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STutorial 08

This document contains 7 problems related to numerical calculus techniques. The problems cover Simpson's rule, Gaussian quadrature, backward difference formulas, and approximation of second derivatives. The document provides problems to approximate integrals, derive formulas, and analyze errors in numerical methods.

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sohith405
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
12 views

STutorial 08

This document contains 7 problems related to numerical calculus techniques. The problems cover Simpson's rule, Gaussian quadrature, backward difference formulas, and approximation of second derivatives. The document provides problems to approximate integrals, derive formulas, and analyze errors in numerical methods.

Uploaded by

sohith405
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Section

Tutorial Sheet 8
Numerical Calculus
~
1. Find the value of the constant C for which Simpson’s rule gives the exact value
of the integral
!1 " #
4 1 2
x + Cx + dx.
2
0

~
2. A function f has the values shown below:
x 1 1.25 1.5 1.75 2
.
f (x) 9 7 6 5 3
~ $2
i) Use Simpson’s rule to approximate 1 f (x) dx.
-
ii) Use composite trapezoidal and composite Simpson’s rules to approximate
$2
1
f (x) dx.

~
3. Obtain the degree of precision of Simpson’s rule.
$b
~
4. Obtain an expression for the arithmetic error in approximating the integral a
f (x) dx
$
0.75
using Simpson’s rule. Consider e−x dx. Give an estimate for the arithmetic
−0.25
error involved in the Simpson’s rule if the approximate function values have at
least 6 significant digits when compared to the true values.

~
5. Use the Gaussian quadrature formula with n = 1 to obtain an approximate value
of
!3
2
e−x dx.
1

~
6. For f ∈ C 2 [a, b], derive the backward difference formula for f " (x) using the method
of undetermined coefficients. Obtain the mathematical error and the arithmetic
error for this formula. Also find the upper bound for the total error.
Determine the optimal value of h > 0 (the distance between the nodes involved
in the formula) for which the upper bound for the total error obtained above is
minimum.

O
7. Let f ∈ C [a, b]. Find the mathematical error and the order of the approximation
3

f (x) − 2f (x − h) + f (x − 2h)
f "" (x) ≈ .
h2

1
S. Sivaji Ganesh and S. Baskar Spring 2022-23

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