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b b
a f (x)g(x) dx f (c)a g(x) dx
f (n 1) () n
Sea f (x) Pn (x) E n (x) = Pn (x) (x xi )
(n 1)! i 0
b b b
a f (x) dx a Pn (x) dx a E n (x) dx
ERROR
b b
a f (x) dx a Pn (x) dx
x i x 0 ih , i 0, n
ba
h
n
n n n
xx n n
h(s k)
Pn f (x i )Li (x) = f (xi ) xi xkk = f (xi ) h(i k)
i0 i0 k0 i0 k 0
k i k i
n n
sk
Pn f (x i )
i0 k0 i k
k i
Si x x 0 sh dx hds
Luego, reemplazando en
b b
a f (x) dx a Pn (x) dx
se tiene
n n
sk
0
b n
a f (x) dx h
i0
f (x i )
k0 i k
ds
k i
Si n es IMPAR
h n 2 f (n 1) () n
(n 1)! 0
ERROR= s(s 1)(s 2) (s n) ds
Si n es PAR
h n 3 f (n 2) () n 2
(n 2)! 0
ERROR= s (s 1)(s 2) (s n) ds
b h
a f (x) dx 2 [f (x 0 ) f (x1)]
donde
b ba
a f (x) dx 2
[f (a) f (b)]
b h
a f (x) dx 3 [f (x 0 ) 4f (x1) f (x 2 )]
donde
ba
h , x0=a, xi=x0+ih, x2=b
2
b ba ab
a f (x) dx 6
f (a) 4f f (b)
2
b 3h
a f (x) dx 8
[f (x 0 ) 3f (x1 ) 3f (x 2 ) f (x 3 )]
donde
ba
h , x0=a, xi=x0+ih, x3=b
3
4) n=4
b 2h
a f (x) dx 45 [7f (x 0 ) 32f (x1) 12f (x 2 ) 32f (x 3 ) 7f (x 4 )]
donde
ba
h , x0=a, xi=x0+ih, x4=b
4
Sean
x i x 0 ih , i 1, n 1
ba
h
n2
𝑥 = 𝑥0 + sh, s ∈ 〈a, b〉
x0 a h , xn b h , x 1 a , x i x 0 ih
dx=h ds
Luego, reemplazando en
b b
a f (x) dx a Pn (x) dx
se tiene
n n 1 n
sk
1
b
a f (x) dx h
i0
f (x i )
k0 i k
ds
k i
Si n es IMPAR
h n 2 f (n 1) () n 1
(n 1)! 1
ERROR= s(s 1)(s 2) (s n) ds
Si n es PAR
h n 3 f (n 2) () n 1 2
(n 2)! 1
ERROR= s (s 1)(s 2) (s n) ds
ba
n=2m, h , a x 0 x1 x 2m b
2m
x j x 0 jh , j 0, 1, , 2m
b x2 j
a f (x) dx
j1
x 2 j 2
f (x) dx
h
m
5
= f (x 2 j 2 ) 4f (x 2 j1 )f (x 2 j ) f ( 4) ( j )
h
j 1 3 90
h h5
m m m m
= f (x 2 j 2 ) 4 f (x 2 j1 ) f (x 2 j ) f ( 4 ) ( j )
3 j1 90
j1 j1 j1
h
m 1
h5
m m m
= f (x 2 j ) 4 f (x 2 j1 ) f (x 2 j ) f ( 4 ) ( j )
3 j 0 90
j1 j1 j1
Esto se transforma en
h
m 1
h5
m m
= f (x 0 ) 2 f (x 2 j ) 4 f (x 2 j1 ) f (x 2m ) f ( 4 ) ( j )
3 90
j1 j1 j1
j [x 2 j 2 , x 2 j ]
Consideremos
m m
j f (4) ( j ) f (4) ()
j 1
f ( 4 ) ( j )
j1
f ( 4) () m f ( 4) ()
h h5
m 1 m
b
a f (x) dx f (x 0 ) 2 f (x 2 j ) 4 f (x 2 j1 ) f (x 2m ) mf ( 4) ()
3 90
j1 j1
ba ba
Pero, h m
2m 2h
h
m 1
h4
m
b
a f (x) dx f (x 0 ) 2 f (x 2 j ) 4 f (x 2 j1 ) f (x 2 m )
3 180
(b a) f ( 4) ()
j 1 j 1
ERROR
Es decir
h
m 1 m
b
a f (x) dx f (x 0 ) 2 f (x 2 j ) 4 f (x 2 j1 ) f (x 2m )
3
j1 j1
b
a w(x)f (x) dx
i 1
ci f (x i ) E
Como existen 2n incógnitas entre los xi y ci, entonces consideremos f una función 2n-
veces diferenciable y {Pi} una sucesión de “polinomios ortogonales” en [a, b] relativos al
peso w(x).
