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Applied Mathematics and Computation 172 (2006) 210221

www.elsevier.com/locate/amc

The second kind Chebyshev quadrature


rules of semi-open type and its
numerical improvement
M. Masjed-Jamei a,b,*, S.M. Hashemiparast a,
M.R. Eslahchi c,d, Mehdi Dehghan c
a
Department of Mathematics, K.N. Toosi University of Technology, Tehran, Iran
b
Center for Research and Studies, Sanjesh Organization, Ministry of Science,
Research and Technology, Tehran, Iran
c
Faculty of Mathematics and Computer Science, Department of Applied Mathematics,
Amirkabir University of Technology, No. 424, Hafez Avenue, Tehran, Iran
d
Management and Planning Organization, Tehran, Iran

Abstract

One of the less-known integration methods is the weighted NewtonCotes quadra-


ture rule of semi-open type, which is shown by:
Z bxn1 x0 n1h X
n
f xwx dx wk f x0 kh;
ax0 k0

where w(x) is a weight function on [a, b] and h ba


n1
is the step size. There are various
cases for the weight function w(x) that one can use. Here we consider the weight func-

*
Corresponding author. Address: Center for Research and Studies, Sanjesh Organization,
Ministry of Science, Research and Technology, Tehran, Iran.
E-mail addresses: mmjamei@aut.ac.ir (M. Masjed-Jamei), hashemiparast@knt.ac.ir (S.M.
Hashemiparast), cslahchi@aut.ac.ir (M.R. Eslahchi), mdehghan@aut.ac.ir (M. Dehghan).

0096-3003/$ - see front matter  2005 Elsevier Inc. All rights reserved.
doi:10.1016/j.amc.2005.01.138
M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221 211
p
tion wx 1  x2 , which is important in Numerical Analysis. Therefore, in this
paper, we would face with the following formula:
Z 1 p Xn  
2k
f x 1  x2 dx wk f 1 .
1 k0
n 1

It is known that the precision degree of above formula is n + 1 for even ns and is n for
odd ns. But we consider the upper and lower bounds as two additional variables to
reach a nonlinear system that numerically improves the precision degree of above for-
mula up to degree n + 2. In this way, we also give some examples to show the numerical
superiority of our idea.
 2005 Elsevier Inc. All rights reserved.

Keywords: Weighted NewtonCotes integration type; Numerical integration; Degree of accuracy;


The method of undetermined coecient; The method of solving nonlinear systems

1. Introduction

The Lagrange interpolation holds for any f 2 Cn+1[a, b] and distinct nodes
xi, i = 0, 1, . . ., n, so that we have [9]:
X
n
f n1 gx
f x li xf xi wn x; gx 2 a; b; 1
i0
n 1!

in which
Yn
x  xk
li x ; 2
k0
xi  xk
i6k

shows the Lagrange interpolator polynomials dependent on x0, x1, . . ., xn. Also
note that:
Y
n
wn x x  xi . 3
i0

By multiplying the weight function w(x) on both sides of relation (1) and
integrating on the interval [a, b] we get:
Z b X
n
f xwx dx wk f xk En f ; 4
a k0

where
Z b
wk lk xwx dx; 5
a
212 M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221

and
Z b
1
En f f n1 gxwn xwx dx; 6
n 1! a

is the error of integration formula.


ba
Now assume a = x0, h n1 , b = xn+1 = x0 + (n + 1)h and xi = a + (i)h for
i = 0, 1, . . ., n.
From (4) we can reach the (n + 1)-point weighted NewtonCotes formulas
of semi-open type, which are as follows [6,9]:
Z bxn1 X
n
f xwx dx wk f x0 kh En f . 7
ax0 k0

For example, when w(x) = 1, the (n + 1)-point formulas of the semi-open


NewtonCotes is obtained. Moreover if w(x) is considered the Jacobi weight
function, i.e.
a b
wx 1  x 1 x ; x 2 1; 1. 8
Then the (n + 1)-point formulas is obtained which we call them: Jacobi
NewtonCotes of semi-open type. For instance, if n = 1 is assumed in this case,
then:
Z 1   
2ab Ca 1Cb 1 1
f x1  xa 1 xb dx 4a b 5f 
1 Ca b 3 3
 
