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25.

Numerical Interpolation, Differentiation,


and Integration
PHILIPJ. DAVISAND IVANPOLONSKY
*

Contente
Formulas
Pege
25.1. Differences . . . . . . . . . . . . . . . . . . . . . . 877
25.2. Interpolation . . . . . . . . . . . . . . . . . . . . . 878
25.3. Differentiation . . . . . . . . . . . . . . . . . . . . 882
25.4. Intepation . . . . . . . . . . . . . . . . . . . . . . 885
25.5. Ordinary Differential Equations . . . . . . . . . . . . . 896
References . . . . . . . . . . . . . . . . . . . . . . . . . . . 898
Table 25.1. +Point Lagrangian Interpolation Coefficients (3 I n I S ) . . 900
[;I
n = 3 , 4 , p = - - (.01) E], Exact

n=5, 6, p=-p$] E], (.01) 10D

n=7,8, p = - pi1] E],


- (.1) 1OD

Table 25.2. +Point coefficients for k-th Order Daerentiation


(15kI5) . . . . . . . . . . . . . . . . . . . . . . . . . . 914
k=1, n=3(1)6, Exact
k=2(1)5, n=k+1(1)6, Exact
Table 25.3. n-Point Lagrangian Integration Coe5cients (3 I n 510) . . 915
n=3(1)10, Exact
Table 25.4. Abscissae and Weight Factors for Gaussian Integration
(2In596). . . . . . . . . . . . . . . . . . . . . . . . . . 916
n=2(1)10, 12, 15D
n = 16(4)24(8)48(16)96, 21D
Table 25.5. Abscissas for Equal Weight Chebyshev Integration
(21n59) . . . . . . . . . . . . . . . . . . . . . . . . . . 920
n=2(1)7, 9, 10D
Table25.6. Abscissae and Weight Factors for Lobatto Integration
(3 5 n I 10). . . . . . . . . . . . . . . . . . . . . . . . . . 920
n=3(1)10, 8-10D
Table 25.7. Abscissas and Weight Factors for Gaussian Integration
for Integrands with a Logarithmic Singularity ( 2 5 n 5 4 ) . . . . . 920
n=2(1)4, 6D
National Bureau of Standards.
* National Bureau of Standards. (Preaently, Bell Tel. Labe., Whippeny, N.J.1
876
876 NUMERICAL ANALYSIS

Table 25.8. Abscissae and Weight Factors for Gaussian Integration of Page
Momenta (1 S n S 8 ) .. . . . . . . . . . . . . . . . . . . . . 921
k=0(1)5, n=1(1)8, 10D
Table 25.9. Abscissae and Weight Factors for Laguerre Integration
(2SnS15). . . . . . . . . . . . . . . . . . . . . . . . . . 923
n=2(1)10, 12, 15, 12D or S
Table 25.10. Abscissae and Weight Factors for Hermite Integration
(2Sn120). . . . . . . . . . . . . . . . . . . . . . . . . . 924
n=2(1)10, 12, 16, 20, 13-15D or S
Table 25.11. Coefficienta for FilonaQuadrature Formula (0 5e-g 1) . , 924
e=o(.oi).i (.1) 1 , 8D
25. Numerical Interpolation, Differentiation, and Integration
Numerical analyste have a tendency to ac-
cumulate a multiplicity of tools each designed for
highly specialized operations and each requiring
special knowledge to use properly. From the
vast stock of formulas available we have culled
the present selection. We hope that it will be
useful. As with all such compendia, the reader
may miss his favorites and find others whose
utility he thinks is marginal.
We would have liked to give examplea to
illuminate the formulas, but this haa not been
feasible. Numerical analysis is partially a ecience
and partially an art, and short of writing a text-
book on the subject it has been imposeible to
indicate where and under what circumstances the
various formulas are useful or accurate, or to
elucidate the numerical difficulties to which one
might be led by uncritical use. The formulas are
therefore issued together with a caveat against bk=~$:(.--~)
if n and k am of same parity.
their blind application.
Forward Diferencu Central Dif.tncsr

2-1 f-1

Formulas

mainders.

