anh
n
X
Qn2 x1 xa 1 xb dx
wi Qn2 a ih
23
a
i0
Function
x
p
x2 4
3x
Interval [a, b]
f1 x
[3, 3.5]
[4]
2
3
f2(x) e sin(2x)
f3 x x224
0; p4
[0, 0.35]
[4]
[4]
4
5
6
7
8
9
10
11
f4(x) cos2(x)
f5(x) x2ln(x)
f6(x) ecos(x)
2
f7(x) ex
1
f8 x 1ex
3
f9 x 1 x2 2
2 x
f10(x) x e
f11 x x22x4
[0, p]
[1, 1.5]
[0, p]
[0, 1]
[0,1]
[0, 1]
[0, 1]
[1, 1.6]
[4]
[4]
[2]
[1]
[6]
[5]
[4]
[4]
12
13
14
15
f12(x) x2sinx
1
f13 x 1x
f14(x) sinx
f15 x x411
[0, p4]
[0, 1]
[0, 2]
[0, 1]
[4]
[2]
[4]
[6]
489
j
j0 aj x
Rn2 x Pn2
:
j0 jaj j
24
Table 3
R 3:5 x
Exact value of 3 p
dx 0:6362133458
x2 4
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.6646855892
0.6362366966
0.6362233451
0.6360833566
0.6362139884
0.6362092403
0.6360766093
0.6361955451
0.0284722434
0.0000233508
0.0000099993
0.0001299892
0.0000006426
0.0000041055
0.0001367365
0.0000178007
0.0000000000
0.4982055814
0.5289399399
0.5765409180
0.5848312783
0.6001014549
0.6037822611
0.6109527697
0.6362133458
0.1380077644
0.1072734059
0.0596724278
0.0513820675
0.0361118909
0.0324310874
0.0252605761
Table 4
Rp
Exact value of 04 e3x sin2x dx 2:5886286324
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.8257703691
2.5838287035
2.5858189557
2.6896999305
2.5870605213
2.5857749128
2.5937293418
2.5826752883
1.7628582633
0.0047999289
0.0028096767
0.1010712981
0.0015681111
0.0028537196
0.0051007094
0.0059533441
0.0000000000
1.4167913530
1.7215884129
2.1718057877
2.2331262323
2.3454880470
2.3710113761
2.4207028590
2.5886286324
1.1718372794
0.8670402195
0.4168228447
0.3555024001
0.2431405854
0.2176172563
0.1679257734
Table 5
R 0:35
Exact value of 0 x224 dx 0:1768200201
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.1755505953
0.1768214826
0.1768204188
0.1768330770
0.1768192917
0.1768182211
0.1768236954
0.1768162582
0.0012694248
0.0000014625
0.0000003987
0.0000130569
0.0000007284
0.0000017990
0.0000036753
0.0000037619
0.0000000000
0.1385051084
0.1470367938
0.1602505768
0.1625521177
0.1667914553
0.1678135514
0.1698046810
0.1768200201
0.0383149117
0.0297832263
0.0165694433
0.0142679024
0.0100285648
0.0090064687
0.0070153391
490
This class clearly acts very much better than only for the monomial space
xj,j = 0, 1, 2, . . . , n + 2.
The mentioned residues in Theorem 1 can be corresponded to
R anh f n3g n3
Pn2
x dx and additional error in (22), which at most is j0 jaj j.
a
n3!
