Three Point Gaussian Quadrature Formula, ∫-11f(x) dx = 89 f(0) + 59 [ f(-35) + f(35) ] First we transform the interval [0,1] to [-1,1] by using, x = b + a 2 + b - a 2·u Here, a=0,b=1. x = 1 + 02 + 1 - 02·u x = 12 + u2 ⇒dx = du2 Therefore, ∫01e-x2 dx =∫-11e-u+122du2 ∫01e-x2 dx =12∫-11e-u+122du ∫01e-x2 dx =12[89 e-0+122 + 59 e--35+122 + e-35+122 ] ∫01e-x2 dx =12[89(0.7788)+590.9874+2.1975] ∫01e-x2 dx =1.2308