25.1.3
25.1. Difemncea
Forwud DiiTerencea
25.1.1
Divided Mfllerencxm

25.1.4

877
878 NUMERICAL ANALYSIS

25.1.6 where *n(Z)=(Z-%) (Z-ZI) . . . (Z-zn) Remainder in Lagrmqe Interpolation Formula


and r:(z) is ita derivative:
25.2.3
25.1.7
*:(z&)= (zt-5) . * * (z&-zt-l)(Zt-zt+l)
. . . (zt-z.)
Let D be a simply connected domain with a 25.2.4
piecewise smooth boundary C and contain the
points a,, . . ., zn in its interior. Let f(z) be
qalytic in D and continuous in D+C. Then,
25.2.5

The conditions of 25.1.8 are assumed here.

25.1.10

25.1.11

Reciprocal DHenncea For n odd, (-; (n-l)Skl 31 (n-1)).


25.1.12
25.2.7

n even.

n odd.
25.2.8

(
s<
<
zl)

k has the same range aa in 25.2.6.


L y u a s e Two Point Interpolation Formula
(Linear Interpolation)
NUMERICAL ANALYSIS 879
w a n g e Three Point Interpolation Formula 25.2.18 R&)
25.2.11 .0049hyce)()= .0049Ae (O<p<l)
f(zo+~h)=A-if-i+Aofo+Alfi+R2 .0071hef([)=.0071A (-l<p<O, l<p<2)
.024hy((()k.024Ae (-2<p<-l, 2<p<3)
(z-r<<zs)
25.2.12
Lagrange Seven Point Interpolation Formula
Rib) .065hy()= .065Aa (IpI5 1)
Lagrange Four Point Interpolation Formula 25.2.19 f(zo+ph)=g
i-4
AJf+Re
25.2.13
25.2.20
f (&+ph)=A-if-i+Aojo+Ai fi+Ao fa+Ra .0025h7ff7)(()
A..0025A7 (Ip(<l)

k
-P(P--l) (P--2)f-l+(p--1)(P--2)fo .0046hf7()=.0046A7 (l<Jp1<2)
6 2
.Ol9hf7()= .019A7 (2<lp1<3)
(z-a<<zs)
Lagrange Eight Point Interpolation Formula

25.2.21

25.2.22

Rr (P)=

Let f(zlzo,zl, . . .,zk)denote the unique poly-


nomial of k degree which coincides in value with
f(z) at a, . ., zr.
25.2.23
880 NUMERICAL ANALYSIS

Taylor Erplnaion Everett'e Formula


25.2.24 25.2.31
f (%+PN =(1 --P)fo+ Pf1-
P(P-1) (P--2) 6;
3!

25.2.25 R,,=J:f(n+l) (t) @=$ dt

Relation Between Everett and Lagrange Coefficients


25.2.33
E2=A'_1 E4=A!2 Ea=AEa
(zo
<G
<) $',=A: F4=A! Fa=&
(For r,, see 25.1.6.)
Everett's Formula With Throwback
Newton% Forward Difference Formule (Modified Central Difference)

25.2.28 25.2.34

f(~o+Ph)=fo+P&+(G+ . . . +@*;+En

A2
xa . f a
25.2.29

(&
< z<n)
Relation Between Newton and Lagranee Coefficients
25.2.30
25.2.54 m=2n+l

ph) = (1 -p )jo +pji +E&.o +F&,1


f (+~
+E4%,O+F4$. 1 + (k=OJ1,.. ,Jn)
25.2.44 8:s 6'- .0131266+ .004368-.001610 25.2.55 m=2n
25.2.45 6&= 9- .278276'+ .06856'- .01661
25.2.% R = .00000083lp$,l+.00000946'
(k=OJIJ.. .,n) (k=OJlJ.. .Jn-l)
-1's Formula With Throwback
25.2.47 b, is arbitrary.
Subtabulation
f(2o+ph) = (1 -p>jo+pj1+ Bz.6:( 0 +
. ;6 1)
Let j(x) be tabulated initially in intervals of
P ( P - 1 ) (P-)) width h. It is desired to subtabulate j(z) in
+B36;+RJ B 2 = p vB3-
~ 6 intervals of width h/m. Let A and designate
differences with respect to the original and the
h
h a 1 intervals respectively. Thus &=j (z,,+z)
-j(;co). Assuming that the original 5* order
differences are zero
25.2.56

