Newton-Cotes Integration Formula

Harjadi Gunawan
 What is Integration?
• Integrate means “to bring together”, as parts,
into a whole; to indicate total amount.
b
I   f ( x ).dx
a

• The above stands for integral of function f(x)

with respect to the independent variable x
between the limits x = a to x = b.
 What is Integration?
• Graphically integration is simply to find the
area under a certain curve between the 2
integration limits.

b
I   f ( x ).dx  A
a
 Newton-Cotes integration Formulas
Introduction
• The Newton-Cotes formulas are the most common
numerical integration methods.
• They are based on the strategy of replacing a
complicated function with an approximating function
that is easy to integrate.
b b
I   f ( x)dx   f n ( x)dx
a a

f n ( x)  a0  a1 x    an 1 x n 1  an x n
 fn (x) can be linear
 fn (x) can be quadratic
 fn (x) can also be cubic or other
higher-order polynomials
 Polynomial can be piecewise over the
data
 Numerical Integration
 Newton-Cotes Closed Formulae -- Use
both end points
 Trapezoidal Rule : Linear
 Simpson’s 1/3-Rule : Quadratic
 Simpson’s 3/8-Rule : Cubic
 Newton-Cotes Open Formulae -- Use only
interior points
 midpoint rule
 Higher-order methods
 Closed and Open Formulae

(a) End points are known (b) Extrapolation

 1. Trapezoidal Rule
The trapezoidal rule uses a polynomial of the first degree to
replace the function to be integrated.

f (a)  f (b)
I  (b  a)
2
Error of the Trapezoidal Rule
When we employ the integral under a straight line
segment to approximate the integral under a curve,
error may be:

1
Et   
f ( )(b  a ) 3

12

Where  lies somewhere in the interval from a to b.

Trapezoidal Rule
Example 21.1
 Multiple Trapezoidal Rule
• One way to improve the accuracy of the
trapezoidal rule is to divide the integration
interval from a to b into a number of segments
and apply the method to each segment.

• The areas of individual segments can then be

added to yield the integral for the entire
interval.
Multiple Trapezoidal Rule
 Multiple Trapezoidal Rule
ba
h a  x0 b  xn
n
x1 x2 xn

I  f ( x)dx   f ( x)dx     f ( x)dx

x0 x1 xn1

Substitute into the integrals for f(x) by f1(x) in

each segment and integrate:
f ( x0 )  f ( x1 ) f ( x1 )  f ( x2 ) f ( xn 1 )  f ( xn )
I h h  h
2 2 2
h n 1

I   f ( x0 )  2 f ( xi )  f ( xn )
2 i 1 
 h n 1

I   f ( x0 )  2 f ( xi )  f ( xn ) 
2 i 1 
 Multiple Trapezoidal Rule
An error for multiple-application trapezoidal
rule can be obtained by summing the
individual errors for each segment:
 f (i)  nf 
(b  a) 3
Ea   2
f 
12n
b
Where
 (x).dx
( n)
f
( n)
f  a

ba
 Simpson’s Rules

More accurate estimate of an integral is obtained

if a high-order polynomial is used to connect the
points. The formulas that result from taking the
integrals under such polynomials are called
Simpson’s Rules.
 Simpson’s Rules
• Simpson’s 1/3 Rule
Results when a second-order interpolating
polynomial is used.

• Simpson’s 3/8 Rule

Results when a third-order (cubic) interpolating
polynomial is used.
 Simpson’s Rules

Simpson’s 1/3 Rule Simpson’s 3/8 Rule

 Simpson’s 1/3 Rule
b b
I   f ( x)dx   f 2 ( x)dx
a a

a  x0 b  x2
x2
 ( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 ) 
I   f ( x0 )  f ( x1 )  f ( x2 )dx
x0 
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 ) 

h ba
I  f ( x0 )  4 f ( x1 )  f ( x2 ) h
3 2

Simpson’s 1/3 Rule

 Simpson’s 1/3 Rule
• Single segment application of Simpson’s 1/3 rule has a
truncation error of:
(b  a )5 ( 4)
Et   f ( ) a  b
2880
(b  a )5 ( 4)
Ea   f ( x)
2880
• Simpson’s 1/3 rule is more accurate than trapezoidal rule.
The Multiple-Application Simpson’s
1/3 Rule
• Just as the trapezoidal rule, Simpson’s rule can
be improved by dividing the integration interval
into a number of segments of equal width.

