Newton-Cotes quadrature

ID: newton-cotes-quadrature

A Newton-Cotes quadrature is an interpolatory quadrature rule whose quadrature nodes are equally spaced. Integrating the Lagrange interpolation polynomial gives quadrature weights . A Newton-Cotes closed quadrature includes both endpoints; an open rule uses interior quadrature nodes. Simpson's rule is the closed rule with three quadrature nodes. Its quadrature weights are .

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