+ (1 -m) (1 -2m)
24m4
(1 -3m)
At

From this information we may construct the b a l


tabulation by addition. For m= 10,
25.2.57
-&=.1&-.045&+.0285~-.02066~
-@=.01&-.009&+.007725a
-g=.OOl&.00135G
-
2=.OOO1g
h e a r Inverse Interpolation
Find p, given jp(=j(ro+ph)).
Linear

f(x)"21 s+&
k-1
(akcos kx+bks b kz) 25.2.58
882 NUMERICAL ANALYSIS

Quadratic Inverse Interpolation Bivariate Interpolation


25.2.59
Three Point Formula (Linear)

+
(f1- 2fo+f- l)P8+ (fl -f- l)P +2(fo-fp) =0 25.2.65
Inverse Interpolation by Revemion of !hries
OD

25.2.60 Given f(zo+ph)=fp=C


akpk
k=O

25.2.61
p=h+C2h8+C3h3+ . . ., h=(fp-%)/$

25.2.62 f(zo+Ph,Yo+ n 4 = (1-P- n)fo. 0

ca= -a~lai +PfL o+ do,1 +OW)


Four Point Formula
25.2.66

-a,
al---
c5=-+>+ ai
3a; 2l&
a; ai

Inversion of Newton's Forward Difference Formula


+-14at
at i-
25.2.63 f (%+Ph,YO+ nk) = (1-PI (1-n)fo.o+P(1- nvi.o
%=fo +n(1 -Plfo, 1 +Pdl. 1 +W2)
Ai @ %+
ale&--+--- Six Point Formula
2 3 4 - . *
25.2.67

G At+
cca=s-4 ..*
a 4 =%a + . . .

(Used in conjunction with 25.2.62.)


Inversion of Everett'r Formula
25.2.64
%=jo
aI=s4---- +-+'+ s: s: s: 6'
...
3 6 20 30
6: ff+
aa=8-a - * .
25.3. Dmerentiation
-s:+s: 4+s:
= 6 - -Lagrange's Formula
% 24 + . a .

4 ...
a4=a+ 25.3.1
k=O

a,= -st+%+ (See 25.2.1.)


120 .-
~

(Used in conjunction with 25.2.62.)


{
{
NUMERICAL ANALYSIS 883
25.3.3 11 5
25.3.10 ...
h~i2=@-~+-~--A~+
12 6
rn(z) d (*+I) )
Rb(x)= (n+
fn+l) +(n+l)!& j (
1) ! (>?rb(z)
25.3.11
t=t (%I (G<<xn) hSjia)=&-- 3 7 15
,&+;i&-sG+. ..
Equally Spaced Abscissas
25.3.12
Three Points
17 7
25.3.4 hy44)=&--2&+ 6g--zg+...

f:=Y (zo+ph) 25.3.13


1
-- (p-
-h $If-* -2pj o + (P+#f l 1 +R; h 6 j i 5 ) = g5- , j g +
25s @ - s35
@+. ..

