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ps9 Sol

This document provides the details for Problem Set 9 in a Numerical Computing course. It includes 5 problems: 1) Calculating integrals using Romberg Integration and showing the composite Trapezoid Rule yields the composite Simpson's Rule. 2) Deriving an estimate of the error in the composite Simpson's Rule. 3) Finding general solutions to ordinary differential equations (ODEs). 4) Solving systems of linear ODEs. 5) Numerical solution of ODEs using the forward Euler method.

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118 views2 pages

ps9 Sol

This document provides the details for Problem Set 9 in a Numerical Computing course. It includes 5 problems: 1) Calculating integrals using Romberg Integration and showing the composite Trapezoid Rule yields the composite Simpson's Rule. 2) Deriving an estimate of the error in the composite Simpson's Rule. 3) Finding general solutions to ordinary differential equations (ODEs). 4) Solving systems of linear ODEs. 5) Numerical solution of ODEs using the forward Euler method.

Uploaded by

Brian Dunn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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D.

Schwendeman
Numerical Computing

Due:
Thursday, 4/28/14

Problem Set 9

1.Text exercises 2 and 3, page 268


i Calculating integrals using Romberg Integration.
We will not give details of every calculation. Rather we shall give a universal formula
for calculating the coefficients. There is a MATLAB code on page 267 that generates
these coefficients.
Rjk =

4k1 Rj,k1 Rj1,k1


4k1 1

R11 = (b a)

f (a) + f (b)
2

(a) R33 = 1.0000056.


(b) R33 = 0.7855
(c) R33 = 2.008323
ii Show that the extrapolation of the composite Trapezoid Rules in R11 and R21 yields
the composite Simpsons Rule (with step size h2 ) in R22 .
R21 =

h2
a+b
[f (a) + f (b) + 2f (
)]
2
2

h2
a+b
4R21 R11
=
[f (a) + f (b) + 4f (
)]
3
3
2
which is exactly Simpsons rule.

b1
b1
1 1 0
0
0
1
1
d1 2
d1 26
0 0 2
4
8

1 3 1 0
0
b2 = 0 b2 = 5

c2 6
0 6 0 2 0 c2 0
0 0 0
2 12
0
1
d2
d2
R22 =

Therefore we have that:


(
S1 (x) = x 2x3 ,
if x [0, 1]
f(x) =
2
3
S2 (x) = 1 5(x 1) 6(x 1) + (x 1) , if x [1, 3]

S1 (x) = 4 + x + 2x2 x3 ,

4
1

f (x) = S2 (x) = 1 (x 1) + (x 1)2 (x 1)3 ,

3
6

2
S3 (x) = 1 + (x 2) + (x 2) (x 2)3 ,
6
2.
S0 = S(a, b) =

ba
a+b
[f (a) + 4f (
) + f (b)]
6
2

for x [0, 1]
for x [1, 2]
for x [1, 3]

(a) Derive an estimate of the error in S1 involving the difference |S0 S1 |

h4
b a 0000

S0 C( ), C =
f ()
2
180
I=

h )4 , C = b a f 0000 ()
S1 C(
4
180
we have that |C| | (S0 S14)256 | E = |C( h )9 | =
Assume that f 0000 () f 0000 (),
4
15h
1
15 |S0 S 1|.
(b) We can then use this formula to estimate the error in each of the following cases
(a)
S0 = S1 =

1
E=0
3

(b)
S0 1.00228 S1 1.0001343 E = 1.43 104
(c)
S0 1.71886 S1 1.718319 E = 3.70136 105
3. Find general solutions for ODEs
(a)
y0 =

3t2 y
1 + t3

y0
3t2
= 3
y
t +1

ln |y| = ln |1 + t3 | + C

y(t) = C|t3 + 1|

(b)
y0 =

p
3t2 1
3
(3+2y)y 0 = 3t2 1 3y+y 2 = t3 t+C y(t) = t3 t + C
3 + 2y
2

4. Solve the system of linear ODEs


(a)


 
 
1 1
1
1
y =
y 1 = 1 2 = 3, v1 =
, v2 =
y(t) = C1 et v1 + C2 e3t v2
4 1
2
2
0

(b)


 
 
1 2
1
2
y =
y 1 = 1 2 = 2, v1 =
, v2 =
y(t) = C1 et v1 +C2 e2t v2
3 4
1
3
0

5. Numerical solution using forward Euler.


For the code, please refer to the course website eulersM ethodExample.m.

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