1
2a b  1f . 9
3
The above relation is in fact one-point JacobiNewtonCotes formula of
semi-open type.
To obtain the integration error of relation (7), we apply the following
theorem:
P
Theorem 1. Let ni0 wi f xi be (n + 1)-point weighted NewtonCotes formula
ba
of semi-open type with x0 = a, xn+1 = b and h n1 . Then there exists a
g 2 (a, b) such that
Z b Xn Z
n3 f
n2
g n1 2
f xwx dx wi f xi h t
a i0
n 2! 0
 t  1    t  nwt dt; 10
n+2
if n is even and f 2 C [a, b]. Moreover, we have:
Z b Xn Z
n2 f
n1
g n1
f xwxdx wi f xi h tt  1    t  nwtdt;
a i0
n 1! 0
11
if n is odd and f 2 Cn+1[a, b].
M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221 213

Proof. The above theorem for open type and w(x) = 1 has been proved in [7].
But note that since w(x) > 0 in general, so the foresaid proof can easily be
extended.
From Theorem 1, it is clear that for even ns we have:
Z bx1 n1h X
n
f xwx dx wi f x0 kh; f x xj ;
ax0 k0

j 0; 1; . . . ; n 1. 12

And for odd ns :


Z bx0 n1h X
n
f xwx dx wi f x0 kh; f x xj ;
ax0 k0

j 0; 1; . . . ; n. 13

In other words, the precision degree of integration formula (7) is n + 1 for


even ns and is n for odd ns. Our main approach in this article is to increase
the precision degree (7) for every n to n + 2 numerically.
To do this purpose, we consider x0, h and w0, . . ., wn as unknown variables.
In other words, the nonlinear system:
Z bx0 n1h X
n
f xwx dx wi f x0 kh; f x xj ;
ax0 k0

j 0; 1; . . . ; n 2; 14

can be numerically solvable for x0, b and w0, . . ., wn. In other words, we
extend the basic space {1, x, . . ., xn+1} to {1, x, . . ., xn+2} for even n and simi-
larly we extend the monomials functions {1, x, . . ., xn} to {1, x, . . ., xn+2} for
odd n.
For instance, this matter has been done on one special cases of Jacobi weight
function in Section 2. Note that this process is obviously extendable for any
other weight function on the nite interval [a, b].
The numerical results show the superiority of modied weighted Newton
Cotes formulas with respect to the usual weighted NewtonCotes ones of
semi-open type.
One of the advantages of semi-open weighted NewtonCotes quadrature
rules is a simple calculation of nodes and coecients as well as the presentation
of composed weighted NewtonCotes quadrature rules of semi-open type [8].
Here let us add that the singular integrals are also applicable for the above
mentioned formulas. 
214 M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221

2. Numerical results of modied ChebyshevNewtonCotes semi-open type


quadrature rules (second kind)
p
If in (7) we take wx 1  x2 or equivalently in (8) a b 12, then the
formula:
Z 1 p Xn  
2k
f x 1  x dx 2 wi f 1 ; 15
1 k0
n 1
will be derived, which we name it the (n + 1)-point second kind Chebyshev
NewtonCotes-formula of semi-open type. These formulas are as follows for
n = 1, . . ., 8:n = 1!
Z 1 p p
f x 1  x2 dx 0f 1 f 0;
1 2
n = 2!
Z 1 p     
2
p 1 1
f x 1  x dx 50f 1 60f  21f ,
1 64 3 3
n = 3!
Z 1 p     
p 1 1
f x 1  x2 dx 0f 1 f  0f 0 f ,
1 4 2 2
n = 4!
Z 1 p   
p 3
f x 1  x2 dx 197f 1 220f 
1 6144 5
     
1 1 3
1710f   260f 1205f ;
5 5 5
n = 5!
Z 1 p     
p 2 1
f x 1  x dx 2 0f 1 21f   12f 
1 128 3 3
   
1 2
46f 0  12f 21f ;
3 3
n = 6!
Z 1 p   
p 5
f x 1  x2 dx 104621f 1 88914f 
1 5898240 7
     
3 1 1
1492995f   1258180f  5898240f
7 7 7
   
3 5
704046f 821261f ;
7 7
M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221 215

n = 7!
Z 1 p     
p 3 2
f x 1  x2 dx 0f 1 22f   27f 
1 180 4 4
       
1 1 2 3
90f   80f 0 90f  27f 22f ;
4 4 4 4

n = 8!
Z 1 p   
p 7
f x 1  x2 dx 3 341 351f 1 1 677 096f 
1 293 601 280 9
     
5 3 1
71 295 588f   114 156 840f  228 190 410f 
9 9 9
     
1 3 5
192 819 816f 166 516 644f  4 899 303 048f
9 9 9
 
7
293 601 280f .
9
But according to the comments stated in Section 1, by solving the nonlinear
system (14) using the designed algorithm, which satisfy the conditions of Sec-
tion 2, we can obtain x0, x1, . . ., xn, h for the modied ChebyshevNewton
Cotes formulas of semi-open type in Table 1 for n = 0, . . ., 8.
Let us mention that the above results are derived by using the Maple 8.
Furthermore, one can observe the above results for w(x) = 1, wx p
1
1x2
and n = 1, 2, . . ., 8 in Refs. [2,4].