Four Points EverettsFormula


25.3.5 25.3.14
3P2-6P 4-2 j-l
f.=f(G+ph)=k{ - 6 hf(G+&) - - j o + j ~ - 3p2-@+2
6 8; ; 3Pi-1 6:
+3p2-4p-l
2 fo-
3p2-2p-2 jl -5p-20p3+ 15p2+1Op- 6 *.+5p4-120
15p2+4St
2 120
3p- 1 p+n--l P+n
++}. +R;
- - -[(
IS?
+ * 2n+1)]@+[(2.+1)1
Five Points
25.3.15
25.3.6 1 1 1 1
2p3-3p2-p+l j-2
1 hji=-jo+jl-, 6:-- 6 S:+ 20
- St+- 30 St
j:=f(%+Ph)=~
12
-4p3- 3P2---8P+4j-l+2P3;5Pjo MBFerences in Terms of Derivative8
6 25.3.16
-4p3i-3p2-8p-4
6 jl h3 h4 hs
&-hji+z j ~ + ~ j i a + ~5!j i 4 + - j ~

+2p3+3p2-p-1 j2)+R: 25.3.17


12
For numerical values of differentiation coeffi-
7
+e hji4)
& c5h2jia)+hyia) +z1 hyf)
cients see Table 25.2. 3 5
MarkoffsFormulas
25.3.18 @=hyia+,j
hfi+;i fA5)

(NewtonsForward Dserence Formula Differentiated) 25.3.19 & c5hyi4)+2hyi6


25.3.7 25.3.20 g c5hyi5)
p(ao+ph)-Ipo+22p-l@
1
Partial Derivatives
2

+
25.3.21
3p-6p+2A?i+ . . . +&
d (n)
P &j]+R:
6
25.3.8
(6) d p )+hn+l
R,=hy(n+l)
dp n+l
( (n+l
p )jb+l)(t)
dx
(%<<%)

25.3.9
1 1 1
hfi=&-,j@+B&-;iG+ ... - -0 - l
bjo, -l.o)+o(ha)
bx 2h (j1.0-f
884 NUMERICAL ANALYSIS

25.3.22 I 25.3.26

a&o-a
-- 1
1
(A -f- 1.1 +A,-1-f- 1. -1) +0(h2) a2.fo.0-
axay a
1
2
Cfl.l-~l,-l-f-l.l+f-l. -,,+0(h2)

25.3.23 25.3.27

a2f0
-3-
az2
O 1
h2
~f1,0-2f0.0+f-1,0~+0~h2~ a2f0.0- -1 c f i o+f-1,
. o+ fo. 1+fo. -1
axay 212
-2fo.o-f1.1-f-I. -1) +O(h2)

25.3.a
25.3.28

---
a;+0- I& (-fa. 04-16f1,o- 30f0,o
+ w-~. o) +o(h41
o-j-2,
-
a;$- -$cfa,0-4f1, O+ 6f0.0-4f-I, o+f-2. o) + 0(h2)

25.3.25 25.3.29

a;?-&
-- ~f1.1-~f0.I+f-l,l+f1.0-2f0.0+f~~.0
;.
f&-p -
1
~fl,l+f-l,l+fl.-l+f-l.--l

+f1.-1--2fo, -I+f-l.-l,+O(h> --2f1,,-2f -l,o-~fo,1-~fo,-l+~fo.o~+~~~B)


NUMERICAL hNALYSIS 885
Laplacian 25.3.33

25.3.30

V4%,0= -+2(2 acu acu


azay2+5do*o
- 25.4.4
Modified Trapeeoidal Rule

=p
1 [ ~ 0 ~ 0 . 0 - ~ ( ~ 1 , 0 + ~I s0u.- l , o + % . -1) Jrf(z)dz=h [$+fl+ . . . +fm-l+$]
h 1lm 6 (4) )
+2(UI,l+Ul, - l + ~ - l , l + ~ - - I .-1) +E [-f-1+f1+fm-1-fm+1l+720 hf (
+(%.2+ u2. o+u-2. O+%. -2) 1+0(h2)
886 NUMERICAL ANALYSIS

Simpeon'e Rule
25.4.5

(See Table 25.3 for A,(m).)


