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Boole

The document discusses recursive rules for numerical integration, specifically the sequential Simpson and Boole rules. It provides formulas for calculating approximations using these rules, and examples applying the rules to calculate approximations for an example integral. The key relationship discussed is that the Boole rule at step J is related to the Simpson rules at steps J-1 and J by a given formula.

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0% found this document useful (0 votes)
91 views

Boole

The document discusses recursive rules for numerical integration, specifically the sequential Simpson and Boole rules. It provides formulas for calculating approximations using these rules, and examples applying the rules to calculate approximations for an example integral. The key relationship discussed is that the Boole rule at step J is related to the Simpson rules at steps J-1 and J by a given formula.

Uploaded by

chegarr
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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S EC . 7.

3 R ECURSIVE RULES AND ROMBERG I NTEGRATION 381

Example 7.12. Use the sequential Simpson rule to compute the approximations S(1),
S(2), and S(3) for the integral of Example 7.11.
Using the results of Example 7.11 and formula (7) with J = 1, 2, and 3, we compute
4T (1) − T (0) 4(1.866666) − 2.400000
S(1) = = = 1.688888,
3 3
4T (2) − T (1) 4(1.683333) − 1.866666
S(2) = = = 1.622222,
3 3
4T (3) − T (2) 4(1.628968) − 1.683333
S(3) = = = 1.610846. 
3 3
In Section 7.1 the formula for Boole’s rule was given in Theorem 7.1. It was
obtained by integrating the Lagrange polynomial of degree 4 based on the nodes x0 ,
x1 , x2 , x3 , and x4 . An alternative method for establishing Boole’s rule is mentioned
in the exercises. When it is applied M times over 4M equally spaced subintervals of
[a, b] of step size h = (b − a)/(4M), we call it the composite Boole rule:

2h 
M
(13) B( f, h) = (7 f 4k−4 + 32 f 4k−3 + 12 f 4k−2 + 32 f 4k−1 + 7 f 4k ).
45
k=1

The next result gives the relationship between the sequential Boole and Simpson rules.

Theorem 7.6 (Recursive Boole Rules). Suppose that {S(J )} is the sequence of
Simpson’s rules generated by Theorem 7.5. If J ≥ 2 and B(J ) is Boole’s rule for
2 J subintervals of [a, b], then B(J ) and Simpson’s rules S(J − 1) and S(J ) obey the
relationship
16S(J ) − S(J − 1)
(14) B(J ) = for J = 2, 3, . . . .
15
Proof. The proof is left as an exercise for the reader. •

Example 7.13. Use the sequential Boole rule to compute the approximations B(2) and
B(3) for the integral of Example 7.11.
Using the results of Example 7.12 and formula (14) with J = 2 and 3, we compute
16S(2) − S(1) 16(1.622222) − 1.688888
B(2) = = = 1.617778,
15 15
16S(3) − S(2) 16(1.610846) − 1.622222
B(3) = = = 1.610088. 
15 15
The reader may wonder what we are leading up to. We will now show that for-
mulas (7) and (14) are special cases of the process of Romberg integration. Let us
announce that the next level of approximation for the integral of Example 7.11 is
64B(3) − B(2) 64(1.610088) − 1.617778
= = 1.609490,
63 63
and this answer gives an accuracy of five decimal places.

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