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Numerical Methods Homework: Integration Techniques

The document provides two numerical integration problems to solve, the first asking to derive a recursive composite Simpson's rule and apply Richardson extrapolation to improve the error, and the second asking to derive the Gaussian quadrature nodes and weights for a given integral and apply it to a specific integral. Both problems provide multiple parts asking to derive aspects of the numerical methods and apply them to compute sample integrals.

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Sheikh Usman Ali
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4 views1 page

Numerical Methods Homework: Integration Techniques

The document provides two numerical integration problems to solve, the first asking to derive a recursive composite Simpson's rule and apply Richardson extrapolation to improve the error, and the second asking to derive the Gaussian quadrature nodes and weights for a given integral and apply it to a specific integral. Both problems provide multiple parts asking to derive aspects of the numerical methods and apply them to compute sample integrals.

Uploaded by

Sheikh Usman Ali
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

H OMEWORK 13

120202: ESM4A - N UMERICAL M ETHODS

Spring 2016

Prof. Dr. Lars Linsen


Jacobs University

Due: Friday, May 13, 2016, at 7pm


(in the mailbox labeled “Linsen” in the entrance hall of Research I).

Problem 28: Simpson rule. (5+6+4=15 points)


R1
The composite Simpson rule for computing a definite integral I = 0 f (x)dx is given by
 n n

2 2 −1
h X X
I = f (0) + f (1) + 4 f ((2i − 1)h) + 2 f (2ih)
3 i=1 i=1

1
using an even number of intervals n and step size h = n. Its asymptotic error is O(h4 ).

(a) Derive a recursive scheme from the composite Simpson rule assuming that n is a power of 2.
(b) Use Richardson extrapolation to the recursive scheme in (a) to derive an estimate for I with an
improved asymptotic error.
(c) Apply your estimates in (a) and (b) to compute I for f (x) = x2 using n = 4 intervals.

Problem 29: Gaussian Quadrature. (6+5+1+3=15 points)


R2
Given integral I = 0 f (x)dx.
(a) Assuming the normalization q(1) = 1 for the polynomial q of the Gaussian quadrature theorem,
derive the two Gaussian nodes x0 and x1 for Gaussian quadrature of I.
(b) Derive the optimal weights Ai for the Gaussian nodes in (a) according to the Gaussian quadrature
scheme.
(c) For which polynomials f is the Gaussian quadrature scheme with the Gaussian nodes from (a)
and the weights from (b) exact?.

(d) Apply the computed Gaussian quadrature scheme plus an interval transformation to compute
R4
0
(3x3 + x + 3)dx.

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