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Numerical Analysis

The document discusses errors and approximations in mathematical operations, detailing how to calculate errors in addition, multiplication, and division. It provides examples of maximum possible errors and relative errors for various calculations, including the Newton-Raphson method for finding roots of equations. Additionally, it includes exercises for practice on estimating errors and applying the discussed concepts.

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0% found this document useful (0 votes)
32 views29 pages

Numerical Analysis

The document discusses errors and approximations in mathematical operations, detailing how to calculate errors in addition, multiplication, and division. It provides examples of maximum possible errors and relative errors for various calculations, including the Newton-Raphson method for finding roots of equations. Additionally, it includes exercises for practice on estimating errors and applying the discussed concepts.

Uploaded by

bamwinefred2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Errors and Approximations:

Error in addition:

Let A and B are two inequalities to be added with ∆ A∧∆ B as errors in A and B respectively.

Let the result of adding A and B be expressed by the equation R = A + B.

When the errors are explicitly included then,

R+ ∆ R=( A+ ∆ A ) +( B+ ∆ B)

¿( A +B)+(∆ A+ ∆ B)

So, the error in R is ∆ R=∆ A+ ∆ B

Error in multiplication:

Let R = A . B

R+ ∆ R=( A+ ∆ A ) (B+∆ B)

¿ AB+ A ∆ B +B ∆ AB+ ∆ A . ∆ B

∆ R= A ∆ B+ B ∆ AB+ ∆ A . ∆ B

Assumption:

If ∆ A and ∆ B is small relative to A and B respectively then ∆ A . ∆ B is extremely very small relative to
A.B and can therefore be ignored.

So, ∆ R= A ∆ B+ B ∆ A

Relative error:

∆ R ∆ A ∆B
= +
R A B

Error in quotient:

A
Let R=
B

A +∆ A B−∆ B
R+ ∆ R= .
B+∆ B B−∆ B

AB−A ∆ B+ B ∆ A−∆ A . ∆ B
¿ 2
B
AB A ∆ B B ∆ A
¿ 2
− 2 + 2
B B B

−A ∆ B B ∆ A
∆ R= 2
+ 2
B B

∆ R −A ∆ B B B ∆ A B
= . + 2 .
R B
2
A B A

∆ R −∆ B ∆ A
= +
R B A

Examples:

Given X= 2.2255, Y= 0.449, correct to the given number of decimal places. State the maximum
possible errors in the values of X and Y. Hence determine;
(i) The absolute error
X
(ii) The limit within which the value of the quotient lies giving your answer to 2 dps.
Y

Solution:

(i)

Value Maximum Minimum ∆ (Value)


X =2.2255 2.22555 2.22545 0.00005 (∆ X)
Y = 0.449 0.4495 0.4485 0.0005 ( ∆ Y )

X ∆ X X ∆Y
Error in = − .
Y Y Y Y

0.00005 2.2255 0.0005


= − .
0.449 0.449 0.449

= -0.005408

Absolute error is 0.005408 0.01(2 dp)

(ii) Limits bounding the quotient are given by;

min ( YX )≤ YX ≤ max ( YX )
X
4.95 ≤ ≤ 4.96
Y
Example:

(a) Given that x=2.5 , y=14.2∧z=8.1 all values given correct to 2 dps. Find the maximum values of;

x+ y x− y 1 1 1
(i) 2 (ii) (iii) + −
z z x y z

correct to 3 decimal places.

(b) Two decimal numbers x∧ y are rounded off to give X ∧Y with errors E1∧E 2 respectively. Show

that the maximum relative error made in approximating x 2 y by X 2 Y is given by 2 | || |


E1 E2
X
+
Y

Solution:

(a)

Value Maximum Minimum


x=2.5 2.55 2.45
y=14.2 14.25 14.15
z=8.1 8.15 8.05

x+ y max ( x )+ max ( y )
(i) Max =
min ( z 2 )
2
z
2.55+14.25
=
( 8.05 )2
= 0.259
x− y max ( x )−min ( y )
(ii) Max =
z min ( z )
2.55−14.15
=
8.05
= -1.441

(iii) Max ( 1x + 1y − 1z )= min1( x ) + min1( y ) − max1 ( z )


