Determine Weights of the Quadrature Rule $GL_2[f] := w_0f(-1) + w_1f(x_1) + w_2f(+1)$

numerical methodsquadraturesystems of equations

We're given the following Quadrature Rule on the Reference Interval $[-1,1]$:
$$GL_2[f] := w_0f(-1) + w_1f(x_1) + w_2f(+1)$$ Due to symmetrical reasons, we know that $x_1=0$

We're asked to find the weights $w_0, w_1, w_2$ such that the Quadrature Rule has Degree of Accuracy $q=3$. Then we're also asked to find its order of Convergence.

Best Answer

We set up our functions: $$f(x)=1, f(x)=x^1, f(x)=x^2, f(x)=x^3$$ If we evaluate $\int_{-1}^{1}f(x) dx$ we get 2, 0, $\frac{2}{3}$, 0 respectively.

Thus we can set up our equations: $$w_0 (1) + w_1 (1) + w_2(1)=2$$ $$w_0 (-1) + w_1 (0) + w_2(1)=0$$ $$w_0 ((-1)^2) + w_1 (0^2) + w_2(1^2)=\frac{2}{3}$$ $$w_0 ((-1)^3) + w_1 (0^3) + w_2(1^3)=0$$

Solving this, we get $w_0=w_2$, $w_0=w_2=\frac{1}{3}$, $w_1=2(1-w_0)= \frac{4}{3}$.

And the Order of Convergence is equal to the degree of accuracy, so here $3$.