3. Some constraints under which the algorithm of solving the nonlinear system
(14) is feasible

From Section 2 we would like to use the Jacobi weight function for the case
a b 12 (second kind of Chebyshev weight function). On the other hand, it
should be noted that the relation (14) is an ill-posed nonlinear system. Because
q
if a b 12, then the terms arcsin(a + (n + 1)h), arcsin(a), 1  a n 1h2
p
and 1  a2 always exist in its left hand side.
For example, the left hand side of (14) for f(x) = 1,x when a b  12 are as
follows:
Z an1h p q
a n 1h a
1  x2 dx  1  a n 1h2
a 2 2
p 1 1
 1  a2  arcsina n 1h arcsina;
2 2
216 M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221

Table 1
Numerical values of a, h, w0, w1, w2, . . ., wn
n In = [a, a + (n + 1)h] Wi En
0 a = 0.0075190440 w0 = 0.0000119240 3.7 1010
h = 0.0000119243
1 a = 0.0000051178 w0 = 0.0000032727, w1 = 0.0000053837 1.0 1016
h = 0.0000043282
2 a = 0.0000056575 w0 = 0.0000106268, w1 = 0.0000099829, 1.0 1016
h = 0.0000041546 w2 = 0.0000118199
3 a = 0.0000068437 w0 = 0.0000146921, w1 = 0.0000427237, 5.0 1010
h = 0.0000066556 w2 = 0.0000221189, w3 = 0.0000207092
4 a = 0.0000051971 w0 = 0.0000112757, w1 = 0.0000098048, 1.0 1010
h = 0.0000037660 w2 = 0.0000166808, w3 = 0.0000019751,
w4 = 0.0000026534
5 a = 0.0000099998 w0 = 0.0025031920, w1 = 0.0175201504, 1.0 1010
h = 0.0000028571 w2 = 0.0450627689, w3 = 0.0550564631,
w4 = 0.0325235453, w5 = 0.0074957500
6 a = 0.0000449893 w0 = 0.0000062921, w1 = 0.0000104150, 3.0 1010
h = 0.0000017506 w2 = 0.0000211933, w3 = 0.0000171134,
w4 = 0.0000125786, w5 = 0.0000013789,
w6 = 0.0000010972
7 a = 0.0000587971 w0 = 0.0000092555, w1 = 0.0000191566, 1.0 1010
h = 0.0000023781 w2 = 0.0000440206, w3 = 0.0000491121,
w4 = 0.0000437312, w5 = 0.0000188606,
w6 = 0.0000091238, w7 = 0.0000000231
8 a = 0.0000067657 w0 = 0.0000012064, w1 = 0.0000034048, 1.0 1010
h = 0.0000002720 w2 = 0.0000093971, w3 = 0.0000145787,
w4 = 0.0000165001, w5 = 0.0000115679,
w6 = 0.0000057929, w7 = 0.0000011740,
w8 = 0.0000002768

Z an1h p q q
2
1 2 3 1 3
x 1  x dx 1  a n 1h  1  a2 .
a 3 3
Hence the algorithm of solving the nonlinear system (14) must have two fol-
lowing conditions for the (n + 1)-point formula:
1 < x0 a < 1 and  1 < a n 1h < 1;

in all iterations, otherwise the algorithm is stopped. Furthermore, the algo-


rithm should be designed such that the condition h > 0 holds in nal solution.
It is clear that the nodes of integration formula (14) are between a and
a + (n + 1)h.
M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221 217

4. The error analysis of the modied second kind ChebyshevNewtonCotes


quadrature rules of semi-open type

As was seen in Section 2, the values x0, h and w0, w1, . . ., wn were given for
integration formulas of the form:
Z bx0 n1h X
n
f xwx dx wi f xi ih; 16
ax0 i0

where w(x) is the Jacobi weight function on [1, 1] for a b 12. Now suppose
that:
Z 
 b Xn 
j  j a b 
en a; b  x 1  x 1 x dx  wi f x0 ih;
 a i0

j 0; 1; . . . ; n 2; n 1; 2; . . . ; 8; 17
and
Ena;b Max ej
n a; b; 0 6 j 6 n 2. 18
1
For example, if n = 2 and a b we have: 2
,
   q
0 1 1

 a 2h 2 a p2
e1 ; w0 w1  1  a 2h 1a
2 2 2 2

1 1 
 arcsina 2h arcsina 5:0  1010 ;
2 2
   q q
1 1 1
 1 1
e1 ; 
w0 a w1 a h 1  a 2h 
2 3
1  a2  0;
3
2 2 3 3

   q

1 1 a h
w0 a2 w1 a h
2 2 3
e21 ; 1  a 2h
2 2 4
q q
a 2 3 a 2h 2 a p
 1  a  1  a 2h 1  a2
4 8  8
1 1 
 arcsina 2h arcsina 0;
8 8
   
