PHY 480 - Computational Physics
Michigan State University, Spring Semester 2006

INTEGRALS I

Basic formulae

ó
õ
x° + h

x°

f(x) d x = h f(x° + h) - h2
2
f¢(x) + ... ,   x Î (x°,x°+h)
(1)
ó
õ
x° + h

x°

f(x) d x =  h
2
( f(x°) +f(x° + h) ) - h3
12
f¢¢(x) + ...
(2)
ó
õ
x° + 2 h

x°

f(x) d x =  h
3
( f(x°) +4 f(x° + h) + f(x° + 2 h) ) - h5
90
f(iv)(x) + ...
(3)
ó
õ
x° + 3 h

x°

f(x) d x =  3 h
8
( f(x°) +3 f(x° + h) + 3 f(x° + 2 h) + f(x° + 3 h) ) - 3 h5
80
f(iv)(x) + ...
(4)
ó
õ
x° + 4 h

x°

f(x) d x 
2 h
45
( 7 f(x°) +32 f(x° + h) + 12 f(x° + 2 h) + 32 f(x° + 3 h) +7 f(x° + 4 h) ) -
8 h7
945
f(vi)(x) + ...                                                                             (5)

 

Formulae with derivatives

ó
õ
x° + h

x°

f(x) d x =  h
2
( f(x°) +f(x° + h) ) +  h2
12
( f¢(x°) -f¢(x° + h) ) +  h5
720
f(iv)(x) + ...
(6)
ó
õ
x° + 2 h

x°

f(x) d x =  h
15
( 7 f(x°) +16f(x° + h) + 7 f(x° + 2 h) ) +  h2
15
( f¢(x°) -f¢(x° + 2 h) ) +  h7
4725
f(vi)(x) + ...
(7)