Knowledge Based Organization 2008 International Conference

AN ERROR ANALYSIS FOR A

QUADRATURE FORMULA
Lecturer, Ana Maria Acu*, Junior Teaching Assistant, Alina Babos**
*Lucian Blaga Universit! "acult of #ciences! $e%arta&ent of 'at(e&atics!
#i)iu! *o&ania! acuana++,a(oo-co&!
**.icolae Balcescu Land "orces /cade&! #i)iu! *o&ania!
alina0)a)os021,a(oo-co&
Abstract
In t(is %a%er we derive a 22%oint 3uadrature for&ula of o%en t%e- 4e
s(ow t(at t(ere are situations w(en t(is for&ula (as a )etter esti&ations of
error t(an t(e well25nown 22%oint 6aussian 3uadrature rule-
Keywords: Quadrature rule, Error inequalities, u!erical
integration
1. Introduction
Definition 1- It is called a uadrature for!u"a or for!u"a of
nu!erica" inte#ration$ the following formula
], [ ] [ ) ( ) ( ] [
0
f * f / 7 d 7 f f I
*
&
i
& i i

+
(1)
where
& i f
i
, 0 ], [
are the punctual(local)information relating to
function f, which to integrate with respect to the measure
d
,
& i /
i
, 0 ,

are called the coefficients of the quadrature formula, and
] [ f *
& is the
remainder term-
1
Knowledge Based Organization 2008 International Conference
Le!!a 1. [1]If
+ < < <
and w is a weight on
) , (
and
) , ( ], [ ) ( ) ( ) (
1
1

w n
n
5
5 5
L f f r z f c dt t w t f +

(2)
then
+ < < <

,
_

+ ) a ) a 7
a )
a 7
w 7 4 ), , ( , ) ( ) (
(3)
is a weight on (a,b) and
] [ ) ( ) ( ) (
1
" *
z
a ) a " c
a )
d7 7 4 7 "
n
5
n
5
5
)
a
+
,
_

()
where
) , (
1
) a L "
w

and ! ) ( ) ( ], [ ] [
" "

,
_

t
a ) a " t " " r
a )
" *
n n
(#)
$he class of uadrature for!u"ae of t%e inter&o"ator t'&e is
obtained b% integration of interpolation formulae! &or e'ample, the
uadrature for!u"ae of t%e Ne(ton)*otes t'&e are the formulae of
the interpolator t%pe and the% are obtained b% integration of (agrange
interpolation formula, corresponding to integrable function
! ] , [ ) * ) a f
*e shall enumerate some quadrature formulae of the +ewton,
-otes t%pe)
,the mid,point quadrature formula
, ), (
2
) (
2
) ( ) (
.
3
) a f
a ) ) a
f a ) d7 7 f
)
a
< <

,
_

(/)
,the trape0oid quadrature formula
, ), (
12
) (
)] ( ) ( [
2
) (
.
3
) a f
a )
) f a f
a )
d7 7 f
)
a
< <

(1)
2
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,2impson3s quadrature formula
, ), (
2440
) (
) (
2
) (
/
) (
) (
#
) a f
a )
) f
) a
f a f
a )
7 f
)
a
< <

1
]
1

,
_

+
+

(4)
,+ewton,2imsons3s quadrature formula
1
]
1

,
_

+
+

,
_

+
+

) (
3
2
3
3
2
3 ) (
4
) ( ) f
) a
f
) a
f a f
a )
7 f
)
a
! ), (
/40
) (
) (
#
) a f
a )
< <

(5)
In a recent %ears a number of authors ha6e considered an error
anal%sis for quadrature rules of +ewton,-otes! &or e'ample, the%
in6estigated the mid,point, trape0oid and 2imson rules!
7enote b%
) 10 ( , )] ( [ !, ! ], , [ ] , [
2 ) ( ) 1 ( 1 2 ,

'

<


)
a
n n n n
dt t f cont a)s f ) a C f ) a 8
, )] ( [
2 ) (
2
2
) (
dt t f f
)
a
n n

(11)
where ]! , [
2 ,
) a f
8
n

In [#], +!89e6ic obtained the following quadrature formula

] 1 , 1 [ , ] [ ) ( ) ( ) (
2 , 2
1
1
+ +

8 f f * f 7 f dt t f
(12)
where
, ) ( ) , , ( ] [
.
1
1
dt t f t 7 K f *

(13)
3
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'

+ +
+

]! 1 , [ , ) 1 (
2
1
) , ( ,
2
1
2
1
], , 1 [ , ) 1 (
2
1
) , , (
2
2
2
7 t t
7 t 7 t
7 t t
t 7 K
(1) (1)
8sing the relation
2
.
2
) , , ( ] [ f 7 K f *
and putting the
condition that
min, ) , , (
2
2
7 K
to obtain
, 3 / 7
respecti6el% the
following quadrature formula)
], [ ) 3 / ( ) 3 / ( ) (
1
1
f * f f dt t f + + +

