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MATH20602

Numerical Analysis 1

Problem Sheet 4

Part A

The trapezium and Simpson’s rules are examples of quadrature rules.  A quadrature rule seeks to approximate an integral as a weighted sum of function values

\ab f(x) dx wk f(xk ),

where the xk  are the quadrature nodes and the wk  are called the quadrature weights. A quadrature rule is exact to order k, if it evaluates polynomials up to degree k exactly. A Newton-Cotes scheme of order n uses the Lagrange basis functions to construct

the interpolation weights. Given nodes xk  = a+kh, 0  n, where h = (ba)/n,

these points. If

n

pn  = Lk f(xk ),

k=0

then

\ab f(x) dx In (f) := \ab pn (x) dx = wk f(xk ),

where wk  = la(b) Lk (x) dx.

(4.1)    With the usual notation for Newton-Cotes quadrature and using equally spaced

quadrature points xk   = a + kh for h =  (b a)/n and k = 0, 1, . . . ,n, show that

By considering the polynomial [x (a + b)/2]n+1, show that the Newton-Cotes

whenever n is even.

(4.2)    Consider a function f(x) that is known at points xi to accuracy ϵi . Analyse the effects of data errors ϵi for both Simpson’s rule and the formula

\0 1 f(x) dx  (2f() f() + 2f())

by estimating |I(f) I(fϵ )| where I(f), I(fϵ ) are the results of the integration rule

in quadrature formula?

Part B

(4.3)    Approximate the following integrals using the Trapezium and the Simpson rule:

\ 1  x4 dx

\0 .5

 

2

x 4

 

dx.

Integrate the polynomials exactly and use your calculator to numerically evaluate the resulting formula.

(4.4)    A quadrature rule has degree of precision k if it evaluates the integrals of all polynomials up to degree k exactly, but where there exists a polynomial of degree k + 1 for which it doesn’t.

1. Find the degree of precision of the quadrature formula

\11 f(x)dx I(f) = f(^3/3) + f(^3/3).

2. Let h = (b − a)/3, x0  = a, x1  = a + h, x2  = b. Find the degree of precision of \ab f(x)dx I(f) = hf(x1 ) + hf(x2 ).

(4.5)    The quadrature formula 11 f(x)dx = c0 f(1)+c1 f(0)+c2 f(1) is exact for