2 q
3 1 1  3 3 a 2h 2 3
e1 ; w0 a w1 a h 1  a 2h
2 2  5
q q q
a2 2 3 2 2 3 2 3
 1  a 1  a 2h  1  a2 
5 15 15 
1:0  1010 :
218 M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221

Table 2
Table of examples
Example Function Interval [a, b]
p
1 f1 x cos2 x 1  x2 0; p8
p
2 f2 x ecosx 1  x2 p
0; 10
2
p
3 f3 x ex 1  x2 [0, 0.25]
p
2
4 f4 x x1x
4 1 [0, 0.5]

By considering
 the denition En in (18), Table 2 shows the dierent values of
En 12 ; 12 , for n = 1, 2, . . ., 8.
1 ; 1
Furthermore, we add that the values En0;0 and En 2 2 for n = 1, 2, . . ., 9 can
be observed in [2,4].

5. Identifying some conditions for optimum use of data in Section 2

Since the nonlinear system (14) has been designed based on the monomial
space xj, so let us assume that f(x) has a convergent Taylor series:
X1
f j 0
f x aj x j ; aj . 19
j0
j!
Thus we can write
X
n2
f n3 w n3
f x aj x j x ; 1 < w < 1. 20
j0
n 3!
By using the results of Table 1, now it is not dicult to show that
Z ! !
 an1h X n2 X
n2 X n 
 a b j 
 aj xj 1  x 1 x dx  aj wi a ih 
 a j0 j0 i0

 Z an1h !
Xn1 X n 
 a b j 
 aj xj 1  x 1 x dx  wi a ih 
 j0 a i0

X
n2 X
n2
6 jaj jej
n 6 E n a; b jaj j. 21
j0 j0
Pn2
Therefore if we take Qn2 x j0 aj xj , in fact we have proved the follow-
ing inequality
Z 
 an1h X n 
 a b 
 Qn2 x1  x 1 x dx  wi Qn2 a ih
 a i0

X
n2
6 En jaj j; 22
j0

where wi, a and h are the same values as given in Sections 2 and 3.
M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221 219

P
The inequality (21) or (22) will be very helpful when n2 j0 jaj j 6 1. In this
way, we can see that the approximation
Z an1h X
n
a b
Qn2 x1  x 1 x dx wi Qn2 a i 1h; 23
a i0

acts much better than only for monomial functions xj, j = 0, 1, 2, . . ., n + 2.


For instance, one can consider the following polynomial class:
Pn2 j
j0 aj x
Rn2 x Pn2 . 24
j0 jaj j

This class clearly acts very much better than only for the monomial space xj,
j = 0, 1, 2, . . ., n + 2.
The mentioned residues in Theorem 1 can be corresponded to
R anh f n3 g n3 Pn2
a n3!
x dx and additional error in (22), which at most is En j0 jaj j.
This is the cost of extending monomials xj, from j = 0, 1, . . ., n to j = 0, 1, . . .,
n + 2. Therefore if f(x) has a rapidly convergent Taylor series, our new nodes
work better than the corresponding second kind of ChebyshevNewtonCotes
rules of semi-open type, as the examples of the next section show.

6. Numerical tests

First we remind that transferring the integral interval [c, d]


[a, b = a + (n + 1)h], (a and h are the obtained values from Section 3) is possible
using the following:
Z d Z b  
d c d c bc  ad
/t dt f x dx; where f x / x .
c a ba ba ba
25

Now consider the examples of Table 3. It is worth pointing out that in the
p
related examples the weight 1  x2 is cancelled. This is because of the fact that
i x
we convert fi(x)j = 1, 2, . . ., 10 by pg
1x2
j 1; 2; . . . ; 10. The functions, applied
in these examples, are almost well behaved on their corresponding intervals,
P1 j
so the value j0 f j!0 does not have much aection on the integration error,
as the following Tables 36 approve our claim. Note that in these tables,
SCNCQSO(n) is (n + 1)-point Second Kind of ChebyshevNewtonCotes
Quadrature rules of semi-open type and ISCNCQSO(n) is the improved
(n + 1)-point Second Kind of ChebyshevNewtonCotes Quadrature rules of
220 M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221

