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Error Analysis of Newton-Cotes Formulas

The document analyzes the error associated with closed Newton-Cotes formulas for numerical integration, distinguishing between cases where n is even or odd. For even n, the error term involves the (n + 2)-th derivative of the function, while for odd n, it involves the (n + 1)-th derivative. The document provides detailed error formulas and proofs for both cases, highlighting the role of polynomial interpolation and the Mean Value Theorem.
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0% found this document useful (0 votes)
13 views3 pages

Error Analysis of Newton-Cotes Formulas

The document analyzes the error associated with closed Newton-Cotes formulas for numerical integration, distinguishing between cases where n is even or odd. For even n, the error term involves the (n + 2)-th derivative of the function, while for odd n, it involves the (n + 1)-th derivative. The document provides detailed error formulas and proofs for both cases, highlighting the role of polynomial interpolation and the Mean Value Theorem.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Error Analysis of Closed Newton-Cotes Formulas

1 Introduction
The (n + 1)-point closed Newton-Cotes formula approximates the integral of a
function f (x) over the interval [a, b] using equally spaced nodes. The formula
and its error terms differ depending on whether n is even or odd.

2 Newton-Cotes Formula
b−a
Given n + 1 equally spaced points x0 = a, x1 , . . . , xn = b with spacing h = n ,
the closed Newton-Cotes formula is:
Z b n
X
f (x) dx ≈ aj f (xj ),
a j=0

where the weights aj are given by:


Z xn n
xn Y
x − xi
Z
aj = Ln,j (x) dx = dx.
x0 x0 x − xi
i=0 j
i̸=j

Here, Ln,j (x) is the j-th Lagrange basis polynomial.

3 Error Analysis
The error in the Newton-Cotes formula depends on the parity of n. We consider
two cases:

3.1 Case 1: n is Even


When n is even, the formula has degree of precision n + 1, and the error term
involves the (n + 2)-th derivative of f .

3.1.1 Error Formula


Z b n Z n
X hn+3 (n+2)
f (x) dx = aj f (xj ) + f (ϵ) t2 (t − 1) · · · (t − n) dt,
a j=0
(n + 2)! 0

where ϵ ∈ (a, b).

1
3.1.2 Proof
1. The Newton-Cotes formula integrates the interpolating polynomial Pn (x)
of degree n exactly.

2. The interpolation error is:


n
f (n+1) (ξ(x)) Y
f (x) = Pn (x) + (x − xj ).
(n + 1)! j=0

3. For even n, the integral of the error term vanishes for polynomials of
degree n + 1, so the leading error involves f (n+2) .

4. The error can be written as:


b
f (n+2) (ξ(x))
Z
E= π(x) dx,
a (n + 2)!

where π(x) = (x − x0 )(x − x1 ) · · · (x − xn ).

5. By the Mean Value Theorem for Integrals, since π(x) does not change sign
over [a, b] for even n, there exists ϵ ∈ (a, b) such that:
b
f (n+2) (ϵ)
Z
E= π(x) dx.
(n + 2)! a

6. Changing variables x = a + th, dx = h dt, we get:


Z b Z n
π(x) dx = hn+2 t(t − 1) · · · (t − n) dt.
a 0

7. The additional factor t arises from symmetry, leading to:


Z n
t2 (t − 1) · · · (t − n) dt.
0

3.2 Case 2: n is Odd


When n is odd, the formula has degree of precision n, and the error term involves
the (n + 1)-th derivative of f .

3.2.1 Error Formula


b n Z n
hn+2 (n+1)
Z X
f (x) dx = aj f (xj ) + f (ϵ) t(t − 1) · · · (t − n) dt,
a j=0
(n + 1)! 0

where ϵ ∈ (a, b).

2
3.2.2 Proof
1. The proof is similar, but now the integral of the interpolation error does
not vanish for degree n + 1.

2. The error term is:


b
f (n+1) (ξ(x))
Z
E= π(x) dx.
a (n + 1)!

3. For odd n, π(x) changes sign over [a, b], but the Mean Value Theorem still
applies.
4. Changing variables x = a + th, dx = h dt, we get:
Z b Z n
n+1
π(x) dx = h t(t − 1) · · · (t − n) dt.
a 0

5. Thus, the error becomes:


n
hn+2 (n+1)
Z
E= f (ϵ) t(t − 1) · · · (t − n) dt.
(n + 1)! 0

4 Conclusion
The error terms for the closed Newton-Cotes formulas are:
• For even n:
n
hn+3 (n+2)
Z
E= f (ϵ) t2 (t − 1) · · · (t − n) dt.
(n + 2)! 0

• For odd n:
n
hn+2 (n+1)
Z
E= f (ϵ) t(t − 1) · · · (t − n) dt.
(n + 1)! 0

These results follow from the properties of polynomial interpolation and the
Mean Value Theorem for Integrals.

Common questions

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Considering the parity of 'n' in closed Newton-Cotes formulas is critical as it fundamentally alters the error characteristics and the applicability of the integration results. For even 'n', the formula achieves higher precision, integrating polynomials of degree n + 1 exactly while shifting error focus to the (n + 2)-th derivative, thus accommodating higher-order functions better. For odd 'n', the formula only integrates exactly up to polynomial degree n, shifting the error to the (n + 1)-th derivative, ultimately offering a coarser approximation. Understanding these distinctions ensures correct application, accuracy assessment, and result validity in numerical integration tasks .