f ( xo )  4 f ( x1 )  f ( x2 ) f ( x2 )  4 f ( x3 )  f ( x4 )
I  2h  2h
6 6
f ( xn  2 )  4 f ( xn  1 )  f ( xn ) ba
..........  2h with h 
6 n
 n 1 n2 
 f ( xo )  f ( xn )  4  f ( xi )  2  f ( x j ) 
 (b  a )  
i 1, 3, 5 j  2 , 4 ,6

3n
(b  a) 5 ( 4 )
Ea   4
f
180n
The Multiple-Application Simpson’s 1/3 Rule
 Simpson’s 3/8 Rule
If there are 2 extra points between the integration
limits a and b, then a 3rd degree polynomial can be
used instead of the parabola to replace the function to
be integrated:
b b
I   f ( x)dx   f 3 ( x)dx
a a

3h (b  a )
I   f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 ) , h 
8 3
(b  a)5 ( 4 )
Et   f ( ) Simpson’s 3/8 Rule
6480
 Newton Cotes Integration-Example
Find the integral of:
f(x) = 0.2 +25 x – 200 x 2 + 675 x 3 – 900 x 4 + 400 x 5
Between the limits 0 to 0.8, f(0) = 0.2, f(0.8) = 0.232,
Iexact=1.640533
1. The trapezoidal rule (ans. 0.1728)
f (a )  f (b) 0.2  0.232
I  (b  a)  I  (0.8  0)  0.1728
2 2
Et  1.640533  0.1728  1.467733   t  89.5%
f '' ( x)  400  4050x  10,800x 2  8000x 3
0.8

f ''
( x) 

0
(400  4050x  10,800x 2  8000x 3 ) dx
 60
0.8  0
1
Ea   (60)(0.8) 3  2.56
12
Newton Cotes Integration-Example
2. Multiple trapezoidal rule (n=4) (ans. 1.4848)
f(0)=0.2, f(0.2)=1.288, f(0.4)=2.456, f(0.6)=3.464 ,f(0.8)=0.232

(b  a ) (0.8  0)
h   0.2
4 4

h n 1

I   f ( x0 )  2 f ( xi )  f ( xn )
2 i 1 
0.2
  0.2  2(1.288  2.456  3.464)  0.232  1.4848
2
0.83
Ea   2
(60)  0.16
12(4)
 Newton Cotes Integration-Example
3. The Simpson 1/3 rule (ans. 1.367467)
f(0) = 0.2, f(0.4) = 0.2.456, f(0.8) = 0.232
b  a 0.8  0
h   0.4
2 2
h
I   f ( x0 )  4 f ( x1 )  f ( x2 )
3
0.4
  0.2  4  2.456  0.232  1.367467
3
Et  1.640533  1.367467  0.2730667   t  16.6%
f ( 4) ( x)  2400

(b  a ) 5 ( 4) (0.8  0) 5
Ea   f  (2400)  0.2730667
2880 2880
 Newton Cotes Integration-Example
4. Multiple application of Simpson 1/3 rule (n=4)
(ans. 1.623467).
f(0)=0.2, f(0.2)=1.288, f(0.4)=2.456, f(0.6)=3.464 ,f(0.8)=0.232
(b  a ) (0.8  0)
h   0.2
4 4
h n 1 n2

I   f ( x0 )  4  f ( xi )  2  f ( xi )  f ( xn )
3 i 1, 3, 5 i  2 , 4 .6 
0.2
  0.2  4(1.288  3.464)  2(2.456)  0.232  1.623467
3
Et  1.640533  1.623467  0.017067   t  1.04%
(b  a )5 ( 4 ) 0.85
Ea   4
f ( )   4
(2400)  0.017067
180n 180(4)
 Newton Cotes Integration-Example
5. The Simpson 3/8 rule (ans. 1.519170)
f(0)=0.2, f(0.2667)=1.432724, f(0.5333)=3.487177, f(0.8)=0.232
(b  a ) (0.8  0)
h   0.2667
3 3
3h
I  I   f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 )
8
0 .8
  0.2  3 1.432724  3  3.487177  0.232  1.519170
8
Et  1.640533  1.51917  0.121363   t  7.4%

(b  a)5 ( 4) 0.85
Ea   f ( )   (2400)  0.1213630
6480 6480