1 1 1
= + −
2.45 14.15 8.15
= 0.356
(b) x=X + E1∧ y=Y + E2
2 2 2 2
Error=x y −X Y =( X+ E1 ) ( Y + E2 )− X Y
2 2 2 2 2 2
= X Y + E2 X +2 XY E 1+ E1 Y + E 1 E2 − X Y
2
E2 X +2 XY E 1
2
E2 X 2 XY E 1
Relative error= 2
+ 2
X Y X Y
E E
= 2 −2 1
Y X

Maximum Relative Error = ||| |


E2
Y
E
+2 1
X

Example:

FORMULATE QUESTION:

Solution:

No: Min: Max:


3.551 3.5495 3.5515
2.71635 2.716345 2.716355

Min (3.551X2.71635) = Min (3.551) X Min (2.71635)

= 3.5495 X 2.716345 = 9.6444 (4dp)

Max (3.551X2.71635) = Max (3.551) X Max (2.71635)

= 3.5515 X 2.716355 = 9.6471 (4dp)

9.6444 ≤ True Value ( 9.64575 ) ≤ 9.6471

Alternatively;

1
Error bound = (Max . Value−Min .Value)
2

1
= ( 9.647134783−9.644382923 )=0.00137593
2

Working value = 3.551X2.71635 = 9.64575885

Range of values = ¿ 9.64575885 ± 0. 00137593

Exercise:
1. Given that x=3.57 , y=−4.291∧z =6.7955 are rounded off to the given decimal places
indicated.

(i) State the maximum possible errors in x , y ,∧z .

x
(ii) Find the limits within which the exact value of the expression, lies.
y−z

15.36+27.1−1.672
2. (a) Determine the approximate values between which lies,
2.36 ×1.043
assuming the maximum possible error in each of the figures.

(b) Determine the maximum absolute error in


√ Z given that X=2.4, Y=5.4 and
2 3
X Y
Z=1.8 all numbers rounded off.

3. If the error in each of the values of 2 x and 2−x is ± 0.005. find the exact value of the
x
2
quotient −x , when x=0.40 , giving your answer correct to 3 decimal places.
2

ESTIMATION OF ROOTS:

Newton-Raphson method: y

If point Q is near the point P

X n can be considered to be

the approximation of the exact

root x . Q ( xr , yr )

NQ=f ( x r ) α

NQ NQ
=tan α → RN = O P ( x ,0 ) Q( x r +1 , 0 )N x
RN tan α

tan α is equal to grad at Q.


'
tan α =f ( x r )
f ( xr )
RN=
f ' ( xr )

f ( xr )
¿=ON – RN →∨¿ x r − '
f ( xr )

f ( xr )
x r +1=x r−
f ' ( xr )

Example:

Using the Newton- Raphson formula, find the root of the equation
3
X −2 X−5=0

giving your answer correct to 2 decimal places.

Solution:

f ( X n)
Newton-Raphson formula is given by X n+1=X n− '
f ( Xn)

' 2
Now,
3
f (X n )=X n −2 X n−5 and f ( X n )=3 X n −2

( X n3−2 X n−5 )
So, X n+1=X n−
3 X n2−2
3 3
3 X n −2 X n− X n +2 X n +5
= 2
3 X n −2
3
2 X n +5
= 2
3 X n −2

Let x 0=2
n Xn X n+1 | X n+1− X n|
0 2 2.1 0.1
1 2.1 2.094 0.0054
2 2.094 2.094 0.0000
Root of equation is 2.09 (2dps)
Example:

(a) Show that the Newton-Raphson iterative formula for finding the cube root of any
number N is given by

X n+1=
1
3 (N
)
2 X n + 2 ; n=0 , 1 , 2, … … … … … …
Xn
1
Use the iterative formula to find 96 3 correct to 3 decimal places.

(b) Show that the equation 3 X 3 + X −5=0 has a real root between X=1 and X=2.

Using the Newton-Raphson formula thrice, find the value of his root correct to 2 d.p.