Newton-Cotes F O ~ U (~ CMl d Type)
(ForTrapezoidal and Simpson'sRules see 25.4.1-
25.4.6.)
25.4.13 5 rule)
(Simpeon'e 3

Extended Simpn's Rule


25.4.6 25.4.14 (Bode% rule)

(E) h7
8f("
+32js+7jJ - 945
25.4.15
Euler-Maclaurin Summation Formula
25.4.7
275f (*) (t)h7
+75f4+19fs)- 12096
25.4.16

(For &k, Bernoulli numbers, see chapter 23.)


and f("#)(z) do not change sign for
If f(a+2)(z) 25.4.17
q<z<~ then lRul is less than the first neglected
term. If f("+')(z)does not change sign for
z,<z<zm, ]Rut is less than twice the first neglected
term.
Lapnnge Formula
25.4.8
25.4.18
f(z)dz=k (L:"(a)--LP (a))ft +Rn
1-0

(See 25.2.1.)
25.4.9

25.4.19

Equally Spaad Abecissae


25.4.11

*See page XI.


25.4.20
~ o f ( 2 M z = -5h

25.4.21
299376
{ 16067Cf0+f10)

t106300C f 1 +fo) -48525 (f2 +fa) +272400 C f 8 +f71


-26O55OCfi+fd +427368fsI
-32691
1346350

Newton-Cotes Formulas (Open 'bp)

J;f(2)d2=F
3h
8592

f(*)()ha
( f I + f 2 1 + 4
NUMERICAL ANALYSIS

f(12) ()h13
J_:Df(z)dz=&

IRI S 1 4a7 9If'"(z)l,


{24f(z0)+4[f(z0+h) +f(zo-h)l

-[f(zo+a)
+f(zo--ih)] 1 +R

S designates the square


withvertices zo+i'h(k=O, 1,2,3); hcan becomplex.
Chebyahev's Equal Weight Integration Formula

25.4.28

Abscissas:
of
J",j(x)dx=-

2,
c
2 n
n 1-1
j(st>+ E n

is the itbzero of the polynomial part


887

25.422
2s exp [------
-n n
n .. .]
2.322 4-52 6-72'
28f (4) (4) h5 (See Table 25.5 for z,.)
[f(x)dz=$ (2f,-f2+2f3)+ 90
For n=8 and n210 some of the zeros are
25.4.23 complex.
95f4) ()he Remainder:
~ f ( z ) ~ (11f1+.f2+f3+llf4)+
z = ~ 144
+1 %=+I
- (n+l) ( ~ 2
25.4.24 R ~ = J - ~ (n+ 1) !f

6h
c f ( x ) d z = s (1 1fi- 14j2+26fr 14f4 +11fs)
-- 2
n(n+l>! 2 2.+y(n+I)
1-1
(f 1
+41f'"()h7 where (=(d
satisfies O I E I s and O l E t l s
140
25.4.25 (i=l, . . . ,n)

[f(X)d%=- 7h (6llf1-453f2+562f8+562j. Integration Formulas of Gaussian Type


1440
5257 (For Orthogonal Polynomials see chapter 22)
-453f~+611f,)+~~~')()W
G a u d Formula
25.4.26
1
8h 2504.29 J - l j ( ~ ) da= 1~ wij(zt)+Rn
=~
J;f(Z)dZ=- 945 (46Of1-954f2+2196f3-2459fr
Related orthogonal polynomials: Legendre poly-
3956
+2196fs-954f6+460f7)+~f(*)(~)hg nomials Pn(z)9 Pn(l)=l

Five Point Rule for Analytic Functions zero of Pn(x)


Abscissas: x, is the ith
25.4.27 Weights : w, =2/(1 -8)[Pn (2,,I2
t o +ih (See Table 25.4 for z1and w,.)
22n+1(n!)4
'n=(2n+i) [ ( 2 4 ! 1 3 f(2n)() (--1<<1)

Gauss' Formula, Arbitrary Interval

25.4.30 J)(Y)dY=T
b-a
c WJ(Yf) +a
n
1-1

Y"(9) Z , + (b+a
T)

*See page 11.


888 NUMERICAL ANALYSIS

Related orthogonal polynomials: Pn(z),Pn(l)=1


Abscissas: z( is the i"zero of P,(Z)
Weights: wt=2/(1-$) [P:(zt)I2
Related orthogonal polynomials:

=&~ZGRP~~O)
(21 (1-22)
(For the Jacobi polynomials P!".O' see chapter 22.)
Radau's Integration Formula
Abscissas:
25.4.31
ztis the i"zero of q,,(z)
Weights:
Related polynomials: &

(See Table 25.8 for ztand wt.)

