MATH20602 Numerical Analysis 1 Problem Sheet 4
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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 ≤ k ≤ n, where h = (b− a)/n,
these points. If
n
pn = 之 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 |
|
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
2023-04-03