The Mean Value Theorem for Integrals is employed to establish the existence of a point ϵ within the interval (a, b) where the error term for the closed Newton-Cotes formula can be expressed. For both even and odd 'n', the error is expressed with an integral involving π(x), a product of linear terms based on node spacing. For even 'n', π(x) does not change sign over [a, b], allowing direct application of the theorem to show there exists an ϵ such that E = f^(n+2)(ϵ) (n + 2)! ∫ π(x) dx. For odd 'n', despite π(x) changing sign over [a, b], the theorem still shows the existence of such an ϵ for E = f^(n+1)(ϵ) (n + 1)! ∫ π(x) dx .

In the closed Newton-Cotes formulas, weight coefficients, denoted as aj in the formula, serve as multipliers for the function values at specific equally spaced points (nodes) xi. These coefficients are derived from integrating the Lagrange basis polynomials over the interval, accounting for each particular node's contribution to the overall polynomial interpolation. Hence, they scale the effect each function value has on the approximation of the integral, crafting how precisely the formula estimates the integral of a given function .

In closed Newton-Cotes formulas, the spacing and configuration of nodes directly impact error analysis through their influence on polynomial interpolation precision and error amplitude. Equal spacing h = (b-a)/n ensures uniform intervals, facilitating symmetry in polynomial integration and simplification of the terms composed of (x-x_j) from various nodes. This symmetry affects how accurately the integration approximates higher-degree functions, altering integral convergence characteristics. Moreover, the node configuration controls the magnitude and form of the resultant terms in error formulas, affecting convergence uniformity across different derivative orders .

Deriving the error terms of closed Newton-Cotes formulas involves a combination of mathematical principles, notably polynomial interpolation, numerical integration, and the Mean Value Theorem for Integrals. Polynomial interpolation constructs an approximating polynomial that passes through a given set of points, impacting what derivatives appear in error terms. Numerical integration techniques estimate integrals by appraising finite sums of function values and weighted coefficients. The Mean Value Theorem for Integrals bridges discrete interpolating polynomial characteristics with continuous function evaluation, ensuring that an error evaluated via derivative can be associated within the considered interval at some specific point ϵ .

The interpolation property of Newton-Cotes formulas directly influences the degree of precision by defining how accurately the formula approximates integrals using polynomial interpolation. For even 'n', the polynomial interpolation under the closed formula accurately integrates up to degree n + 1 polynomials, meaning the formula incorporates values and approximations up to the (n + 2)-th derivative. Therefore, the error is linked with this higher derivative, suggesting a higher degree of precision. For odd 'n', it only integrates exactly up to degree n, hence involving the (n + 1)-th derivative in the error term, indicating a lower degree of precision compared to when 'n' is even. This reflectivity on degree is inherent to the symmetry and structure of interpolation with polynomials .

The error term for the closed Newton-Cotes formula is characterized by different degrees of the function's derivatives depending on whether 'n' is even or odd. When 'n' is even, the formula has a degree of precision of n + 1, and the error involves the (n + 2)-th derivative of the function, resulting in an error formula: E = h^(n+3) / (n + 2)! f^(n+2)(ϵ) ∫ (t^2 (t−1) ... (t−n)) dt. Conversely, when 'n' is odd, the degree of precision is n, and the error involves the (n + 1)-th derivative of the function, yielding an error formula: E = h^(n+2) / (n + 1)! f^(n+1)(ϵ) ∫ (t(t−1) ... (t−n)) dt. The key difference lies in the order of the derivative and the power of 'h' in the error terms .

The error term formulation in the Newton-Cotes formula is inherently tied to the nature of the polynomial degree approximated by the function's interpolation. Specifically, polynomial characteristics such as symmetry and degree parity (even or odd) directly influence the presence and impact of certain derivatives in the error term. For even 'n', due to polynomial symmetry and the formula's design to integrate polynomials up to degree n+1, the error term includes the (n+2)-th derivative, which is offset by additional terms like t^2 in the integral. For odd 'n', the lack of complete symmetry and full polynomial integration capacities leaves the error reliant on the (n+1)-th derivative. These underlying characteristics highlight how polynomials' algebraic properties affect numerical integration accuracy .

Polynomial interpolation is crucial because it determines the foundation upon which the Newton-Cotes error is based. For even 'n', the interpolation completely cancels out errors up to the n+1 degree due to integration symmetry, allowing the error term to emerge from the (n+2)-th derivative. For odd 'n', the lack of symmetry in function evaluation across nodes means the error term persists with the (n+1)-th derivative, showing that interpolation impacts how and from where error induced by higher order derivatives propagates. The alternation in errors reflects the alternation in power of terms when crossing the degree boundary of exactness .

Changing the variable from x to t, where x = a + th and dx = h dt, standardizes the analysis of the polynomial π(x). This substitution simplifies the integration of π(x), transforming it from a product of terms related to individual points into a polynomial integral over a basic interval. For even 'n', the transformation results in E = h^(n+3) I(n + 2)! f^(n+2)(ϵ), where I = ∫(t^2(t−1)...(t−n)) dt. For odd 'n', the integral simplifies to I = ∫(t(t−1)...(t−n)) dt with the error term E = h^(n+2) I/(n+1)! f^(n+1)(ϵ). This method effectively isolates the influence of spacing and multiplicity directly within the integral limits .

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