Quadrature Constant P 9E4679
1. **State the problem:**
We want to find the constant $p$ and the error term for the quadrature formula:
$$\int_{x_0}^{x_1} f(x) \, dx = \frac{h}{2}(f_0 + f_1) + p h^2 (f'_0 - f'_1)$$
where $x_1 = x_0 + h$, $f_0 = f(x_0)$, $f_1 = f(x_1)$, and $f'$ denotes the derivative with respect to $x$.
Then, deduce the composite rule for integrating
$$\int_a^b f(x) \, dx$$
with $a = x_0 < x_1 < \cdots < x_N = b$.
2. **Use Taylor expansions:**
Expand $f(x)$ around $x_0$ to approximate $f_1$ and $f'_1$:
$$f_1 = f(x_0 + h) = f_0 + h f'_0 + \frac{h^2}{2} f''_0 + \frac{h^3}{6} f'''_0 + O(h^4)$$
$$f'_1 = f'(x_0 + h) = f'_0 + h f''_0 + \frac{h^2}{2} f'''_0 + O(h^3)$$
3. **Substitute expansions into the formula:**
Calculate the right side:
$$\frac{h}{2}(f_0 + f_1) + p h^2 (f'_0 - f'_1) = \frac{h}{2} \left(f_0 + f_0 + h f'_0 + \frac{h^2}{2} f''_0 + \frac{h^3}{6} f'''_0 \right) + p h^2 \left(f'_0 - \left(f'_0 + h f''_0 + \frac{h^2}{2} f'''_0 \right) \right) + O(h^5)$$
Simplify:
$$= h f_0 + \frac{h^2}{2} f'_0 + \frac{h^3}{4} f''_0 + \frac{h^4}{12} f'''_0 + p h^2 (- h f''_0 - \frac{h^2}{2} f'''_0) + O(h^5)$$
$$= h f_0 + \frac{h^2}{2} f'_0 + \frac{h^3}{4} f''_0 + \frac{h^4}{12} f'''_0 - p h^3 f''_0 - \frac{p h^4}{2} f'''_0 + O(h^5)$$
4. **Exact integral expansion:**
The exact integral expanded about $x_0$ is:
$$\int_{x_0}^{x_0 + h} f(x) \, dx = h f_0 + \frac{h^2}{2} f'_0 + \frac{h^3}{6} f''_0 + \frac{h^4}{24} f'''_0 + O(h^5)$$
5. **Match terms to find $p$:**
Equate the approximation to the exact integral up to order $h^4$:
$$h f_0 + \frac{h^2}{2} f'_0 + \frac{h^3}{4} f''_0 + \frac{h^4}{12} f'''_0 - p h^3 f''_0 - \frac{p h^4}{2} f'''_0 = h f_0 + \frac{h^2}{2} f'_0 + \frac{h^3}{6} f''_0 + \frac{h^4}{24} f'''_0$$
Compare coefficients:
- For $h^3 f''_0$:
$$\frac{1}{4} - p = \frac{1}{6} \implies p = \frac{1}{4} - \frac{1}{6} = \frac{1}{12}$$
- For $h^4 f'''_0$:
$$\frac{1}{12} - \frac{p}{2} = \frac{1}{24}$$
Substitute $p=\frac{1}{12}$:
$$\frac{1}{12} - \frac{1}{24} = \frac{1}{24}$$
which holds true.
6. **Error term:**
The leading error term is of order $h^4$, so the error is:
$$E = O(h^4)$$
7. **Composite rule:**
Divide $[a,b]$ into $N$ subintervals of width $h = \frac{b-a}{N}$ with points $x_0, x_1, ..., x_N$.
Apply the formula on each subinterval and sum:
$$\int_a^b f(x) \, dx \approx \sum_{k=0}^{N-1} \left[ \frac{h}{2} (f_k + f_{k+1}) + \frac{h^2}{12} (f'_k - f'_{k+1}) \right]$$
where $f_k = f(x_k)$ and $f'_k = f'(x_k)$.
This composite rule improves the trapezoidal rule by including derivative terms to increase accuracy.
**Final answers:**
$$p = \frac{1}{12}$$
Error term is of order $$O(h^4)$$.
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