MATH20602 Numerical Analysis 1 Problem Sheet 5
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MATH20602
Numerical Analysis 1
Problem Sheet 5
Part A
(5.1) In this problem we construct a non-linear function for which the trapezium rule gives a more accurate result than Simpson’s rule.
Calculate the errors in the trapezium rule and Simpson’s rule approximations of
1 1
:4 d:? and :5 d:!
尸 尸
Find the value of a constant 扌 such that the trapezium rule gives the exact value for
1
Ⅰ = ╱:5 _ 扌:4、d:!
尸
Determine also an interval for 扌, such that the trapezium rule gives a more accurate result for Ⅰ than Simpson’s rule.
(5.2) The Newton-Cotes formula with n = 3 on the interval [_1? 1] is
1
f (:) d: ≈ Ⅰ3 (f) = 2尸 f (_1) + 21 f (_1}3) + 22 f (1}3) + 23 f (1)? (1)
- 1
where the weights 2k are the integrals of the Lagrange basis functions Lk (:), and the quadrature nodes are :尸 = _1, :1 = _1}3, :2 = 1}3, and :3 = 1. Using the fact that formula (1) is exact for polynomials of degree 3, show that the weights satisfy the relations
2尸 + 21 = 1?
2尸 + 1 21 = 1
and hence determine all four of the weights.
This approach provides an alternative to evaluation of the integrals 1-1 Lk (:) d:.
Part B
(5.3) Consider the function f (:) = e-x }: and the integral
2 e-x
Suppose that we would like to estimate the error made in approximating this integral, by both the composite trapezium rule and the composite Simpson’s rule, with equispaced nodes :尸 ? :1 ? ! ! ! ? :n .
1. How large should n be to ensure that the approximation error via the composite trapezium rule is below 10-5 ?
2. How large should n = 2m be to ensure that the approximation error via the composite Simpson’s rule is below 10-5 ?
(5.4) Obtain a bound for the tail b2 of the improper integral
2 e-x2
Hence find a value of ó such that 尸2 agrees with 尸(b) up to an error of at most 10-5 .
Why is this sort of truncation useful in quadrature?
(5.5) In the improper integral
1
:- 1/2ex d:?
尸
the integrand is unbounded near to : = 0. Show how a change of variable can be used to circumvent this issue, and comment on the implications for quadrature of such an integral.
2023-04-04