A Simple Derivation of Newton-Cotes Formulas with Realistic Errors

Publication date 1 February 2012

Approximate quadratures (41A55) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)

Abstract: In order to approximate the integral

I (f) = i n t_{a}^{b} f (x) d x

, where

f

is a sufficiently smooth function, models for quadrature rules are developed using a given {it panel} of

n (n g e q 2)

equally spaced points. These models arise from the undetermined coefficients method, using a Newton's basis for polynomials. Although part of the final product is algebraically equivalent to the well known closed Newton-Cotes rules, the algorithms obtained are not the classical ones. In the basic model the most simple quadrature rule

Q_{n}

is adopted (the so-called left rectangle rule) and a correction

i l d e E_{n}

is constructed, so that the final rule

S_{n} = Q_{n} + i l d e E_{n}

is interpolatory. The correction

i l d e E_{n}

, depending on the divided differences of the data, might be considered a {em realistic correction} for

Q_{n}

, in the sense that

i l d e E_{n}

should be close to the magnitude of the true error of

Q_{n}

, having also the correct sign. The analysis of the theoretical error of the rule

S_{n}

as well as some classical properties for divided differences suggest the inclusion of one or two new points in the given panel. When

n

is even it is included one point and two points otherwise. In both cases this approach enables the computation of a {em realistic error}

for the {it extended or corrected} rule

S_{n}

. The respective output

contains reliable information on the quality of the approximations

Q_{n}

and

S_{n}

, provided certain conditions involving ratios for the derivatives of the function

f

are fulfilled. These simple rules are easily converted into {it composite} ones. Numerical examples are presented showing that these quadrature rules are useful as a computational alternative to the classical Newton-Cotes formulas.

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