This is the cost of extending monomials xj, from j = 0, 1, . . . , n to j = 0, 1, . . . ,
n + 2. Therefore if f(x) has a rapidly convergent Taylor series, our new points
Table 6
Rp
Exact value of 04 cos2 x 0:646990818
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.7462632385
0.6432615112
0.6429483092
0.6486589644
0.6427409792
0.6427973904
0.6424022834
0.6429014895
0.1035641567
0.0005624294
0.0002492274
0.0059598826
0.0000418974
0.0000983086
0.0002967984
0.0002024077
0.0000000000
0.5265146439
0.5505711137
0.5887974721
0.5961869677
0.6098135417
0.6131371992
0.6196130703
0.6426990818
0.1161844379
0.0921279681
0.0539016097
0.0465121141
0.0328855401
0.0295618826
0.0230860115
Table 7
R 1:5
Exact value of 1 x2 ln x dx 0:1922593577
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.0454562085
0.1922537961
0.1922545070
0.1926322023
0.1922218951
0.1921847090
0.1928307392
0.1921288722
0.1468031492
0.0000055616
0.0000048507
0.0003728446
0.0000374626
0.0000746487
0.0005713815
0.0001304855
0.0000000000
0.1369191683
0.1502078323
0.1703034582
0.1734271919
0.1791686416
0.1805213022
0.1831556731
0.1922593577
0.0553401894
0.0420515254
0.0219558995
0.0188321658
0.0130907161
0.0117380555
0.0091036846
Table 8
Rp
Exact value of 04 ecos x dx 1:9395748506
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
2.0809121901
1.9402588982
1.9399662515
1.9464488198
1.9397942224
1.9398735824
1.9393322058
1.9400213896
0.1411773395
0.0005240476
0.0002314009
0.0067139692
0.0000593718
0.0001387318
0.0004026448
0.0002865390
0.0000000000
1.5538730900
1.6371962509
1.7676020305
1.7913496934
1.8351181244
1.8457367964
1.8664245896
1.9397348506
0.3858617606
0.3025385997
0.1721328201
0.1483851572
0.1046167262
0.0939980542
0.0733102610
491
6. Numerical results
First we remind that transferring the integral interval [c, d] to [a, b = a + nh],
(a and h are the obtained values from Section 3) is possible using the following:
Table 9
R1 2
Exact value of 0 ex dx 0:7468241328
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.9370057531
0.7471679801
0.7469900951
0.7619163469
0.7468838353
0.7469428064
0.7462470188
0.7470599926
0.1901816203
0.0003438473
0.0001659623
0.0150922141
0.0000597025
0.0001186736
0.0005771140
0.0002358598
0.0000000000
0.6116687049
0.6397833508
0.6843446351
0.6928894610
0.7086508311
0.7125084793
0.7200248414
0.7468241328
0.1351554279
0.1070407820
0.0624794977
0.0539346718
0.0381733017
0.0343156535
0.0267992914
Table 10
R1
Exact value of 0
1
1ex
dx 0:3798854936
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.4769734901
0.3798453274
0.3798685246
0.3801630039
0.3798922615
0.3798863838
0.3798603184
0.3798603184
0.0970879965
0.0000401662
0.0000169690
0.0002775103
0.0000067679
0.0000008902
0.0000251752
0.0000251752
0.0000000000
0.2965197479
0.3151698233
0.3440073638
0.3489974143
0.3581806227
0.3603939522
0.3647056576
0.3798854936
0.0833657457
0.0647156703
0.0358781298
0.0308907793
0.0217048709
0.0194915414
0.0151798360
Table 11
R1
3
Exact value of 0 1 x2 2 dx 1:5679519622
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
1.1822048851
1.5697943494
1.5687647438
1.5881704804
1.5676932791
1.5673191299
1.5689706797
1.5666105283
0.3857470771
0.0018423872
0.0008127816
0.0202185182
0.0002586831
0.0006328323
0.0010187175
0.0013414339
0.0000000000
1.0976273016
1.2109161242
1.3822624558
1.4088550522
1.4577015747
1.4691271122
1.4913776476
1.5679519622
0.4703246606
0.3570358380
0.1856895064
0.1590969100
0.1102503875
0.0988248500
0.0765743146
492
/t dt
c
f x dx;
bc
bc
bc ad
/
x
where f x
:
ba
ba
ba
25
Now consider the examples of Table 2. It is worth pointing out that in the re1
