Numerical Analysis HW2: Error & Max Error in Numerical Integration, Assignments of Mathematical Methods for Numerical Analysis and Optimization

A homework assignment from millersville university's department of mathematics for math 375, numerical analysis. It includes instructions for calculating the absolute error and theoretical maximum error for various numerical integration methods, including the trapezoidal rule, simpson's rule, simpson's three-eighths rule, closed newton-cotes (n = 4), midpoint rule, open newton-cotes (n = 1, 2, 3), and the three-point centered difference formula for f'(0) where f(x) = sin x - cos x, with h values ranging from 10^-1 to 10^-15.

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Pre 2010

Uploaded on 08/16/2009

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Millersville University
Department of Mathematics
MATH 375, Numerical Analysis, Homework 2
October 10, 2006
The completed assignment is due at class time on 10/19/2006. Each problem or part of a problem
is worth ten points. You may use your textbook, computer programs, and notes. You may not
work with another person or group of persons. The work you submit must be your individual effort.
1. Make a table of the absolute error of the three-point centered difference formula for f(0)
where f(x) = sin xcos xwith h= 101, 102, .. . , 1015 . At which value of hdoes the
minimum error occur?
2. Consider the definite integral
Zπ
0
xcos x dx.
Use the following numerical integration methods to approximate the definite integral. For
each method find the absolute error and the theoretical maximum error.
(a) Trapezoidal Rule
(b) Simpson’s Rule
(c) Simpson’s Three-Eighths Rule
(d) Closed Newton-Cotes: n= 4
(e) Midpoint Rule
(f) Open Newton-Cotes: n= 1
(g) Open Newton-Cotes: n= 2
(h) Open Newton-Cotes: n= 3

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Millersville University Department of Mathematics MATH 375, Numerical Analysis, Homework 2 October 10, 2006

The completed assignment is due at class time on 10/19/2006. Each problem or part of a problem is worth ten points. You may use your textbook, computer programs, and notes. You may not work with another person or group of persons. The work you submit must be your individual effort.

  1. Make a table of the absolute error of the three-point centered difference formula for f ′(0) where f (x) = sin x − cos x with h = 10−^1 , 10−^2 ,... , 10−^15. At which value of h does the minimum error occur?
  2. Consider the definite integral (^) ∫ π 0

x cos x dx.

Use the following numerical integration methods to approximate the definite integral. For each method find the absolute error and the theoretical maximum error.

(a) Trapezoidal Rule (b) Simpson’s Rule (c) Simpson’s Three-Eighths Rule (d) Closed Newton-Cotes: n = 4 (e) Midpoint Rule (f) Open Newton-Cotes: n = 1 (g) Open Newton-Cotes: n = 2 (h) Open Newton-Cotes: n = 3