Math 481

Homework 4

Joshua Cook
November 6, 2014

3.6
3.6.29
the Repeated Midpoint Rule
Z b
I=
f (x) dx h(f1/2 + f3/2 + + fn(1/2) )
a

f (s1/2 )h + f (s3/2 )h + + f (sn+(1/2) )h

Here the sequence of S values is given by
a s0 t0 = s1/2 s1 t1 = s3/2 tn tn = sn+(1/2) sn+1 b
Therefore, the Repeated Midpoint rule will converge on a Riemann sum as h 0.
the Trapezoidal Rule


Z b
1
1
I=
f (x) dx h f0 + f1 + f2 + + fn2 + fn2 + fn
2
2
a
1
1
f0 h + f1 h + f2 h + + fn2 h + fn1 h + fn h
2
2
1
f0 (sk+1 sk ) + f1 (sk+1 sk ) + f2 (sk+1 sk ) + . . .
2
1
+ fn2 (sk+1 sk ) + fn1 (sk+1 sk ) + fn (sk+1 sk )
2
+ f (t0 )(s1/2 s0 ) + f (t1 )(s2 s1 ) + f (t2 )(s3 s2 ) + . . .
+ f (tn2 )(sn1 sn2 ) + f (tn1 )(sn sn1 ) + f (tn )(sn+1/2 sn )
Here the sequence of S values is given by
a t0 = s0 s1/2 t1 = s1 t2 = s2 tn2 = sn2 tn1 = sn1 tn = sn = b
Therefore, the Trapezoidal rule will converge on a Riemann sum as h 0.
the Parabolic Rule
Z b
h
I=
f (x) dx (f0 + 4f1 + 2f2 + 4f3 + + 4n3 + 2fn2 + 4fn1 + fn )
3
a
(sk+1 sk )
4(sk+1 sk )
2(sk+1 sk )
4(sk+1 sk )
f0
+ f1
+ f2
+ f3
3
3
3
3
4(sk+1 sk )
2(sk+1 sk )
4(sk+1 sk ) (sk+1 sk )
+ + fn3
+ fn2
+ fn1
+
fn
3
3
3
3
f (t0 )(s1/3 s0 ) + f (t1 )(s5/3 s1/3 ) + f (t2 )(s7/3 s5/3 ) + f (t3 )(s11/3 s7/3 ) + . . .
+ f (tn3 )(sn2 sn10/3 ) + f (tn2 )(sn4/3 sn2 ) + f (tn1 )(sn sn4/3 ) + f (tn )(sn+1/3 sn )

Math 481
Homework 4

Joshua Cook
November 6, 2014

Here the sequence of S values is given by

a s0 = t0 s1/3 t1 s5/3 t2 s7/3 t3 s11/3 . . .

sn10/3 tn3 sn2 tn2 sn4/3 tn1 sn4/3 tn sn sn+1
Therefore, the Parabolic rule will converge on a Riemann sum as h 0.
Not a Riemann Sum
h
(5f0 + f1 + f2 + 10f3 + f4 + f5 + 10f6 + + 10fn3 + fn2 + fn1 + 5fn )
4
= 5/4f0 (sk+1 sk ) + 1/4f1 (sk+1 sk ) + 1/4f2 (sk+1 sk ) + 10/4f3 (sk+1 sk ) + 1/4f4 (sk+1 sk )

I=

+ 1/4f5 (sk+1 sk ) + 10/4f6 (sk+1 sk ) + + 10/4fn3 (sk+1 sk )

+ 1/4fn2 (sk+1 sk ) + 1/4fn1 (sk+1 sk ) + 5/4fn (sk+1 sk )
= f (t0 )(s5/4 s0 ) + f (t1 )(s5/4 s1 ) + . . .
Note that the second term is sufficient to show this, as the interval for f0 overlaps with the interval within
which f1 falls.

Math 481
Homework 4

Joshua Cook
November 6, 2014

3.6.30
Given [a, b] an divided equally into r parts with H = ba
r . Given an m-point formula for integral approximation
over a given interval [tk , tk+1 ]. Then, k is the value of that integral approximation where = (k+1 k ),
with wk is a weight applied to each term

k =

m
X

f (k )wk k

that this evaluates to the integral for f a constant function over the same period implies that it is a Riemann
sum, in other words,
ti = 0 0 1 n n n+1 = ti+1
If it is a Riemann sum, then
m
X

k = ti+1 ti = H

k=0

In other words, the sum of the total infinitesimal widths is the width of the total interval. Then,
k = H

m
X

wk f (k )

Sr =

r
X

w j j =

j=0

r
X

 X

m
wj H
wk f (k )

j=0

where wk is the weight with regard to the r-point approximation.