Abscissas: xf is the im zero of Remainder :

Pn-l(z)+Z'n(d
z+1
Weights: 25.4.34
1 1-zt - 1 1
wf=2
[Pn4(zt)]2 1-z: [PL(zt)I2
Remainder: Related orthogonal polynomials:

Lobatto's Integration Formula Abscissas: zt=l-[j where is the im positive


zero of P2n+l(z).
25.4.32 Weights: ~,=2[jw:~"+~) where w12"+') are the
Gaussian weights of order 2n+l.
Remainder:

25.4.35
Related polynomials: P:-l(z)
Abscissas: zris th6 (i-lPzero of P:,,(z)
Weights: yt=a+ (b-ulzt
2
W{= (X'Pf 1) Related orthogonal polynomials:
n(n- 1) [Pn-1 ( 4 I'
1
(See Table 25.6 for z: and wi.9 -p2n+1
JCi (G),
~2,+1(1)=1

Remainder: Abscissas: x,=l-tj where is the itbpositive


zero of P2,,+l(z).
Weights: ~~=2[:w/*~+l) where ~ i ( " + ~ ) are the
Gaussian weights of order 2n+ 1.
NUMERICAL ANALYSIS 889
Bbscissas:
(2i-1)r
xf=cos
2n
Related orthogonal polynomials: Weights:
- r
Wac-
~2~ (Jl-x), P2n(1)=1 n
25.4.40
Abscissas: xi=l-t: where ti is the i" positive
zero of PZn(x)
.
Weights: wf=2wjZn) wiZn)
are the Gaussian weights
of order 2n. Related orthogonal polynomials: Chebyshev Poly-
Remrticder : nomials of Second Kind
sin [(n+l) arccos x] *

ey
un(x)= sin (arccos x)
Abscissas:
25.4.37 dy=dca 2wJ(yt)
i-1 +Rn x*=cos -r
n+ 1
i *

yf=a+ (b-ah Weights:


r i *
Related orthogonal polynomials: wi=- sinZ-
n+l n+l
-
Pzn (41 =1
-z), P 2 n (1) Remainder:
Abscissas: (2%)
!22n+1f""'(t) (-1<t<1)
xi=l-t: where tf is the it"positive zero of PZn(x).
2L4.41
Weights: w , = ~ w / ~wjZn'
~ )are the Gaussian weights
of order 2n.
n
25.4.38
-1
f o d x =1-1x
JiZ wij(xf)
+R,
b+a b-a
-- 2
y*=+ 2 Xf
Related orthogonal polynomials: Chebyshev Poly-
nomials of First Kind Related orthogonal polynomials:
sin [(n+1)arccos x] *
un(z)= sin (arccos x)
Abscissas:
Abscissas:
(2i-1)r z *
Xt=COS
2n xi =cos -U
n+l
Weights :
U i *
wi=- sin2 -r
n+l n+l

Related orthogonal polynomials:

b+a b--a Abscissas:


Y=i+
- x-* 2 2 2i-1 r
xi=cos2 -- -
2n+l 2
Related orthogonal polynomials: Weights :
Tn (1) =F
Tn (2) t
1 Wf=-
2r
Xf

*See pnge 11.


