Chapter 5: Problem 13
Use the zeros of the Legendre polynomial \(P_{2}(x)\) to obtain a two-point quadrature formula $$\int_{-1}^{1} f(x) d x \approx A_{1} f\left(x_{1}\right)+A_{2} f\left(x_{2}\right)$$
Short Answer
Expert verified
The two-point quadrature formula using the zeros of the Legendre polynomial \(P_{2}(x)\) is:
\[\int_{-1}^{1} f(x) d x \approx f\left(-\sqrt{\frac{1}{3}}\right) + f\left(\sqrt{\frac{1}{3}}\right)\]
Step by step solution
01
Finding the zeros of the Legendre polynomial \(P_{2}(x)\)
The Legendre polynomial of degree 2 is given by the formula \(P_{2}(x) = \frac{1}{2}(3x^{2} - 1)\). To find its zeros, we need to solve the equation \(P_{2}(x) = 0\):
\begin{align*}
\frac{1}{2}(3x^{2} - 1) &= 0 \\
3x^{2} - 1 &= 0 \\
3x^{2} &= 1 \\
x^{2} &= \frac{1}{3} \\
x &= \pm\sqrt{\frac{1}{3}}
\end{align*}
Thus, the zeros of the Legendre polynomial \(P_{2}(x)\) are \(x_1 = -\sqrt{\frac{1}{3}}\) and \(x_2 = \sqrt{\frac{1}{3}}\).
02
Finding weights \(A_1\) and \(A_2\)
To find the weights \(A_1\) and \(A_2\), we use the property of the Legendre polynomial that the weights are equal since the polynomial is symmetric with respect to the \(y\)-axis:
\[A_1 = A_2 = A\]
Now we use the property that the quadrature formula is exact for polynomials of degree up to 3, which means it can accurately integrate a polynomial of degree 3. We will use a polynomial of degree 1 as an example, so let's consider a linear function \(f(x) = ax + b\). We have:
\begin{align*}
\int_{-1}^{1} (ax + b) d x &= A(ax_1 + b) + A(ax_2 + b) \\
\int_{-1}^{1} (ax + b) d x &= A(a(x_1 + x_2) + 2b)
\end{align*}
Now we know that the integral of a linear function over the interval \([-1,1]\) is given by:
\[\int_{-1}^{1} (ax + b) d x = 2b\]
Comparing the quadrature formula and the exact integral, we get:
\[2b = A(a(x_1 + x_2) + 2b)\]
Since this equation must hold for all \(a\) and \(b\), we can see that \(x_1 + x_2 = 0\), and \(A = 1\). This property is indeed satisfied:
\[x_1 + x_2 = -\sqrt{\frac{1}{3}} + \sqrt{\frac{1}{3}} = 0\]
Therefore, we have \(A_1 = A_2 = 1\).
03
Forming the two-point quadrature formula using the obtained zeros and weights
Now that we have the zeros and weights, we can form the two-point quadrature formula:
\[\int_{-1}^{1} f(x) d x \approx A_{1} f\left(x_{1}\right)+A_{2} f\left(x_{2}\right) = f\left(-\sqrt{\frac{1}{3}}\right) + f\left(\sqrt{\frac{1}{3}}\right)\]
So, the two-point quadrature formula using the zeros of the Legendre polynomial \(P_{2}(x)\) is:
\[\int_{-1}^{1} f(x) d x \approx f\left(-\sqrt{\frac{1}{3}}\right) + f\left(\sqrt{\frac{1}{3}}\right)\]
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Quadrature Formula
The quadrature formula is a technique used to approximate the definite integral of a function. In other words, it helps us estimate the area under a curve by transforming it into a weighted sum of function values at specific points. For the exercise in question, we are using a two-point quadrature formula which takes the form:
- \( \int_{-1}^{1} f(x) \, d x \approx A_{1} f(x_{1})+A_{2} f(x_{2}) \)
Zeros of the Polynomial
The zeros of a polynomial are the values of the variable that make the polynomial equal to zero. For Legendre polynomials, like \(P_2(x) = \frac{1}{2}(3x^2 - 1)\), the zeros are strategically important. In numerical integration, these zeros are used as nodes or points at which the function is evaluated.
- For \(P_2(x)\), the zeros were calculated to be \(x_1 = -\sqrt{\frac{1}{3}}\) and \(x_2 = \sqrt{\frac{1}{3}}\).
Weights in Numerical Integration
In numerical integration, weights play a crucial role in determining the influence of the function values at the chosen nodes. The weights are coefficients that are multiplied with the function values in the quadrature formula.
- For the problem at hand, the weights \(A_1\) and \(A_2\) were determined to be equal because \(P_2(x)\) is symmetric around the y-axis, i.e., \(A_1 = A_2 = 1\).
Polynomial Degree
The degree of a polynomial, which in this exercise is 2 for \(P_2(x)\), indicates the highest power of the variable in the polynomial. A key concept in quadrature formulas is that they aim to integrate functions exactly up to a certain polynomial degree.
- In the given exercise, the two-point quadrature rule is exact for all polynomials up to degree 3.