Solution:
1
(a) Let X =N 3

3
X −N=0
3 ' 2
Now, f ( X n )= X n −N and f ( X n )=3 X n

f ( X n)
Using X n+1=X n− '
f ( Xn)

( X n3−N )
= X n−
3 X n2
3 3
3 X n −X n + N
= 2
3 Xn
3
2 Xn + N 2 1 N
= 2 = 3 . Xn+ 3 . 2
3 Xn Xn

X n+1=
1
3 ( N
2 Xn+ 2
Xn )
Let x 0=5 , N=96

n Xn X n+1 | X n+1− X n|
0 5 4.613 0.3867
1 4.613 4.5791 0.0339
2 4.5791 4.5789 0.0002
3 4.5789 4.5789 0.0000

1
Therefore, 96 3 =4.579(3 d . p)

(b) f ( x )=3 x 3 + x−5

Now, f ( 1 ) =−1∧f (2 )=+21

The function changes sign, from negative (-) to positive (+) between x=1∧x =2.

This implies that the real root of the function f ( x )=3 x 3 + x−5 lies between the two

x-values.

Note: Graphical method is also appropriate.

Example:

FORMULATE QUESTION

Solution:
−3
(i) a=23.037 ; error ∈a ( e1 )=±0.5 × 10 =± 0.0005
−4
b=8.4658 ; error ∈b ( e 2 )=± 0.5 ×10 =± 0.00005

a
(ii) Absolute error in
b

Absolute error ¿
|e 1| |e 2|
+
a b

0.0005 0.00005
¿ +
23.037 8.4658

¿ 0.0000276

(iii) max ( ab )= max a 23.0375


=
min b 8.46575
=2.7213

min ( ba )= max
min a 23.0365
=
b 8.46585
=2.7211
a
Range is given by: 2.7211< <2.7213
b

Example:

FORMULATE QUESTION:

Solution:
' x
Let (x n )=e −2 x n−1 , f ( x n )=e −2
x n n

f ( X n)
From; X n+1=X n− '
f ( Xn)

( e x −2 x n−1 )
n

¿ X n−
e x −2
n

xn
e ( X n−1 ) +1
¿ xn
e −2

n Xn X n+1 | X n+1 −X n|
0 1.000 1.389 0.389
1 1.389 1.271 0.108
2 1.271 1.259 0.012
3 1.259 1.256 0.003
4 1.256 1.256 0.000

xn
Root of equation e −2 x n−1=0 is x=1.256

Example:

FORMULATE QUESTION:

Solution

(a) Error: ( X + ∆ X ) ( Y +∆ Y ) −XY = XY + X ∆ Y +Y ∆ X + ∆ X ∆ Y −XY

¿ X ∆ Y +Y ∆ X +∆ X ∆ Y ; Neglect error in ∆ X ∆ Y

¿ X ∆ Y +Y ∆ X
X ∆ Y +Y ∆ X ∆ X ∆ Y
Relative error: = +
XY X Y

Percentage error = Relative error × 100%

[| | | |]
∆ X ∆Y
X
+
Y
×100 %

Exercise:

1. By plotting graphs of y=e x and y=− x+ 4 on the same co-ordinate axes, estimate the
only real root of the equation e x + x−4=0 correct to one decimal place.

2. (a) Show that the equation x=ln ( 8−x ) has a root between x=1 and x=2.

(b) Use the Newton- Raphson method to find the root of the equation correct to 2
dp.

3. (a) Given two iterative formulae I and II for calculating the positive root of the
quadratic equation f(x) = 0 as:

I II

[ ]
2
1 1 X n +1
X n+1= ( X 2−1 )
2 n
X n+1=
2 X n−1

For n = 1, 2, 3, ….

Taking X 0=2.5, use each formula thrice to 2 dps to decide which is the more suitable
formula. Give a reason for your answer.

(b) If α is an approximate root of the equation X 3 =n, show that the iterative
formula for finding the root reduces to

n

α
2

Hence, taking α =4 estimate √ 17 correct to 3 dps.

4. (i) Show that the iterative formula for approximating the root of F(x) = 0 by the
Newton-Raphson process for the equation x e x +5 x−10=0 is
2 Xn
X n e +10
X n+1= Xn
e ( X n +1 ) +5

(ii) Show that the root of the equation in (i) above lies between 1 and 2. Hence, find
the root of the equation correct your answer to 2 dps.

5. Using the same graph show that the curve X 3 and 2X+5 have a common real root. Using
the Newton-Raphson formula twice, find the positive root of X 3 −2 X−5=0, giving your
answer correct to 2 dps.

