4.

10 Newton-Cotes Formulas

Figure 6.1. Polynomial approximation of f(x).

Consider the definite integral

(6.1)

We divide the range of integration (a, b) into n equal intervals of length h = (b − a)/n, as shown in Figure 6.1, and denote the abscissas of the resulting nodes by x0, x1, . . . ,
xn. Next we approximate f(x) by a polynomial of degree n that intersects all the nodes. Lagrange’s form of this polynomial, Eq. (3.1a), is

where li(x) are the cardinal functions defined in Eq. (3.1b). Therefore, an approximation to the integral in Eq. (6.1) is

(6.2a)

where

(6.2b)

Equations (6.2) are the Newton-Cotes formulas. Classical examples of these formulas are the trapezoidal rule (n = 1), Simpson’s rule (n = 2), and 3/8 Simpson’s rule (n = 3).
The most important of these formulas is the trapezoidal rule. It can be combined with Richardson extrapolation into an efficient algorithm known as Romberg integration,
which makes the other classical rules somewhat redundant.

Reference:

Kiusalaas, J. (2013). Numerical Methods in Engineering with Python 3. USA: Cambridge University Press.