Evaluate the integral in a by romberg integration estimate


Question 1 (a) Show that

01x-x dx = n=1Σ n-n

(b) Use the sum in (a) to evaluate the integral in (a) to 12-digit accuracy.

(c) Evaluate the integral in (a) by Romberg integration. Estimate how many function evaluations Romberg integration will require to achieve 12-digit accuracy. Explain the agreement or disagreement of your results with theory.

Question 2 In class we proved the Euler-Maclaurin summation formula

01 f(x) dx = ½ (f(0) + f(1)) + m=1Σ bm (f(2m-1) (1) - f(2m-1) (0))

for some unknown constants bm independent of f.

(a) Find a formula for bm by evaluating both sides for f(x) = eλx where λ is a parameter.

(b) Compute b1, b2, b3,....., b10.

Question 3 (a) Use the Euler-Maclaurin formula to show that

j=1Σn jk = Pk+1(n)

is a degree-(k + 1) polynomial in n. Example:

j=1Σn j= n(n + 1) / 2.

b) Use the results of question 2 to find Pk+1 for 2 ≤ k ≤ 10.

(c) Use polynomial interpolation to find Pk+1 for 2 ≤ k ≤ 10 and compare with the results from (b).

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Mathematics: Evaluate the integral in a by romberg integration estimate
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