(1#)
! / 4
#
54
] [
2
.
f f *
(1/)
+!89e6ic compare this result with the 2,point :auss formula,
namel%
], [
3
3
3
3
) (
1
1
1
f * f f dt t f +

,
_

,
_

(11)
, 3
21

13#
3
] [
2
.
1
f f * +
(14)
and show that the estimate (1/) is better than the estimate (14)!
+. Main resu"ts
T%eore! 1. If
], 1 , 1 [
2 , 3
8 f
then we ha6e

Knowledge Based Organization 2008 International Conference

], [
3
3
3
3
) (
2
1
1
f * f f dt t f +

,
_

,
_

(15)
!
4#0#
14
3
0#

] [
2
) 3 (
2
f f * +
(20)
,roof. *e see; a quadrature formula of the t%pe


+ +
1
1
1
1
) 3 (
, ) ( ) ( ) ( ) ( ) ( dt t f t K f 7 f dt t f
(21)
where
! ], 1 , 1 [ , 7 7 <
*e define
,
], 1 , [ , ) (
2
1
) (
/
1
) , ( , ) (
2
1
) (
/
1
], , 1 [ , ) (
2
1
) (
/
1
) (
3
2
2
3
1
3
2
2
3
1
3
2
2
3
1

'

+ +
+ +
+ +

t c c t c t
7 t ) ) t ) t
7 t a a t a t
t K
(22)
where
< 3 , 2 , 1 = , , , i * c ) a
i i i are parameters which ha6e to be
determined! Integrating b% parts, we obtain
dt t f c c t c t
dt t f ) ) t ) t
dt t f a a t a t dt t f t K

7
7
) ( ) (
2
1
) (
/
1
) ( ) (
2
1
) (
/
1
) ( ) (
2
1
) (
/
1
) ( ) (
) 3 (
1
3
2
2
3
1
) 3 (
3
2
2
3
1
) 3 (
1
1 1
3
2
2
3
1
) 3 (

1
]
1

+ + +
1
]
1

+ + +
1
]
1

+ +

) 1 ( ) 1 (
2
1
) 1 (
/
1
) ( ) (
2
1
) (
/
1
) (
2
1
) (
/
1
) ( ) (
2
1
) (
/
1
) (
2
1
) (
/
1
.
3
2
2
3
1
.
3
2
2
3
1 3
2
2
3
1
.
3
2
2
3
1 3
2
2
3
1

1
]
1

+ +
1
]
1

+ + +
1
]
1

+ +
f a a a
f c c c ) ) )
7 f ) ) 7 ) 7 a a 7 a 7

#
Knowledge Based Organization 2008 International Conference
) ( ) (
2
1
) (
2
1
) ( ) (
2
1
) (
2
1
) 1 ( ) 1 (
2
1
) 1 (
/
1
>
2
2
1 2
2
1
>
2
2
1 2
2
1
.
3
2
2
3
1
f c c ) )
7 f ) ) 7 a a 7
f c c c
1
]
1

+ + +
1
]
1

+ + +
1
]
1

+ + +

+ +
+ + + +
1
]
1

1
]
1

+
1
1
1 1
1 1 1 1
>
2
2
1
>
2
2
1
! ) ( ) 1 ( ) 2 ( ) 1 (
) ( ) ( ) ( ) (
) 1 ( 1 ) 1 (
2
1
) 1 ( 1 ) 1 (
2
1
dt t f f c f a
f c ) 7 f ) a
f c c
f a a
*e require that
, 0 ) (
2
1
) (
/
1
) (
2
1
) (
/
1
3
2
2
3
1 3
2
2
3
1
+ + ) ) 7 ) 7 a a 7 a 7 (23)
, 0 ) (
2
1
) (
/
1
) (
2
1
) (
/
1
3
2
2
3
1 3
2
2
3
1
+ + c c c ) ) ) (2)
, 0 ) 1 (
2
1
) 1 (
/
1
3
2
2
3
1
+ + a a a (2#)
, 0 ) 1 (
2
1
) 1 (
/
1
3
2
2
3
1
+ + c c c
(2/)
, 0 ) (
2
1
) (
2
1
2
2
1 2
2
1
+ + ) ) 7 a a 7 (21)
, 0 ) (
2
1
) (
2
1
2
2
1 2
2
1
+ + c c ) ) (24)
, 0 1 ) 1 (
2
1
2
2
1
a a (25)
, 0 1 ) 1 (
2
1
2
2
1
+ c c (30)
, 1
1 1
+ ) a
(31)
, 1
1 1
+ c )
(32)
! 0 2
, 0
1
1

c
a
(33)
&rom the abo6e relation we find
!
3
3
,
3
3
, 0 ,
,
2
1
,
2
1
,
2
3
,
2
1
, 2 , 1 , 0
3 2
3 3 2 2 1 1 1


