University of Florida/Egm6341/s10.Team2/HW2

Problem-1: Expressions for co-efficients of second degree Newton-Cotes integration polynomial

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P. 9-1 of Lecture 9 Notes

Problem Statement

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Using the following equations find the expressions for   in terms of   and   where i=0,1,2′′

 

(1 p8-3)

 

(3 p8-3)

Solution

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We have the general formula for the Lagrange basis function   as

 

(2 p7-3)

for the case of Simple Simpson's Rule, n =2 i.e i=0,1,2. For the given interval  

 

 

 

Expanding equation 3 p8-3 we get:

  where,

 ;

 ;

 

Thus we have the polynomial as  

Grouping coefficients of  ,  

Comparing this equation with eqn 1p8-3 we see that

 

(1)

 

(2)

 

(3)

Inference: This solution essentially shows the equivalence of the two methods for the Simpson's rule i.e. cubic polynomial and using Lagrange basis functions.


Solution for problem 1:Egm6341.s10.team2.niki 00:18, 8 February 2010 (UTC)

Proofread problem 1: Srikanth Madala 07:04, 11 February 2010 (UTC)

Problem-2: Application of Newton-Cotes method to derive the simple Simpson's rule

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P. 9-1 of Lecture 9 Notes

Problem Statement

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Derive the simple Simpson's rule using Eq.(4) on slide 8-3 Lecture-8 notes i.e. the second degree polynomial of Newton-Cotes method:  

Solution

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But we know that  

So we get the values of   and   as follows:

 

 

 

But we know that   or  

 

Similarily by substituting the value of   in the equations of   and  , we get:

 

 

Now plugging back the values of   and   in the Equation for   , we get:

 

Now isolating the   terms,   terms and constant terms, we get three consolidated terms as follows:

Term-1:   -term

 

Integrating this term between limits   and  , we get:

 

Term-2:   -term

 

Integrating this term between limits   and  , we get:

 

Term-3: Constant term

 

Integrating this term between limits   and  , we get:

 

Note that  

Now consolidating the coefficients of   in all the three terms, we get:

Consolidated Coefficient of   as:

 
 
 



Consolidated Coefficient of   as:

 
 



Consolidated Coefficient of   as:

 
 
 



Now the value of   is the sum of all the consolidated coefficient multiplied by their respective   term. i.e.

   
 

 

Where  

Thus, the simple Simpson's rule is derived using the Lagrange polynomial of second degree.


Solution for problem 2: Srikanth Madala 07:04, 11 February 2010 (UTC)

Proofread problem 2:

Problem-3: Study of Newton-Cotes method of numerical integration with the help of an example

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Problem Statement

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P.9-2 of Lecture 9 Notes

For the function:

  on the interval between 0 and 1 and letting  

Consider: n=1,2,4,8,16.

1) Construct  

Plot Fn for n=1,2,4,8,16

2) Compute the integral for n=1,2,4,8 and compare to I=1.3179022

 

3) for n=4 plot:

 

1: Calculation of Function

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For n=1

 

 

For n=2

 

 

For n=4

 

 

 

 

 

 

 

For n=8

 

 

 

 

 

 

 

 

 

 

 

For n=16

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2:Integral Comparison

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Integrals using Newton Cotes
Actual Value 1.3179022
n Estimated Value Percent Difference
n=1 1.35915 3.12981%
n=2 1.318008 .00802791%
n=4 1.318009 .00810379%
n=8 1.31790215 3.7939E-6

3: Lagrange Polynomial Plots

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The plots for l3 and l4 (3rd and 4th Lagrange Polynomial) are not necessary to be plotted as their graph are symmetrical to one another (a mirror image of the l0 and l1 polynomials).


Solution for problem 3: Guillermo Varela

Problem-4: Simple to composite Simpson's rule

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Solution for problem 4: Egm6341.s10.team2.lee 18:48, 7 February 2010 (UTC)

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Problem-5: Error Bound

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Refer to P. 11-1 on Lecture-11 Notes

Problem Statement

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Find   if:

 

For   and  

Solution

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Constructing the Lagrangian Interpolating Function:

 

Where

 

The Lagrangian Error

 

By Computing

 

Must plot the functions to compute

 

The Taylor Series Error

 

For  

n=0

 

n=1

 

 

...n=9

 


Solution for problem 5:Egm6341.s10.team2.patodon 21:43, 10 February 2010 (UTC)

