Approximate the following integral using Gaussian quadrature with n=3. Compare your result with
the exact one
Solution:
Consider the integral
Here,
Transform the given integral into an integral over by using the following transformation:
This permits Gaussian quadrature to be applied in any interval, because,
Therefore given integral transforms to,
Gaussian quadrature formula with is,
…… (1)
Here, and
Substituting these values in (1) gives,
Therefore,
= 0.6362131959