Numerical Integration

I = ∫_a^b y dx (7.2)

Here, we replace y = f(x) by an interpolating polynomial φ(x) in order to obtain an

h = (b − a) / n

a = x0 < x1 < x2 < ... < xn = b (7.3)

I = ∫_x0^xn y dx (7.4)

Using Newton’s forward interpolation formula,

I = ∫_x0^xn [ y0 + pΔy0 + p(p−1)/2! Δ²y0 + p(p−1)(p−2)/3! Δ³y0 + ... ] dx (7.5)

After simplification,

I = nh [ y0 + n/2 Δy0 + n(2n−3)/12 Δ²y0 + n(n−2)²/24 Δ³y0 + ... ] (7.7)

This formula is known as Newton–Cotes closed quadrature formula.

7.3 TRAPEZOIDAL RULE

In this method, the known function values are joined by straight lines.