Numerical analysis (composite numerical integration)

In summary, using the composite trapezoidal rule with n=4, the bound for the error of the integration of tan(x) from x=0 to x=pi/2 is less than \frac{\pi/4}{12}\cdot \frac{\pi^2}{16^2}\cdot 4. For the function f(x)=exp x sinx using composite trapezoidal rule, the bound for the error of integration from 1 to 3 is less than \frac{2}{12}\cdot \frac{9}{16^2}\cdot 2\cdot exp(3).
  • #1
willbe
7
0
using composite trapezoidal rule with n=4 how can i get a bound for the error of I=integration tan(x) from x=0 to x=pi/2

i know that the term of error in comp trapezoidal rule is (b-a)/12 h^2 f''(eita)
i got the second derevative of tanx to be 2sec^2 x tanx then i don't know with what value exactly i need to substitute in this function to get the bound.
 
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  • #2
Since tan(pi/2) is infinite, you cannot perform this integration.
 
  • #3
sorry it is to x=pi/4
should i substitute by sec^2x by (1+tan^2x)
 
  • #4
willbe said:
sorry it is to x=pi/4
should i substitute by sec^2x by (1+tan^2x)

You must have [tex]0 < \eta < \pi/4[/tex]

If you want a worst case error, differentiate again and find the value of [tex]\eta[/tex] that maximizes f''.
 
  • #5
ok i did and the second derivative is 2sec^2 x tanx now is the maximum value of this function is 4 as sec^2(x)=tan^2(x) + 1 ?
 
  • #6
Taking the derivative of f'' and setting it to zero gives an immaginary root. So, there is no point of maximum.
The value of f'' at [tex]\pi/4[/tex] is 1, so we take it as the worst case.
[tex]h = \pi/4/4 = \pi/16[/tex]
Then your error will be less then [tex]\frac{\pi/4}{12}\cdot \frac{\pi^2}{16^2}[/tex].
 
  • #7
why we set the value of f'' to zero?
we set it to a value that gives us the maximum of the function so we substitute in 2sec^2(x)tan(x) which is equal to 2(1+tan^2(x))tan(x) by PI/4 so we get 2(1+1) which is 4.
right??
 
  • #8
willbe said:
why we set the value of f'' to zero?
we set it to a value that gives us the maximum of the function so we substitute in 2sec^2(x)tan(x) which is equal to 2(1+tan^2(x))tan(x) by PI/4 so we get 2(1+1) which is 4.
right??

I have set the value of f''' to zero. The maximum of f'' happens when its derivative is zero.
Since f''' has no real roots the maximum of f'' must be at one of its boundary points 0 or [tex]\pi/4[/tex]. The value of the funtion at 0 is 0 and at [tex]\pi/4[/tex] is 4 (and not 1 as I wrote previously). So in the expression for the error, you replace [tex]f''(\eta)[/tex] by 4, getting [tex]\frac{\pi/4}{12}\cdot \frac{\pi^2}{16^2}\cdot 4[/tex]
 
  • #9
ok what about f(x)=exp x sinx using composite trapezoidal rule what is the bound of error for integration from 1 to 3

the second derevative will be 2exp x cos x then to get the bound of error which value should i substitute with??
 
  • #10
willbe said:
ok what about f(x)=exp x sinx using composite trapezoidal rule what is the bound of error for integration from 1 to 3

the second derevative will be 2exp x cos x then to get the bound of error which value should i substitute with??

Since exp x is monotone and grows very fast, the maximum value of f'' is at x = 3. This is the value to substitute in the expression.
 

1. What is numerical analysis?

Numerical analysis is a branch of mathematics that deals with developing and implementing algorithms for solving mathematical problems that cannot be solved analytically. It involves using numerical methods, such as numerical integration, to approximate solutions to problems with a high degree of accuracy.

2. What is composite numerical integration?

Composite numerical integration is a method used to approximate the definite integral of a function over a specific interval by dividing the interval into smaller subintervals and applying a numerical integration method, such as the trapezoidal rule or Simpson's rule, to each subinterval. The results from each subinterval are then combined to obtain an approximation of the integral over the entire interval.

3. What is the purpose of composite numerical integration?

The purpose of composite numerical integration is to provide a more accurate approximation of a definite integral than using a single integration method. By dividing the interval into smaller subintervals, the error in the approximation is reduced, resulting in a more precise solution to the problem at hand.

4. What are the advantages of using composite numerical integration?

One of the main advantages of using composite numerical integration is that it allows for a more accurate approximation of integrals compared to using a single integration method. It also allows for the integration of complex functions that cannot be solved analytically. Additionally, composite numerical integration can be easily automated and applied to a wide range of mathematical problems.

5. What are some common applications of composite numerical integration?

Composite numerical integration is widely used in various fields of science and engineering, such as physics, chemistry, and economics. It is also commonly used in computer graphics and data analysis to approximate the area under a curve or the volume of a three-dimensional object. Other applications include financial modeling, signal processing, and image processing.

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