Simpson's method, error estimate

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SUMMARY

Simpson's method is utilized to calculate the number of intervals required to achieve a specified accuracy through its error formula. However, without knowing the exact value of the integral, one cannot definitively ascertain if the required accuracy has been achieved. The discussion highlights that while an upper bound on the absolute error can be established using derivatives, the exact error remains elusive. This emphasizes the limitations of error estimates in practical applications of numerical integration.

PREREQUISITES
  • Understanding of Simpson's method for numerical integration
  • Familiarity with error estimation techniques in numerical analysis
  • Knowledge of calculus, specifically derivatives and integrals
  • Concept of pathological functions in integration
NEXT STEPS
  • Research the derivation and application of Simpson's error formula
  • Explore upper bound error estimation techniques in numerical methods
  • Study pathological functions and their impact on numerical integration
  • Learn about alternative numerical integration methods, such as Trapezoidal rule and Romberg integration
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Students and professionals in mathematics, engineering, and computer science who are involved in numerical analysis and integration techniques, particularly those seeking to enhance their understanding of error estimation in numerical methods.

Kqwert
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Homework Statement


Hello,

using Simpson´s method, one can calculate the number of intervals needed to achieve a given accuracy, through the error formula. Is there any other way to know that the required accuracy is achieved other than computing the integral and comparing it to the result from Simpson's method?
 
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Kqwert said:

Homework Statement


Is there any other way to know that the required accuracy is achieved other than computing the integral
No, not unless you have some additional constraints on what sort of function you are integrating. Think about some "pathological" (but still integral) functions that change values "unexpectedly".
 
Kqwert said:

Homework Statement


Hello,

using Simpson´s method, one can calculate the number of intervals needed to achieve a given accuracy, through the error formula. Is there any other way to know that the required accuracy is achieved other than computing the integral and comparing it to the result from Simpson's method?

That is not how error estimates are used in practice. Unless we know the exact value of the integral, we cannot know the exact error. However, there is a formula for an upper bound on the absolute value of the error (in terms of some bounds on the derivatives, etc.) The point is that the exact error formula contains some quantities that we do not know how to calculate exactly (in general), but if we work at it a bit we may be able so say that the error cannot exceed ##***##. The exact error may be a lot less than ##***##, buy we really have no easy way to tell.
 

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