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Problem 6: (n+1)th derivative of Lagrange Interpolation Error

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P. 12-2 reference: Lecture-12 Notes

Problem Statement

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For the Lagrange Interpolation Error verify the following:

 

(1)

Solution

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We can write the Lagrange Interpolation error as

 

differentiating the above expression once we get

 

differentiating the expression (n+1) times we get

 

But since   is a polynomial of degree n the (n+1)th derivative is zero

 

(1)


Solution for problem 6: Egm6341.s10.team2.niki 00:20, 8 February 2010 (UTC)
Proofread problem 6:

Problem-7: Intermediate step in the proof of Error in Newton Cotes method

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P. 12-3 (top); reference: Lecture-12 Notes

Problem Statement

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To Prove that the   derivative of   is  

Solution

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We know that by definition   is:

 

Expanding the above terms in the product, we get:

 

We see that the above expression is a   degree polynomial in  

Let it be expressed as:

 

Note that here the coefficient of   is 1. As we successively differentiate the   term   times, all the lower degree terms that are less than   vanish. Therefore, we are concerned only about the   degree term i.e.   as we successively differentiate the equation.

 

 

 
 

 

Thus, we proved that the   derivative of   is  


Solution for problem 7: Egm6341.s10.team2.madala 11:58, 8 February 2010 (UTC)

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Problem-8: Geometric Interpretation of G(x) Error for Log(x)

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P.12-3

Problem Statement

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Let  

Plot:

1) A graph of   and  

2) A plot of the Lagrange Polynomial when i=3

3) A plot of   when n=6

Part 1

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The Lagrange Interpolation Function is as follows:

 

The plot is as follows:

 

Part 2

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The Lagrange Polynomial is as follows:

 

The plot as follows:  

Part 3

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The Plot as Follows:

 


Solution for problem 8:

Proofread problem 8: Srikanth Madala 07:04, 11 February 2010 (UTC)

Problem-9: Error in simple Trapezoidal rule

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Solution for problem 9: Egm6341.s10.team2.lee 20:48, 9 February 2010 (UTC)

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Problem 10: Simple Simpson's Rule Error

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P. 13-2

Problem Statement

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Show that the Error for the simple simpson's rule is:

 

 

 

Solution

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The error can be written:

 

with  

The Integral can be evaluated as follows:

 

 

 

After algebraic manipulation and simplification the following is obtained:

 

which reduces to:

 

This result is used in the error function to yield:

 


Solution for problem 10: Guillermo Varela

Problem 11:To show that Simpson's rule can be used to integrate a cubic polynomial exactly

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P. 13-3, reference: Lecture-13 Notes

Problem Statement

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Given the polynomial   where   determine the exact integral   and the integral using Simpson's Rule  

Solution

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Case A: Determination of Exact Integral

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(1)

Case B: Using Simple Simpson's rule

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We have the Simple Simpson's rule as

 

(2 p7-2)

where  

  we know   substituting we get

 

 

(2)

Conclusion

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From the above we see that   which proves that the Simpsons rule can integrate a cubic polynomial exactly


Solution for problem 11: Egm6341.s10.team2.niki 00:23, 8 February 2010 (UTC)

Proofread problem 11:

Problem-12: Differentiation of a definite integral

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Solution for problem 12:Egm6341.s10.team2.lee 20:54, 9 February 2010 (UTC)

Proofread problem 12:

Problem-13: Intermediate step in proving the tight error bound of the Simpson's rule

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Solution for problem 13: Egm6341.s10.team2.lee 20:47, 9 February 2010 (UTC)

Proofread problem 13: Srikanth Madala 07:04, 11 February 2010 (UTC)

Problem-14: An intermediate step in the proof of tight error bound of the simple Simpson's rule

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P. 15-2 (bottom), Refer: Lecture-15 Notes

Title

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To Prove that:   which is an intermediate step in the proof of tight error bound of simple Simpson's rule

Solution

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We know by the definition  

   
 


Differentiating with respect to 't', we get:

 

Again Differentiating with respect to 't', we get:

   
 


Again Differentiating with respect to 't', we get:

   
 


Thus Proved.