6. (a) Show that the Newton-Raphson formula for finding the root of the equation
x −3 x+ 4=0 is
3

[ ]
3
2 x n −2
, n = 0, 1, 2, ……………………
3 x n2−1

(b) Taking the first approximatrion to the root of the above equation as -2.0, draw a
flow diagram which reads and prints the number of iterations and the root. Carry
out a dry run of the flow chart and obtain the root with an error of less than
0.005.

FLOW CHARTS/DIAGRAMS:

1. Flow charts/diagrams are schematic representations of algorithms.

2. They show the logical or sequential flow of processes/programs using arrows and
symbols.

Symbols:

START/END
OVAL

INPUT (READ)/
PARALLELOGRAM
OUTPUT (PRINT)

RECTANGLE
PROCESS/ALGORITM TO
BE EXECUTED

DECISION
TO BE YES RHOMBUS/DIAMOND BOX
TAKEN

NO

DIRECTION OF FLOW ARROW

Example: [1990 (1)]

Study the flow chart and perform a dry run of the flow chart. Hence, state the purpose of the
flow chart.

START
Solution:

Dry run: (Look at the variables)


S=0
S N (S , N)

0 1 …………

N=1
1 3 1 , 1

4 5 4 , 3

9 7 9 , 5

16 9 16 , 7

25 11 25 , 9

36 13 36 , 11

49 15 49 , 13

The flow chart prints S or squares of the first seven

natural numbers and N sequence of first seven odd

numbers.

Example:

Draw a flow chart for computing and printing the mean of the square roots of the first one
hundred natural numbers.

N=N+1
START END

N=0 S=S+N
S=0
IS
N=100 NO
PRINT A
S ?
A=
100

START
YES

Flow Chart: N=0


S=0
Notes:

 Start
 Inputs: (N=0 ; S=0)/PRINT S=S+N
 Counters: (N=N+1)
S
 Algorithm for Average: (A= ) IS
100
N=100 N=N+1
 Algorithm for Sum: (S=S+N)
?
 Decision box
 End

S
A=
100

PRINT A

Example: [1995 (1)] START

Given the flow diagram/chart shown.

What is the outcome in words? A=0


N=0
After the dry run, state the relationship between N and T T=0

Dry Run:

N=N+1
A N T N , T
0 0 0 …………..
1 1 1 1 , 1
3 2 8 2 , 8
T=T+6A+1
6 3 27 3 , 27
10 4 64 4 , 64
15 5 125 5 , 125
21 6 216 6 , 216 A=A+N
28 7 343 7 , 343
36 8 512 8 , 512
45 9 729 9 , 729 PRINT; N,T
55 10 1000 10 , 1000

The flow chart prints the first natural numbers and their NO
IS
corresponding cube roots. T =N 3 N=10
?

YES

STOP
Example: [2008(2)]

Study the flow chart below. Using the flow chart, perform a dry run and complete the table
below for X=22 and Y=7.

Solution:

P Q
START
0 22

1 15 Read: X,Y

2 8
P=0
3 1

The flow chart is used for finding the first four terms of
Q=X
whose common difference is -7 and first term is 22.

IS
Q<Y
?
YES

WRITE: P,Q
NO
P=P+1

STOP

Q=Q-Y

Example: [2009 (9)]

Given below are parts of a flow diagram not arranged in order.

READ: A C=B÷ 2
START
IS
B ≤0 YES
?

NO

PRINT: C
IS NO
B DIVISIBLE STOP
BY 2 ?

A ← A +1
YES B= A−5
(a) Rearrange them and draw a complete logical flow chart.
(b) State the purpose of the flow chart.
(c) Perform a dry run of your arranged flow chart by coping and completing the table
below.
A B C
46 ……….. ………..
77 ……..... ………..
120 ………… ………..
177 ………… …………

Solution:

(b) Completes and prints positive natural


START
numbers divisible by 2.

