Q.4. State and prove that the Newton's Cote's formula.
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In numerical analysis, the Newton–Cotes formulas, also called the Newton–Cotes quadrature rules or simply Newton–Cotes rules, are a group of formulas for numerical integration (also called quadrature) based on evaluating the integrand at equally spaced points. They are named after Isaac Newton and Roger Cotes.
The Newton-Cotes formulas are an extremely useful and straightforward family of numerical integration techniques.
To integrate a function f(x) over some interval [a,b], divide it into n equal parts such that f_n=f(x_n) and h=(b-a)/n. Then find polynomials which approximate the tabulated function, and integrate them to approximate the area under the curve. To find the fitting polynomials, use Lagrange interpolating polynomials. The resulting formulas are called Newton-Cotes formulas, or quadrature formulas.
Newton-Cotes formulas may be "closed" if the interval [x_1,x_n] is included in the fit, "open" if the points [x_2,x_(n-1)] are used, or a variation of these two. If the formula uses n points (closed or open), the coefficients of terms sum to n-1.
If the function f(x) is given explicitly instead of simply being tabulated at the values x_i, the best numerical method of integration is called Gaussian quadrature. By picking the intervals at which to sample the function, this procedure produces more accurate approximations (but is significantly more complicated to implement).
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that the final rule $S_n=Q_n+\tilde E_n$ is interpolatory. The correction $\tilde E_n$, depending on the divided differences of the data, might be considered a {\em realistic correction} for $Q_n$, in the sense that $\tilde E_n$ should be close to the magnitude of the true error of $Q_n$, having also the correct sign. The analysis of the theoretical error of the rule $S_n$ as well as some classical properties for divided differences suggest the inclusion of one or two new points in the given panel. When $n$ is even it is included one point and two points otherwise. In both cases this approach enables the computation of a {\em realistic error} $\bar E_{S_n}$ for the {\it extended or corrected} rule $S_n$. The respective output $(Q_n,\tilde E_n, S_n, \bar E_{S_n})$ contains reliable information on the quality of the approximations $Q_n$ and $S_n$, provided certain conditions involving ratios for the derivatives of the function $f$ are fulfilled. These simple rules are easily converted into {\it composite} ones. Numerical examples are presented showing that these quadrature rules are useful as a computational alternative to the classical Newton-Cotes formulas.
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