Solution for problem 14: Srikanth Madala 07:04, 11 February 2010 (UTC)

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Problem-15: Relationship between ζ and ζ 4

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P. 15-3 on Lecture-15 Notes

Problem Statement

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Proof:

 

Solution

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Given:

 

 

 

 

 

 

 

The next step is to substitute h, and manipulate the equations as follows:

 

 

 

It is then seen that the relation between   must be:

 


Solution for problem 15:

Proofread problem 15:

Problem 16: Illustration of Runge Phenomenon

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P. 16-1 on Lecture-16 Notes

Problem Statement

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Given data:  
To find:

  1. Using Newton-Cotes for   find the numerical integral  , and find Exact Integral   also for comparison
  2. Plot   for selected values of  
  3. Plot   vs   and prove that the value of   does not converge with increasing value of  
  4. Prove that the weights   for   are not all positive and plot the   for   with  

Solution

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1. From the below Matlab code, we generate the values of   and various values of   as tabulated below:

Integrals using Newton Cotes
Exact Integral value (I i.e 'IE' in Matlab code) 2 Arctan(5)=2.7468
n Numerical Integral Value (I_{n} i.e 'I' in Matlab code) Percent Difference
n=1 0.3846 614.1684
n=2 6.7949 -59.5754
n=3 2.0814 31.9659
n=4 2.3740 15.7033
n=5 2.3077 19.0281
n=6 3.8704 -29.0314
n=7 2.8990 -5.2499
n=8 1.5005 83.0604
n=9 2.3986 14.5160
n=10 4.6733 -41.2235
n=11 3.2448 -15.3469
n=12 -0.3129 -977.7504
n=13 1.9198 43.0777
n=14 7.8995 -65.2284
n=15 4.1556 -33.9006



2. We already know that:

 

And from Matlab code below we know that:

 

 

 

 

 

Using the above equations, we generate plots (as show in the picture below) of the function   for selected values of  





3. The following picture is generated using the Matlab code below and from the graph we can observe that the value of   does not converge with increasing value of  
For each projected dotted line from X-axis on to the blue curve, we have a distinct numerical value of   on the Y-axis. The Exact Integral-   is the green straight line on the plot. We can clearly see that there is no convergence in the value of  (on Y-axis) as   (on X-axis) value increases.





4. The Values of weights are evaluated by integrated the Lagrange polynomials within the integration limits and they are presented in the table below. It can be noted that the Bold weights in the table are negative

Weights of the function

n-value

W0 Value

W1 Value

W2 Value

W3 Value

W4 Value

W5 Value

W6 Value

W7 Value

W8 Value

W9 Value

W10 Value

W11 Value

W12 Value

W13 Value

W14 Value

W15 Value

8 989/2835 5888/2835 -928/2835 10496/2835 -908/567 10496/2835 -928/2835 5888/2835 989/2835
9 2857/8960 15741/8960 27/224 1209/560 2889/4480 2889/4480 1209/560 27/224 15741/8960 2857/8960
10 80335/299376 132875/74844 -80875/99792 28375/6237 -24125/5544 89035/12474 -24125/5544 28375/6237 -80875/99792 132875/74844 80335/299376
11 434293/1741824 4495513/2903040 -3237113/8709120 560593/193536 -1599257/1451520 2582261/1451520 2582261/1451520 -1599257/1451520 560593/193536 -3237113/8709120 4495513/2903040 434293/1741824
12 1364651/6306300 25008/15925 -210774/175175 1786256/315315 -1144251/140140 2431008/175175 -1045204/75075 2431008/175175 -1144251/140140 1786256/315315 -210774/175175 25008/15925 1364651/6306300
13 8181904909/40236134400 56280729661/40236134400 -1737125143/2235340800 11148172711/2874009600 -6066382933/1609445376 22964826443/4470681600 -3592666051/3353011200 -3592666051/3353011200 22964826443/4470681600 -6066382933/1609445376 11148172711/2874009600 -1737125143/2235340800 56280729661/40236134400 8181904909/40236134400
14 90241897/500385600 44436679/31274100 -770720657/500385600 109420087/15637050 -6625093363/500385600 789382601/31274100 -5600756791/166795200 101741867/2606175 -5600756791/166795200 789382601/31274100 -6625093363/500385600 109420087/15637050 -770720657/500385600 44436679/31274100 90241897/500385600
15 25221445/147603456 147529925/114802688 -129408925/114802688 1746295975/344408064 -124034975/16400384 1367713705/114802688 -10001664025/1033224192 566004225/114802688 566004225/114802688 -10001664025/1033224192 1367713705/114802688 -124034975/16400384 1746295975/344408064 -129408925/114802688 147529925/114802688 25221445/147603456