As we take the limit when H 0, then each k reduces to a single value on the interval times the weight of
the function at that value.

lim Sr = lim

H0

H0

= lim

H0

= lim

H0

r
X
j=0
r
X
j=0
m
X
k=0

j
H

m
X

wk f (k )

k=0

 X

r
wk H
f (k )
j=0

Because these are equally space on the interval [a, b], this Riemann sum is equivalent to the integral on the
same interval when H 0.

Math 481
Homework 4

3.6.31

Joshua Cook
November 6, 2014

Newtons Three-Eighths Rule

Z

x3

x0



3h
3h5 IV
f (x) dx =
f0 + 3f1 + 3f3 + f3
f ()
8
80

Show that for n = 3k, k N

Z

xn

x0



3h
nh5 IV
f (x) dx =
f0 + 3f1 + 3f3 + 2f3 + + 2fn3 + 3fn2 + 3fn1 + fn
f ()
8
80

Proof by Induction
Base case k = 1 Gives the original three-eighths rule.
Base case k = 2

x6

x3

f (x) dx =
x0

x6

f (x) dx +

f (x) dx



3h
3h5 IV
3h5 IV
3h
f0 + 3f1 + 3f3 + f3
f () +
f3 + 3f4 + 3f5 + f6
f ()
=
8
80
8
80


3h
6h5 IV
=
f0 + 3f1 + 3f3 + 2f3 + 3f4 + 3f5 + f6
f ()
8
80
x0

x3

Inductive case Show that if true for k = m, then this implies it is true for k = m + 1.
Given


Z xn
3h
f (x) dx =
f0 + 3f1 + 3f3 + 2f3 + + 2fn3 + 3fn2 + 3fn1 + fn
8
x0
Z xn+3
Z xn
Z xn+3
f (x) dx =
f (x) dx +
f (x) dx
x0
x0
xn


Z xn
3h5 IV
3h
fn + 3fn+1 + 3fn+2 + fn+3
f ()
=
f (x) dx +
8
80
x0


3h
f0 + 3f1 + 3f3 + 2f3 + + 2fn3 + 3fn2 + 3fn1 + fn
=
8


3h
3h5 IV
fn + 3fn+1 + 3fn+2 + fn+3
+
f ()
8
80


3h
f0 + 3f1 + 3f3 + 2f3 + + 2fn + 3fn+1 + 3fn+2 + fn+3
=
8
Therefore, the proposition has been shown to be true by induction.

nh5 IV
f ()
80

nh5 IV
f ()
80

(n + 3)h5 IV
f ()
80

Math 481
Homework 4

Joshua Cook
November 6, 2014

Comparison to the Parabolic Rule

Parabolic Rule
b

f (x) dx =
a



h
6h5 IV
f0 + 4f1 + 2f2 + 4f3 + 2f4 + 4f5 + f6
f ()
3
180

Three-Eighths Rule, n = 6
Z

f (x) dx =
a



3h
6h5 IV
f0 + 3f1 + 3f3 + 2f3 + 3f4 + 3f5 + f6
f ()
8
80

Note that the error for the parabolic rule is smaller, making it generally preferable.

Math 481
Homework 4

Joshua Cook
November 6, 2014

3.7
3.7.32
import numpy as np
import math
from scipy import integrate
f = lambda x: math.sqrt(2/math.pi)*math.exp(-x**2/2)
the Trapezoid Rule
Z
I=
a



1
1
f (x) dx h f0 + f1 + f2 + + fn2 + fn2 + fn
2
2

f_rounded = np.array([[0.00,0.7978846],[0.125,0.7916754],[0.250,0.7733362],[0.375,0.7437102],[0.500,0.70
def trap_int(f,h):
n = 1./h
sum = 0
for i in range(int(n)):
print "add\t\tf("+str(float(i)*h)+"): \t", f_rounded[i*8/n][1],
sum = sum + f_rounded[i*8/n][1]*h
print "sum: ", sum
print "subtract\tf(0)/2:\t\t", f_rounded[0][1]/2,
sum = sum - 0.5*f_rounded[0][1]*h
print "sum: ", sum
print "add\t\tf(1)/2:\t\t", f_rounded[8][1]/2,
sum = sum + 0.5*f_rounded[8][1]*h
print "sum: ", sum
return sum
h=1
trap_int(f,h)
add
subtract
add

f(0.0):
f(0)/2:
f(1)/2:

0.64091300000000007

0.7978846 sum:
0.3989423 sum:
0.2419707 sum:

0.7978846
0.3989423
0.640913

Math 481
Homework 4

Joshua Cook
November 6, 2014

h = 0.5
trap_int(f,h)
add
add
subtract
add

f(0.0):
f(0.5):
f(0)/2:
f(1)/2:

0.7978846
0.7041307
0.3989423
0.2419707

sum:
sum:
sum:
sum:

0.3989423
0.75100765
0.5515365
0.67252185

0.7978846
0.7733362
0.7041307
0.6022749
0.3989423
0.2419707

sum:
sum:
sum:
sum:
sum:
sum:

0.19947115
0.3928052
0.568837875
0.7194066
0.619671025
0.6801637

0.7978846
0.7916754
0.7733362
0.7437102
0.7041307
0.6563219
0.6022749
0.54411
0.3989423
0.2419707

sum:
sum:
sum:
sum:
sum:
sum:
sum:
sum:
sum:
sum:

0.099735575
0.198695
0.295362025
0.3883258
0.4763421375
0.558382375
0.6336667375
0.7016804875
0.6518127
0.6820590375

0.67252184999999998
h = .25
trap_int(f,h)
add
add
add
add
subtract
add

f(0.0):
f(0.25):
f(0.5):
f(0.75):
f(0)/2:
f(1)/2:

0.68016370000000004
h = .125
trap_int(f,h)
add
add
add
add
add
add
add
add
subtract
add

f(0.0):
f(0.125):
f(0.25):
f(0.375):
f(0.5):
f(0.625):
f(0.75):
f(0.875):
f(0)/2:
f(1)/2:

0.68205903750000019
integrate.quad(lambda x: f(x),0.,1.)
(0.682689492137086, 7.579375928402476e-15)

Math 481
Homework 4

Joshua Cook
November 6, 2014

3.7.32
the Repeated Midpoint Rule
Z

f (x) dx h(f1/2 + f3/2 + + fn(1/2) )

I=
a

def mdp_int(f,h):
n = 1./h
sum = 0
for i in range(int(n)):
print "add\t\tf("+str(0.5*h+float(i)*h)+"): \t", f_rounded[(0.5+i)*h*8][1],
sum = sum + f_rounded[(0.5+i)*h*8][1]*h
print "sum: ", sum
return sum
h=1
mdp_int(f,1)
add

f(0.5):

0.7041307 sum:

0.7041307

0.7733362 sum:
0.6022749 sum:

0.3866681
0.68780555

0.7041307
h = 0.5
mdp_int(f,0.5)
add
add

f(0.25):
f(0.75):

0.68780554999999999
h = 0.25
mdp_int(f,.25)
add
add
add
add

f(0.125):
f(0.375):
f(0.625):
f(0.875):

0.683954375

0.7916754 sum: 0.19791885

0.7437102 sum: 0.3838464
0.6563219 sum: 0.547926875
0.54411 sum: 0.683954375

Math 481
Homework 4

Joshua Cook
November 6, 2014

3.7.40
Simpsons Rule
Z

x2

f (x) dx =
x0

x2

y2

x2 

f (x, y) dx dy =
x0

x0

y0

h
h5
(f0 + 4f1 + f2 ) f IV ()
3
90

k
(f (x, y0 ) + 4f (x, y1 ) + f (x, y2 ))
3


dx

Z
k x2
f (x, y0 ) dx
3 x0
Z
k x2
f (x, y1 ) dx
+4
3 x0
Z
k x2
+
f (x, y2 )) dx
3 x0


hk
=
f0,0 + 4f1,0 + f2,0 dx
9


hk
+4
4f0,1 + 16f1,1 + 4f2,1 dx
9


hk
+
f0,2 + 4f1,2 + f2,2 dx
9

hk 
=
f0,0 + f0,2 + f2,0 + f2,2 + 4(f0,1 + f1,0 + f1,2 + f2,2 ) + 16f1,1
9
=

the Error Term Each integration has an error term. The y-integration Gives
Ey =

k5 4
f (1 , 1 )
90 y 4

Ex =

h5 4
f (2 , 2 )
90 x4

While the x-integration gives