890 NUMERICAL ANALYSIS

Remainder:
n! Jr
2"(2n)!f""(> (-
Rn=- < 1
Filon'a Integration Formula a
25.4.47

Related orthogonal polynomials:

Abscissas:
2i-1 r
x: =cos2 - -
*
2n+l 2
Weights:
2r
w:=2n+l z:

Related orthogonal polynomials: polynomials or-


thogonal with respect the weight function --In z
Abscissas: See Table 25.7
Weights: See Table 25.7
25.4.45
l+co2 e sin 28
(
~(e)=2 8"--
@ )
Related orthogonal polynomials: Laguerre poly-
nomials Ln(z).
Abscissas: z: is the i* zero of Ln(Z) For small 8we have
Weights:
'Zr 25.4.53
* 2e3 2e6 28'
wi= (~+~)TL+~(s:)I* a=---
45 315 4725 "*

(See Table 25.9 for xf and wt.) 2 2e2 48' 28'


Remainder: @-' +---+-- ...
-5 15 105 567

25.4.46

Related orthogonal polynomials: Hermite poly-


nomials Hn(z).
Abscissas: z: is the it"zero of Hn(z)
Weights:
2"-Ln! 6
n2[Hn-1(zdl2 * For certain difficulties associated with this formula,
see the article by J. W. Tukey, p. 400, "On Numerical
(See Table 25.10 for zf and toc.) Approximation," Ed. R. E. Langer, Madison, 1959.
*See page 11.
25.4.56 S2n-1=gf2f-1
sin (tx2f-l)
1
I=
(Xf, Y i) wi
(020) 112 ~=0(h4)
n
25-4-57 C ~ , - ~I=
=
1 ~ j $COS
? . (t22f-1)
~ (hh,O), (0,fh) 1/8

O r , Y3 wi
-
1
J
2uh r
~(X,Y)G%=-
1 2Tn
C
2m 12-1
f(h COS
nn
mj
">
h sin -
m
(090) \12
+0(hh"-2
Circle C: i+
y2< ha. (fh,O) 1/12 ~=0(h4)
25.4.61 (fz'fzJ3)
h h 1/12

-
1
JJf(x,Y)d;rdy=k wJ(z*,yJ+R
uh2 c i-1
(xi, Yf) Wt Square' S: l x l l h , J Y ! S h
(OJ 'I 1/6 25.4.62
1
(fh,O) 1/24 R=O(h6) >JJf('J ?/)dsdy=&
4h i=1 WJ(xf,Y<) +R
R

(Xi, Yd Wt

(090) 419
( fhl fh) 1/36 R=O(h4)
(fh,O) 1/9
/n i h \ 1 In

(xt, Vi) Wi 4 For regions, such as the square, cube, cylinder, etc.,
which are the Cartesian products of lower dimensional
(0,O) 1/9 regions, one may always develop integration rules by
"multiplying together'' the lower dimensional rules. Thus
if
(J6-lh ,,%!,Js-Ih sin 2Tk IS+&
10 10 10 i.) 3 6 0 Sp1j(z)ha 5
i=l
wij(Zi)

('"' * ' 'J1o) is a one dimensional rule, then


-
(.,/!I!$h~~~,$+AhsinM
10 10 -)
10 IS-&
3 6 0
S,'S,lf(zj v)&dgs & wimif(zilzi)
iJ-1

beoomea a two dimensional rule. Such rules are not


R=O(h'') neceassrily the most "economical".
PJUMERICAL ANALYSIS 893
(A4 h , - + 4h) 251324
R=O(h6)
<or*$ h) 10181

($ h,O) lOl8l

Equilateral Triangle T
Radius of Circumscribed Circle=h
25.4.63 (XC,YO
1
- JJTf(z,Y)dzdy=e Wff(2f,Yf)+R a@ 270/1200
54 a h 2 1-1
G + 1
((7)
h,o) 155-fl
-m+1 1200
(( 14 >h R =O(h6)

4G7
+1
)4
((-F)h,O)
I 1554-G
(Xf,YO
C0,O)
Wf
314
((fly) h,*(+-)
0 1
m) 1200

R=O(hs)
(h,0) 1/12 Regular Hexagon H
Radius of Circumscribed Circle=h
1/12
(+$) 25.4.64
1
-JJj(x,Y)dzdy=k1-1 W f A X f , Yf)+R
?2 a h z H

(-3tfzfi)
h h 3/60
R=o(~*) (Zf ,Yf ) Wf

(090) 21/36
(-kt 0) 8/60
(ASfZ
h h d-3) 5/72 R=O(h4)
($*t 43) 8/60
(fh,O) 5/72
894 NUMERICAL ANALYSIS