is cancelled. This is because of the fact that we
lated examples the weight p
1x2
Table 12
R1
Exact value of 0 x2 ex dx 0:1606027942
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.0366600165
0.1624087070
0.1614102625
0.1573351627
0.1605863867
0.1605527769
0.1610213508
0.1605100750
0.1239427777
0.0018059128
0.0008074683
0.0032676315
0.0000164075
0.0000500173
0.0004185566
0.0000927192
0.0000000000
0.1190920165
0.1282049309
0.1425561209
0.1451832279
0.1499999759
0.1511016837
0.1532471174
0.1606027942
0.0415107777
0.0323978633
0.0180466733
0.0154195663
0.0106028183
0.0095011105
0.0073556768
Table 13
R 1:6
Exact value of 1
2x
x2 6
dx 0:7339691751
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.4930079613
0.7391209950
0.7364309940
0.7661283569
0.7339675987
0.7337204126
0.7348840631
0.7334488423
0.2409612138
0.0051518199
0.0024618189
0.0321591818
0.0000015764
0.0002487625
0.0009148880
0.0005203328
0.0000000000
0.5303987598
0.5773093524
0.6495225544
0.6616593377
0.6839462227
0.6891476093
0.6992763252
0.7339691751
0.2035704153
0.1566598227
0.0844466207
0.0723098374
0.0500229524
0.0448215658
0.0346928499
Table 14
Rp
Exact value of 04 x2 sin x dx 0:0887552845
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.0341382965
0.0880006847
0.0884204468
0.0932247100
0.0886951842
0.0886083573
0.0888609221
0.0884386822
0.0546169880
0.0007545998
0.0003348377
0.0044694255
0.0000601003
0.0001469272
0.0001056376
0.0003166023
0.0000000000
0.0364031692
0.0506459500
0.0713317798
0.0738951627
0.0785939836
0.0796699349
0.0817643843
0.0887552845
0.0523521153
0.0381093345
0.0174235047
0.0148601218
0.0101613009
0.0090853496
0.0069909002
493
p
convert fi(x), i = 1, 2, . . . , 15 by fi x 1 x2 , i = 1, 2, . . . , 15. The functions,
applied in these examples, are almost well behaved on their corresponding
intervals, so the value
1
X
f j 0
;
26
j!
j0
does not have much aection on the integration error, as one can see from
Tables 317. Note that in these tables, FCNCQ(n) is (n + 1)-point First Kind
Table 15
R1
Exact value of 0
1
1x
dx 0:6931471806
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.9501718735
0.6944318405
0.6937455833
0.6913732175
0.6931577114
0.6930756445
0.6918200978
0.6928971036
0.2570246929
0.0012846599
0.0005984027
0.0017739631
0.0000105308
0.0000715361
0.0013270828
0.0002500770
0.0000000000
0.5235987758
0.5623023719
0.6218740676
0.6319296892
0.6504249294
0.6548153922
0.6633669900
0.6931471806
0.1695484048
0.1308448087
0.0712731130
0.0612174914
0.0427222512
0.0383317884
0.0297801906
Table 16
R2
Exact value of 0 sin x dx 1:4161468366
n
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.1812270831
1.4251101777
1.4200618332
1.4099071038
1.4163341248
1.4168951981
1.4225476571
1.4181894774
1.2349197535
0.0089633411
0.0039149966
0.0062397328
0.0001872882
0.0007483615
0.0064008205
0.0020426408
0.0000000000
1.3217795320
1.3247908062
1.3394187548
1.34937576598
1.3678190996
1.3725070444
1.3816489375
1.4161468366
0.0943673046
0.0913560304
0.0767280818
0.0667710768
0.0483277370
0.0436397922
0.0344978991
Table 17
R1
Exact value of 0
1
x4 1
dx 0:8669729870
IFCNCQ(n)
Error
FCNCQ(n)
Error
1
2
3
4
5
6
7
8
0.9501718654
0.8774427885
0.8710680139
0.8960951813
0.8667626095
0.8671798722
0.8668329235
0.8673888073
0.0831988784
0.0104698015
0.0040950269
0.0291221943
0.0002103775
0.0002068852
0.0001400635
0.0004158203
0.0000000000
0.7391982715
0.7592566602
0.7961458581
0.8064533458
0.8253250461
0.8294938959
0.8376176733
0.8669729870
0.1277747155
0.1077163268
0.0708271289
0.0605196412
0.0416479409
0.0374790911
0.0293553137
494
495