Newton–Cotes formulas

E898476

Newton–Cotes formulas are a family of numerical integration methods that approximate definite integrals by interpolating the integrand with equally spaced polynomial points.

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Observed surface forms (1)

Surface form Occurrences
Simpson's 3/8 rule 1

Statements (47)

Predicate Object
instanceOf numerical integration method family
quadrature rule family
advantage simple weights for equally spaced grids
appliesTo continuous functions on a closed interval
approximate integral of f(x) over [a,b]
are one-dimensional quadrature rules
assume equally spaced nodes
assumption function sufficiently smooth on integration interval
basedOn polynomial interpolation
canBe composite rules over subintervals
characterizedBy equally spaced interpolation points
closedFormulasUse nodes including both endpoints
compositeVersion applies basic rule on many subintervals
contrastWith Gaussian quadrature
convergenceProperty converge as step size tends to zero for smooth functions
disadvantage Runge phenomenon for many equally spaced nodes
instability for high-degree polynomials
errorDependsOn degree of interpolating polynomial
higher derivatives of integrand
step size
hasMember Boole's rule NERFINISHED
Simpson's 3/8 rule NERFINISHED
Simpson's rule NERFINISHED
closed Newton–Cotes formulas NERFINISHED
open Newton–Cotes formulas
trapezoidal rule NERFINISHED
historicalPeriod 18th century mathematics
integrationIntervalNotation [a,b]
introducedInContextOf classical analysis
mathematicalField computational mathematics
numerical analysis
namedAfter Isaac Newton NERFINISHED
Roger Cotes NERFINISHED
openFormulasUse nodes excluding endpoints
relatedConcept numerical quadrature
order of accuracy
truncation error
relatedTo finite difference approximations
stabilityIssue high-degree closed formulas can be numerically unstable
subclassOf interpolatory quadrature rules
typicalDomain real-valued functions
typicalUse low-order formulas like trapezoidal and Simpson's rule
usedFor approximating definite integrals
usedIn applied physics computations
engineering simulations
scientific computing
useWeights precomputed coefficients for each node

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Simpson's rule specialCaseOf Newton–Cotes formulas
Simpson's rule relatedRule Newton–Cotes formulas
this entity surface form: Simpson's 3/8 rule