(c) A B C
READ: A
46 41 ……

77 72 36
B= A−5
120 115 ……

177 172 86

YES
IS
B ≤0 A ← A +1
?
NO

NO

YES

Example: [1989 (2)]

In the flow diagram C=Counter; SSN = Social Security Number; W=Monthly Wage of a factory
employee in shillings.
START
Copy and complete the following
table:
SSN W T C=1
01-86-003 8400 ………
03-86-095 8200 ………
04-86-064 7500 ………. SSN, W
02-86-035 8000 ………
04-86-066 6400 ………
01-87-098 4800 ………
02-87-105 6300 ……….
IS
03-87-135 5500 ………. W ≤ 4000 YES T =0
01-88-215 3800 ………. ?
01-88-217 3500 ………..
For how many employees is this program
Designed? Among these employees there NO
are some senior staff whose monthly
EXCESS=W −4000
salary is more than Sh.10,000 each.
These pay tax as follows: 12.5% for salary
Above Sh.4,000 but not more than Sh. 10,000;
T =EXCESS ¿0.125
Then 25% for salary above Sh. 10,000. Modify
The given flow diagram in order to incorporate
the senior staff.
WRITE: SSN,W,T

IS
C=C+ 1 NO C=270
?

YES

STOP

Solution:

The program is designed for 270 employees.

START

C=1

SSN, W

IS
W ≤ 4000 T =0
? YES

IS
W ≤ 4000 EXCESS=W −4000 T =EXCESS ¿0.125
?
NO

YES

NO

NO

YES
STOP

Example:

In the flow chart given shows

the SSN and the monthly wage

(W/=) of an employee. P START

represents the net pay.

Copy and complete the following: SSN, W

SSN W T P

280 – 04 380 0 380 IS YES


W ≤ 400 T =0
180 – 34 840 55 785 ?

179 – 93 4500 625 3875 NO

380 – 06 5580 895 4685

385 – 03 8000 1500 6500 IS YES


EXCESS I = W - 400
400 ≤ W ≤ 3000 EXCESS II =0
?
NO

Example:

Derive a Newton-Raphson formula for finding;

(a) The fifth root of any number, N.


(b) Draw a flow chart that can be used to work out the root.
1
(c) Perform a dry run to find ( 165 ) 5 . Use x 0=2.000

Solution:
1
Let X =N 5
5
X =N
5
X −N=0
5
f ( X n )= X n−N
' 4
f ( X n )=5 X n

Using the Newton –Raphson Iterative formula;


f ( X n)
X n+1=X n− '
f ( Xn)

5
(X n −N)
¿ X n− 4
5 Xn

X n+1=
1
5( N
4 X n− 4
Xn )
(b)
READ: X 0
END
START

n =0 n = n+1
IS
| X n+1− X n|≤0.5 × 10−3
?

X n+1=
1
5( N
4 X n− 4
Xn )
Flow chart:

START

READ: X 0

n =0

X n+1=
1
5 ( N
4 X n− 4
Xn )

IS
| X n+1− X n|≤0.5 × 10−3 n = n+1
?
NO

YES

(c)

Dry run:

n X n+1 X n+1 | X n+1− X n|


0 2.0000 3.6625 1.6625
1 3.6625 3.1134 0.5491
2 3.1134 2,8419 0.2715
3 2.8419 2.7794 0.0625
4 2.7794 2.7765 0.0029
5 2.7765 2.7765 0.0000

Example:

FORMULATE QUESTION:

Solution:

(a) A = X – a B = f(A) B=Y–b

Y = f(X) Y = f (A + a)

f(A) = f (A + a) – b

b = f (A + a) - f(A)

f ( A+ a)−f (A )
but f ' ( A)=
a
'
af ( A )=f ( A +a )−f ( A )

b=af ' ( A )
|b|=|a||f ' ( A )|
p
(b) f ( A )= A
' p−1
f ( A ) =p A

|b|=|a| p A p−1

|b|
Relative error =
B

|a| p A p−1
=
f ( A)

|a| p A p−1
=
Ap

= |a| p A−1

Example: [1988 (2b)]

An iterative method for approximating a root of the equation f ( x )=0 is described in the flow
chart below.

Given that A = 1.6875, B = 1.8750 and Tol = 0.5 ×10−3, perform a dry run to find the values of B
and X.

START

READ: A, B, TOL

A+ B
X=
2
LINEAR INTERPOLATION:

Interpolation = Interval estimation

If point P and Q are close enough we

can approximate the length of curve PQ f ( x 1 ) Q

to be equal to the length on line PQ.

