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Exact weights and degree-nine exactness of the eight-panel rule
Statement
For the nodes and rule of Closed Newton–Cotes rule on eight equal panels, the weights are the integrals of the degree-eight Lagrange cardinal polynomials. Interpreting polynomial inputs by their evaluation functions, the rule is exact for the zero polynomial and every nonzero formal polynomial of degree at most .
Facts & Assumptions
Given: The nine equally spaced nodes , their weights , and the finite rule .
Closed Newton–Cotes rule on eight equal panels: with the displayed symmetric rational weights.
Cardinal-polynomial interpolation and Cardinal interpolation functions are polynomials of the stated degrees: each cardinal polynomial has degree , equals at , equals at the other eight nodes, and is ; every finite cardinal sum is zero or has degree at most .
Existence and uniqueness of the cardinal-polynomial interpolant and A nonzero real polynomial of degree has no more than distinct real roots: the degree-at-most-eight interpolant at nine distinct nodes is unique; equivalently, two such polynomials agreeing at all nine nodes are equal.
For a natural the function is differentiable everywhere with derivative ; for it is the constant , with derivative ; for a natural the function is differentiable at every with derivative ; consequently every polynomial function is differentiable at every real, with the derivative computed term by term, The second fundamental theorem: if is differentiable on with and is integrable, then , A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, and Integrable functions on form a set closed under sums and scalar multiples, and : each polynomial monomial is integrable, its integral is obtained from its power antiderivative, and finite sums integrate termwise.
Proof
Put and . Substituting into [F2] cancels the eight factors between numerator and denominator, giving . For , the pairs are , , , , and . These coefficients follow by multiplying the eight factors, and each denominator is the product of the corresponding integer differences.
Integrating each coefficient list by [F5] gives for . The factor in [F4] therefore gives , exactly the first five weights in [F1]. Reflection sends node to and, by the product formula in [F2], sends to ; the substitution preserves the integral. Thus the remaining four cardinal integrals equal the corresponding symmetric weights in [F1].
For the zero polynomial and every nonzero formal polynomial of degree at most , its cardinal interpolant is the evaluation of a formal polynomial of degree at most or is zero, and it agrees with the evaluation function of at all nine nodes by [F2]. Uniqueness [F3] makes the two evaluation functions equal. Integrating this finite identity and using step 2.1 and [F5] yields .
The nodes and weights in [F1] occur in equal pairs under , so by cancellation of the paired terms and the zero central term. The integral of the odd polynomial over is zero by the same substitution. The zero polynomial, and each nonzero formal polynomial of degree at most , has the form for a zero polynomial or nonzero formal polynomial of degree at most and a scalar ; step 3.1 and linearity therefore prove exactness through degree .
Depends on
- Closed Newton–Cotes rule on eight equal panels
- Cardinal-polynomial interpolation
- Cardinal interpolation functions are polynomials of the stated degrees
- Existence and uniqueness of the cardinal-polynomial interpolant
- A nonzero real polynomial of degree $n$ has no more than $n$ distinct real roots
- Monotone change of variable for Riemann-integrable functions
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
- For a natural $n \ge 1$ the function $x \mapsto x^{n}$ is differentiable everywhere with derivative $\iota(n)\,x^{\,n-1}$; for $n = 0$ it is the constant $1$, with derivative $0$; for a natural $n \ge 1$ the function $x \mapsto x^{-n}$ is differentiable at every $x \ne 0$ with derivative $-\iota(n)\,x^{-n-1}$; consequently every polynomial function is differentiable at every real, with the derivative computed term by term
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Sources
- L. Ridgway Scott, Numerical Analysis, 2nd ed., §13.1.1 (standard reference, not scraped)
- NIST Digital Library of Mathematical Functions, §3.5(iv), Interpolatory Quadrature Rules (standard reference, not scraped)