Luego, f se puede interpolar con un polinomio Q(x) de grado 2n-1, y se puede escribir
de la forma:
f ( 2 n) ()
n
f (x) Q(x)
(2n)!
i 1
(x x i )2 (1)
donde
De (1)
f ( 2 n) ()
n
a w(x)
b b b
a a
2
w(x)f (x) dx w(x)Q(x) dx (x x i ) dx
(2n)! i 1
f (2n) ()
n n
b b
a w(x)f (x) dx
i 1
ci f (x i )
(2n)! a w(x)
i 1
(x x i )2 dx
ERROR
donde
b
ci a w(x)Li (x) dx
n
xx
Li (x) xi xkk
k 0
k i
b
a w(x)f (x) dx
i 1
ci f (x i )
1) CUADRATURA DE GAUSS-LEGENDRE
w(x)=1, [a,b]=[-1,1]
b ba 1 b a ba
a f (x) dx 2 1f 2
t
2
dt
1 n
1 g(u) du
i 1
ci g(x i ) ERROR O
1 n
1 g(u) du
i 1
ci g(x i )
donde
2(1 x i2 )
ci xi son los ceros de Pn(x)
n 2 Pn 1 (x)
2
2n 1 (n!) 4 f ( 2 n) ()
ERROR <-1,1>
(2n 1) (2n)!
3
N xi ci
1 0 2
2 0.5773503 1
3 0.7745967 0.5555556
0 0.8888889
4 0.8611363 0.3478548
0.3399810 0.6521452
5 0.9061798 0.2369269
0.5384693 0.4786287
0 0.5688889
2) CUADRATURA DE GAUSS-LAGUERRE
w(x)=ex, [a,b]=[0,>
n
0 e x f (x) dx
i 1
ci f (x i ) ERROR
n
0 e x f (x) dx
i 1
ci f (x i )
donde
(n!) 2
ci
x i [Pn' (x i )]2
(n!)2 f ( 2 n) ()
ERROR
(2n)!
n xi ci
1 1 1
2 0.5857864 0.8535534
3.4142136 0.1464466
3 0.4157746 0.7110930
2.2942804 0.2785177
6.2899451 0.0103893
4 0.3225479 0.6031541
1.7457611 0.3574187
4.5366203 0.0388879
9.3950709 0.0005393
5 0.2635608 0.5217556
1.4134031 0.3986668
3.5964258 0.0759424
7.0858100 0.0036118
12.6408008 0.0000234
3) CUADRATURA DE GAUSS-HERMITE
2
w(x) e x , [a,b]=<-, >
n
2
e x f (x) dx ci f (x i ) ERROR
i 1
n
2
e x f (x) dx ci f (x i )
i 1
2n 1 n!
ci 2
Pn' (x i )
n!
ERROR f (2n) ()
2n (2n)!
xi ci
0 07724539
0.7071068 0.8862269
1.2247449 0.2954100
0 1.1816359
0.5246476 0.8049141
1.6506801 1.1816359
0 0.9453087
0.9585725 0.3936193
2.02011829 0.0199532
4) CUADRATURA DE GAUSS-CHEBYSHEV
1
w(x) , [a,b]=[-1, 1]
1 x2
f cos 22i n1 ERROR
n
1 1
1 1 x2
f (x) dx
n
i 1
2
ERROR 2n
f (2n) () , <-1,1>
2 (2n)!