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    Problem Set 8

    Uploaded by

    Brian Dunn
    This document contains instructions for Problem Set 8 in a Numerical Computing course. It includes 5 problems: 1. Finding coefficients for a quadrature rule using Lagrange polynomials. 2. Finding coefficients for a different quadrature rule to be exact for polynomials up to degree 1. 3. Exercises from the textbook involving evaluating definite integrals using Gaussian quadrature. 4. Estimating the number of subintervals needed for a numerical quadrature rule to achieve an error less than 10^-4. 5. Coding Simpson's rule to evaluate a definite integral.

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    Problem Set 8

    Uploaded by

    Brian Dunn
    15 views3 pages
    This document contains instructions for Problem Set 8 in a Numerical Computing course. It includes 5 problems: 1. Finding coefficients for a quadrature rule using Lagrange polynomials. 2. Finding coefficients for a different quadrature rule to be exact for polynomials up to degree 1. 3. Exercises from the textbook involving evaluating definite integrals using Gaussian quadrature. 4. Estimating the number of subintervals needed for a numerical quadrature rule to achieve an error less than 10^-4. 5. Coding Simpson's rule to evaluate a definite integral.

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    num comp

    Original Title

    ps8_sol

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    This document contains instructions for Problem Set 8 in a Numerical Computing course. It includes 5 problems: 1. Finding coefficients for a quadrature rule using Lagrange polynomials. 2. Finding coefficients for a different quadrature rule to be exact for polynomials up to degree 1. 3. Exercises from the textbook involving evaluating definite integrals using Gaussian quadrature. 4. Estimating the number of subintervals needed for a numerical quadrature rule to achieve an error less than 10^-4. 5. Coding Simpson's rule to evaluate a definite integral.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    15 views3 pages

    Problem Set 8

    Uploaded by

    Brian Dunn
    This document contains instructions for Problem Set 8 in a Numerical Computing course. It includes 5 problems: 1. Finding coefficients for a quadrature rule using Lagrange polynomials. 2. Finding coefficients for a different quadrature rule to be exact for polynomials up to degree 1. 3. Exercises from the textbook involving evaluating definite integrals using Gaussian quadrature. 4. Estimating the number of subintervals needed for a numerical quadrature rule to achieve an error less than 10^-4. 5. Coding Simpson's rule to evaluate a definite integral.

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    © All Rights Reserved
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    of 3

    D.

    Schwendeman
    Numerical Computing

    Problem Set 8

    Due:
    Monday, 4/21/14

    1. Find the coefficients of the quadrature using Lagrange basis and consider
    Z

    3h

    f (x)dx = 1 f (0) + 2 f (h) + 3 f (3h) + E


    0

    (a) Find the interpolating polynomial.


    It is straight forward to write down the Lagrange interpolation for function f (x) that
    fits data (0, f (0)), (h, f (h)), (3h, f (3h)).
    1 (x) =

    (xh)(x3h)
    (0h)(03h)

    (xh)(x3h)
    3h2

    2 (x) =

    (x0)(x3h)
    (h0)(h3h)

    x(x3h)
    2h2

    3 (x) =

    (x0)(xh)
    (3h0)(3hh)

    x(xh)
    6h2

    f(x) = f (0)1 (x) + f (h)2 (x) + f (3h)3 (x)


    (b) Integrate the interpolation polynomial to get the coefficients.
    Careful calculations would yield the following:
    R 3h
    1 = 0 1 (x)dx = 0
    R 3h
    2 = 0 2 (x)dx = 49 h
    R 3h
    3 = 0 3 (x)dx = 34 h
    2. Consider the following
    Z

    3h

    f (x)dx = 1 f (0) + 2 f (2h) + E


    0

    (a) Find the coefficients 1 2 such that the quadrature is exact for zeroth and first order
    polynomial.
    It is not hard to come up with the following:

    1 + 2 = 3h,
    01 + 2h2 =

    forf (x) = 1
    9h2
    2

    , forf (x) = x

    (b) Find the positive integer p and constant C.


    It is again not hard to come up with the following:

    E = 9h3 4h2 = 0,

    81 4 9
    9
    E = h h8h3 = h4

    4
    4
    4

    243
    9
    63

    5
    4
    E =
    h h16h = h5 ,
    5
    4
    5

    for f (x) = x2
    for f (x) = x3
    for f (x) = x4

    From the above calculation we can see that E = 0 for f (x) = 1, x, x2 , and therefore
    p = 2.
    3
    5
    4 000
    000
    Also, when f (x) = x3 E = 63
    5 h = Ch f (x) and f (x) = 6 C = 8
    3. Text exercises 4 and 5, page 278
    We shall combine the two questions in each case.
    Note that for question 4, we shall use the formula
    b

    f (x)dx =

    f(
    1

    (b a)t + b + a b a
    )
    dt
    2
    2

    And for the Gaussian Quadrature using three nodes, we shall use the formula, for the
    converted integral
    Z
    1

    f (x)dx 1 f (x1 ) + 2 f (x2 ) + 3 f (x3 ),


    1

    where 1 = 95 , 2 = 0, 3 =
    a

    R4

    R1

    R1

    R3

    x
    dx
    x2 +9

    x3
    0 x2 +1 dx

    0
    1

    xex dx =

    R1

    5
    9

    q
    q
    and x1 = 35 , x2 = 0, x3 = 35 .

    4t+4
    dt
    4t2 +8t+13

    t3 +3t2 +3t+1
    1 4(t2 +2t+5) dt

    R1

    R1
    1

    x2 ln xdx =

    t+1 t+1
    2 dt
    4 e

    R1

    1 (t

    1.999825193

    0.153406998

    0.999994630

    + 2)2 ln t + 2dt 6.9986778

    4. Estimate the subintervals needed so that the absolute error in the numerical quadrature
    is less than 104 .
    Note that
    f (x) =

    x
    1
    2
    f 0 (x) =
    f 00 (x) =
    2
    x+1
    (x + 1)
    (x + 1)3

    E=|

    (2 ( 12 ) 2
    (b a) 2 00
    2
    h f ()| = |
    h
    |
    24
    24
    ( + 1)3

    Note that E attains maximum at = 12 , and therefore,


    E=|

    5
    2

    24

    h2

    5
    2
    4
    3
    2
    |
    <
    10

    h
    <
    7.746

    10

    m
    =
    > 322.75 m = 323
    h
    ( 12 + 1)3

    5. Coding forSimpsons Rule.


    The code is as follows

    The exact solution is 0.27320770837919 and one can verify that our code works pretty
    well for all three values of m.

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