7 ) 7 )
c a c a c ) a
/
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$herefore, we ha6e
], [
3
3
3
3
) (
2
1
1
f * f f dt t f +

,
_

,
_

(3)

1
1
) 3 (
2
, ) ( ] [ dt f t K f *
(3#)

'

1
]
1

,
_

+
1
]
1

+ + +

1 ,
3
3
), 1 3 3 (
/
1
,
3
3
,
3
3
), 3 2 3 (
/
1
,
3
3
, 1 ), 1 3 3 (
/
1
) (
2 3
3
2 3
t t t t
t t t t
t t t t
t K
(3/)
2ince
1
]
1

+ + +

1101
42
3
#103
12
) 1 3 3 (
3/
1
1
3 ? 3
2 2 3
dt t t t
,
4#0#
14
3
0#

1101
42
3
#103
12
3 ) 3 2 3 (
4/
1
3 3
5
1
/
1
13#
2
3
1020/
1
2
+
1
]
1

+ +
1
]
1

,
_

+ +
(31)
we obtain
2
) 3 (
2
) 3 (
2
1
1
) 3 (
2
4#0#
14
3
0#

) ( ) ( ] [
f
f K dt t f t K f * +

(34)
If we use (emma 1 we obtain the quadrature formula on the
inter6al [a,b])
T%eore! +. If ] , [
2 , 3
) a f
8
, then
1
dt t t t dt t t t K
2 3
3 ? 3
3 ? 3
2 2 3
3 ? 3
1
2
2
) 3 2 3 (
3/
1
) 1 3 3 (
3/
1
+ + + + +

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], [ )] ( ) ( [
2
) (
"
2 2 1
f * 7 f 7 f
a )
dt t f
)
a
+ +

(35)
where

!
4#0#
31
3
0#
1
2
) (
] [
,
2 3
3
2
,
2 3
3
2
2
) 3 (
2 ? 1
"
2
2 1
f
a )
f *
a ) ) a
7
a ) ) a
7
+

+
+

(0)
+ow, we show that there are the situations when the estimates
(20) is better then the estimates (1/) and (14)!
E-a!&"e 1. If 7 7 f
e
7
+ ) ( ,
] 1 , 1 [ 7
, then
1204 , 0
1
2
2
/ 4
#
54
] [
2

e
e
f *
(1)
1303 , 0
1
2
2
3
21

13#
3
] [
2

+
e
e
f *
(2)
032# , 0
1
2
2
4#0#
14
3
0#

] [
2

+
e
e
f *
(3)
E-a!&"e +. If

1
) (
2
+

7
7 f
,
] 1 , 1 [ 7
, then
0015 , 0
2
1
/41# 352/
2000
1
/ 4
#
54
] [
,
_

+ arctg f *
()
004# , 0
2
1
/41# 352/
2000
1
3
21

13#
3
] [
1

,
_

+ + arctg f *
(#)
0024 , 0
2
1
1122/#/2#0 1325115/0
240000
1
4#0#
14
3
0#

] [
2

,
_

+ + arctg f *

(/)
4
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E-a!&"e .. If
e
7
7
7 f
3
) (
,
] 1 , 1 [ 7
, then
5334 , 0 10 /2

1
/ 4
#
54
] [
2 2
+

e e f *
(1)
0011 , 1 10 /2

1
3
21

13#
3
] [
2 2
1
+ +

e e f *
(4)
! 132/ , 0 3554 13

1
4#0#
14
3
0#

] [
2 2
2
+ +

e e f *
(5)
References
[1] @!(upaA, -!Banole, Ca%itole de /naliz9 .u&eric9! 8ni6ersitatea din
2ibiu, -olecCia facultDCii de EtiinCe,2eria BatematicD 3, 2ibiu, 155!
[2] &! 2ofonea, /naliz9 nu&eric9 :i teoria a%ro7i&arii, Fditura 8ni6ersitDCii
din Gucuresti, 200/!
[3] +!89e6ic, Ine3ualities of Ostrows5i26auss t%e and a%%lications,
@ppl!Bath!, , pp! /#,15, 2002!
[] +!89e6ic, / generalization of Ostrows5i;s ine3ualit and a%%lications in
nu&erical integration, @ppl! Bath! (ett!, 11, +o!2, pp! 133,131, 200!
[#] +!89e6ic, <rror ine3ualities for a 3uadrature for&ula of o%en t%e,
He6ista -olombiana de Batematicas, Iol!31, pp! 53,10#, 2003!
5