Table 3 Rp p
Exact value of 08 cos2 x 1  x2 dx 0.3637121200
n ISCNCQSO(n) Error SCNCQSO(n) Error
p
Table for f1 x cos2 x 1  x2
0 0.3926892020 0.0289770820 0.3084251377 0.0552869823
1 0.3834035365 0.0196914165 0.2966864049 0.0670257151
2 0.3731109589 0.0093988389 0.2938813910 0.0698307290
3 0.3640307613 0.0003186413 0.2939488100 0.0697633100
4 0.3824052312 0.0186931112 0.2939577627 0.0697543573
5 0.3580786000 0.0056335200 0.2939576035 0.0697545165
6 0.3802039719 0.0164918519 0.2939575881 0.0697545319
7 0.3794541645 0.0157420445 0.2939575882 0.0697545318
8 0.3788190552 0.0151069352 0.2939575884 0.0697545316

Table 4 Rp p
Exact value of 010 ecos x 1  x2 dx 0.8263492494
n ISCNCQSO(n) Error SCNCQSO(n) Error
p
Table for f2 x ecos x 1  x2
0 0.8539519374 0.0276026880 0.6707091575 0.1556400919
1 0.8474746131 0.0211253637 0.6625022390 0.1638470104
2 0.8402048255 0.0138555761 0.6605080607 0.1658411887
3 0.8338197934 0.0074705440 0.6605379270 0.1658113224
4 0.8467590232 0.0204097738 0.6605418545 0.1658073949
5 0.8336648000 0.0073155506 0.6605417684 0.1658074810
6 0.8451923925 0.0188431431 0.6605417608 0.1658074886
7 0.8446801201 0.0183308707 0.6605417605 0.1658074889
8 0.8442048900 0.0178556406 0.6605417604 0.1658074890

Table 5 R 0.25 2 p
Exact value of 0 ex 1  x2 dx 0.7468241328
n ISCNCQ-SO(n) Error SCNCQ-SO(n) Error
2
p
Table for f3 x ex 1  x2
0 0.2499937103 0.0076383641 0.1963495409 0.0460058053
1 0.2475894560 0.0052341098 0.1933054234 0.0490499228
2 0.2448906672 0.0025353210 0.1925647298 0.0497906164
3 0.2425228464 0.0001675002 0.1925753023 0.0497800439
4 0.2473235114 0.0049681652 0.1925767059 0.0497786403
5 0.2425301000 0.0001747538 0.1925766807 0.0497786655
6 0.2467436337 0.0043882875 0.1925766784 0.0497786678
7 0.2465514793 0.0041961331 0.1925766785 0.0497786677
8 0.2463781514 0.0040228052 0.1925766782 0.0497786680

semi-open type. Also Error = jApproximation Value  Exact Valuej, denotes


the error value.
M. Masjed-Jamei et al. / Appl. Math. Comput. 172 (2006) 210221 221

Table 6 R 0.5 p2
Exact value of 0 x1x4 1 dx 0.8669729870

n ISCNCQSO(n) Error SCNCQSO(n) Error


p
2
Table for f7 x x1x
4 1

0 0.4999874206 0.0060293695 0.3926990818 0.1012589693


1 0.4987900137 0.0048319626 0.3911710698 0.1027869813
2 0.4945262198 0.0005681687 0.3894995216 0.1044585295
3 0.4923538042 0.0016042469 0.3888435642 0.1051144869
4 0.4979811999 0.0040231488 0.3887692081 0.1051888430
5 0.5880155000 0.0940574489 0.3887791783 0.1051788728
6 0.4971501801 0.0031921290 0.3887817744 0.1051762767
7 0.4968603723 0.0029023212 0.3887821596 0.1051758915
8 0.4965842723 0.0026262212 0.3887821344 0.1051759167

7. Conclusion

In this article, we presented new numerical integration formulas for the sec-
ond kind of ChebyshevNewtonCotes quadrature rules of semi-open type and
showed that they are more accurate than the corresponding ChebyshevNew-
tonCotes of semi-open type rules. The main idea behind of our approach was
that we considered the lower and upper bounds of integral as two additional
variables, which led to nd new numerical integration formulas for the men-
tioned type. Finally we gave some interesting tests to show the superiority of
presented rules with respect to the usual ChebyshevNewtonCotes rules of
semi-open type. We point out that our approach can be applied for the subjects
in [15,8].

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