(xr,?/r,2 3 W#

(f4*& A, h,O)

(*&ho, *&h) 1/15

I ( O , * & h , f d h ). - I

(X#,Y#) 201
R=O(V)
(f h,0,O)
(0,O) 258/1008
(0, *h, 0) 1/30
(A+-& m) 125/1008 R=OW ((40, fh)
z,)
fg
-
(X#,Yf, 'u)f
(fh 0) 125/1008
&h)
9 9

Surface of Sphere 2: zZ+y2+z2=h* (*&h, h, f 27/840


25.4965
1 (*.&hf&h,O)
Ssf(xt~,4d~=
f r l&w.f(x:,vt,Zd+R

(f.&h,O,f&h) 32/840 R=O(h*)

(0, f &h, &h) f

(fh,O, 0)
(0, fh, 0) 40/840
(090, fh)
Sphere S: $+yP+z*<h*
(21, %,23 wi 25.4.66
(fh,O,O) 1/6
1
~=0(h4) -s s s l ( z , Y , Z ) d n l y d ~ =w~d ( w h ,z:)+R
(o,fh,o) 1/6 :*ha B
(O,O,fh) 1/6
(Zc,Yr,Zr) Wt cf,=sum of values off at the 6 points midway
from the center of C to the 6 faces.
(O,O,0) 2/5 cfr=sum of values o f f at the 6 centers of the
(fh,O,o) 1/10 faces of c.
~=0(h4) cfo=sum of values off at the 8 vertices of C.
(0, fh,O) 1/10 c f e = S U m of values o f f at the 12 midpoints of
edges of C.
(O,O,&I&) 1/10
cfd=sum of values o f f at the 4 points on the
Cube6 C: IzlSh diagonals of each face at a distance of
IYl S h i&h from the center of the face.
2
IzlSn.

Tetrahedron: F
(zt,Yt, zo wr 25.470
(-+h,O,O) 1/6
R=o(~*)
'$$Sf
V
(w,
z)dzdydz=qj1 Cfw+z
9 CfY
(0, fh,O) 1/6 9- +terms of 4thorder
(O,O,*h) 1/6 32 1 4
=Gfm+%C f o + C~ f a
25.4.68

&J$Jf(r,Y,z)ddYdz
C
where
+terms of 4" order

1
V: Volume of T
=-360 [-496fm+128Cf,+8cf,+5cfo]+O(h~)
zfo:Sum of values of the function at the vertices
25.4.69 of F.
1
=-450 [91Cf1-4OCfe+ 16Cfd]+O(h6)
cfe:
Sum of values of the function at midpoints
of the edges of F.
where fm=f(o, 0,0) . CfY: Sum of values of the function at the center
of gravity of the faces of 5.
I see footnote to 26.4.62. fm: Value of function at center of gravity of T.
896 NuadERIcAL ANALYSIB

25.5. Ordinary DiEerential Equations'


First Order: y'=j(x, y)
Point Slope Formula

25.5.1 Y.+l 'Y .+ hY: + 0(h2)


25.5.2 Yn+1=yn--l+2hY:+ o(ha)
Trapeddal Formula

h
25.5.3 Y,+l=y.+z (Y:+,+Y:) +o(m

6 The reader is cautioned against possible instabilities


especially in formulas 25.5.2 and 25.5.13. See, e.g.
(25.11I, [25.121.
NUMERICAL ANALYSIS 897

Runge-Kutta Method
25.5.20
Yn+l=Yn+h [y:+g
1
1
(k,+kz+b> +O(h6)

Systems of Differential Equations


First Order: y=f(r,y,z), z=g(z,y,z).
Second Order Runge-Kutta
25.5.17
1
yn+l=yn+2 (k1+kz)+O(h3),
1
Zn+l=zn+S (h+&)+O(h3)

Runge-Kutta Method

25.5.22 yn+,=yn+h

*See page 11.


898 NUMERICAL ANALYSIS

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