The plot of   for   with  



MATLAB Code:

To generate the values of numerical Intergrals:  

%To generate Lagrange polynomials l(x)%

for n=1:15
    for i=1:n+1
        x(n,i) = -5+(i-1)*10/n;
        f(n,i) = 1/(1+x(n,i)^2);
    end
end
syms y;
for n=1:15
    for i=1:n+1
        pr=1;
        for j=1:n+1
            if j~=i
                pr=pr*((y-x(n,j))/(x(n,i)-x(n,j)));
            end
        end
        l(n,i)=pr;
    end
end

%To generate Fn(x)for numerically integrating%

for n=1:15
    for i=1:n+1
        F(n,i)=l(n,i)*f(n,i);
    end
end
for n=1:15
    sum=0;
    for i=1:n+1
        sum=sum+F(n,i);
    end
    G(n)=sum;
end
for n=1:15
    T(n,1)=G(n);
end

%for calculating Exact Integral and Numerical Integral%

Ie=double(int(1/(1+y^2),y,-5,5));
for n=1:15
I(n,1)=int(T(n,1),y,-5,5);
IE(n,1)=Ie;
end
n=linspace(1,15,15);
I=double(I);
plot(n,I,n,IE);
legend('I=Numerical Integral(I_n)','IE=Exact Integral(I)');
xlabel('n-Value (Degree of the Newton-Cotes appoximating polynomial)');
ylabel('Numerical Value of Exact Integral (I) and Numerical Integrals (I_n)');

%code for calculating percentage error%
for n=1:15
PE(n,1)=(((IE(n,1)-I(n,1))/I(n,1))*100);
end

Te=(1/(1+y^2));
%code for plotting f,f1,f2,f3,f8 and f12 that are represented by Te, T(1,1), T(2,1), T(3,1), T(8,1), T(12,1) respectively in this code%
figure (2);
EZPLOT(Te);
hold on;
EZPLOT(T(1,1))
hold on;
EZPLOT(T(2,1))
hold on;
EZPLOT(T(3,1))
hold on;
EZPLOT(T(8,1))
hold on;
EZPLOT(T(12,1))
hold on;
xlabel('x- Value ');
ylabel('f(x),f1(x),f2(x),f3(x),f8(x) and f12(x)');

%code for calculating the Weights by integrating the lagrange polnomial%
for n=1:15
    for i=1:n+1
W(n,i)=int(l(n,i),y,-5,5);
    end
end
%code for plotting L0,L1,L2,L3,L4...L7 and L8 for n=8%
figure (3);
ezplot(l(8,1));
hold on;
ezplot(l(8,2));
hold on;
ezplot(l(8,3));
hold on;
ezplot(l(8,4));
hold on;
ezplot(l(8,5));
hold on;
ezplot(l(8,6));
hold on;
ezplot(l(8,7));
hold on;
ezplot(l(8,8));
hold on;
ezplot(l(8,9));
hold on;
xlabel('x- Value ');
ylabel('L0(x),L1(x),L2(x),L3(x)....L7(x) and L8(x)');



Solution for problem 16: Srikanth Madala 07:04, 11 February 2010 (UTC)

Proofread problem 16:

Contributing Authors

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Solutions for problem 5 and proofread problems: 3,6,8,and 12--Egm6341.s10.team2.patodon 16:42, 10 February 2010 (UTC)

--Egm6341.s10.Team2.GV 21:55, 10 February 2010 (UTC)

Solutions for problems 1,6,11 and proofread 5,9,14--Niki Nachappa Chenanda Ganapathy

Solutions for problems 4,9,12,13 and proofread 2,10,11--Pengxiang Jiang

Solutions for problems 2,7,14,16 and proofread 1,8,13--Srikanth Madala 07:04, 11 February 2010 (UTC)

Problem Assignments
Problem Solution Proofread
Problem 1 NN SM
Problem 2 SM JP
Problem 3 GV PO
Problem 4 JP GV
Problem 5 PO NN
Problem 6 NN PO
Problem 7 SM GV
Problem 8 PO SM
Problem 9 JP NN
Problem 10 GV JP
Problem 11 NN JP
Problem 12 GV PO
Problem 13 JP SM
Problem 14 SM NN
Problem 15 PO GV
Problem 16 SM PO