Let P[ x 0 , f ( x0 ) ] and Q[ x 1 , f ( x 1 ) ] f (x) R

be points on the curve PQ whose f ( x0 ) P

coordinates are known. Suppose

R[ x , f ( x ) ] is a point between
P and Q in which either the ordinates

or abscissa is unknown by considering

the fact that Grad PQ=Grad RP

f ( x 1 )−f ( x 0 ) f ( x ) −f ( x 0 )
=
( x 1 )−( x 0 ) ( x ) −( x 0 )

From which;

f ( x ) −f ( x 0 )
x=x 0 + ( x 1−x 0 )
f ( x 1 )−f ( x 0)

( x−x 0 )
Or f ( x )=f ( x 0 ) +
( x1 −x 0)
[ f ( x 1 ) −f ( x 0 ) ]

Example:

In an experiment the following observations were recorded

T: (x) 0 12 20 30
Q: 6.6 2.9 -0.1 -2.9
Use linear interpolation to find

(i) Q when T = 16

(ii) T when Q -1

Solution:

f ( x 1 )−f ( x 0 ) f ( x ) −f ( x 0 )
=
( x 1 )−( x 0 ) ( x ) −( x 0 )

(i) f ( x )=? When x=16 , x 0=12, x 1=20, f (x ¿¿ 0)=2.9 ¿, f ( x 1 ) =−0.1

16−12
f ( x )=2.9+ (−0.1−2.9)
20−12

¿ 1.4

(ii) x=? f ( x )=−1, f (x ¿¿ 0)=−0.1 ¿, f ( x 1 ) =−2.9, x 0=20 , x 1=30


(−1−−0.1 )
x=20+ (30−20)
(−2.9−−0.1 )

¿ 23.2

Example:

FORMULATE QUESTION:

Solution:

Let log 10 x=f (x)

x 80.00 80.20 80.50 80.80


log 10 x or f (x) 1.9031 1.9042 1.9058 1.9074
(a) Using linear interpolation

( x−x 0 )
f= ( f 1−f 0 ) +f 0
( x 1−x 0 )
( 80.759−80.50 )
f= ( 1.9074−1.9058 ) +1.9058
( 80.80−80.50 )

f =1.9072(4 dp)

( f −f 0 )
(b) x= ( x 1−x 0 ) + x 0
( f 1−f 0 )
( 1.90388−1.9031 )
x= ( 80.20−80.00 )+ 80.00
( 1.9042−1.9031 )

x=80.14 (2 dp)

Exercise:

1. The table below shows the values of a function f(x) at a set of points.

x 0.9 1.0 1.1 1.2


f(x) 0.266 0.242 0.218 0.192

Use linear interpolation to find;


(i) the value of f(1.04)

(ii) the value of x corresponding to f(x)=0.25

2. Given the following table of values:

X 0 5 10 15
t 0 13 24.1 38.7
Use linear interpolation or extrapolation to find:

(i) t when x = 8

(ii) x when t = 44

TRAPEZIUM RULE:
3

Use the trapezium rule with 7 ordinates to estimate ∫ x+1 1 dx correct to 3 dps.
0

Solution:
3

∫ x+1 1 dx 1
2
h [ y 0+ 2 ( y 1+ y 2 +…+ y n−1 )+ y n ]
0

x 0 0.5 1.0 1.5 2.0 2.5 3.0


y 1 0.667 0.5 0.4 0.333 0.286 0.25

h=0.5
3

∫ x+1 1 dx= 0.5


2
[1+ 2 ( 0.667+ 0.5+0.4 +0.333+0.286 )+ 0.25 ]
0

¿ 1.406 3 dp

Example:

FORMULATE QUESTION:

Solution:
xn
1
∫ f (x )dx 2 [ 0
h y +2 ( y 1+ y 2+ …+ y n−1 ) + y n ]
x0

n 0 1 2 3 4 5
x 0 0.2 0.4 0.6 0.8 1.0
yn 1 0.9606 0.8518 0.6978 0.5274 0.3678

∫ e−x dx = 12 ×0.2 [ 1+ 2 ( 0.9606 +0.8518+0.6978+ 0.5274¿+ 0.3678 ) ]


2

¿ 0.7443

Exercise:
π
4
1. Use the trapezium rule with 5 ordinates to evaluate ∫ sec x dx correct to 4 dps.
0

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