diff --git a/exercise3/exercise3.pdf b/exercise3/exercise3.pdf index cc41ee5..2031976 100644 Binary files a/exercise3/exercise3.pdf and b/exercise3/exercise3.pdf differ diff --git a/exercise3/exercise3.typ b/exercise3/exercise3.typ index f6e14da..98db255 100644 --- a/exercise3/exercise3.typ +++ b/exercise3/exercise3.typ @@ -23,16 +23,14 @@ these are my solutions to the third exercise set of TMA4135. there should be a python source code file attached to this deliverable. -this file can be used to generate the images shown in problem 2. this document was created using #link("https://typst.app/")[#text(blue.darken(5%))[typst]]. -#v(42pt) +#v(1fr) #outline(title: none) -#v(42pt) #pagebreak() @@ -212,7 +210,7 @@ $ |E_([a,b])^n [f]| <= (b-a)^3/(12n^2) max_(xi in [a,b]) |f''(xi)| $ -=== first problem: $|E_([0,1])^n [exp]| <= 10^(-3)$ +*first problem:* $|E_([0,1])^n [exp]| <= 10^(-3)$ for $f(x) = e^x$, we have $f''(x) = e^x$. since $e^x$ is increasing, $max_(xi in [0,1]) |f''(xi)| = e$. @@ -225,14 +223,14 @@ solving: $n^2 >= e/(12 dot 10^(-3)) = 1000e/12$ therefore $n >= sqrt(1000e/12) approx 15.05$, so $n >= 16$. -=== second problem: $|E_([0,1])^n [ln]| <= 10^(-5)$ +*second problem:* $|E_([0,1])^n [ln]| <= 10^(-5)$ for $f(x) = ln(x)$, we have $f''(x) = -1/x^2$. since $|f''(x)| = 1/x^2 -> infinity$ as $x -> 0^+$, the function is not twice differentiable at $x = 0$. the trapezoidal rule error bound does not apply. -=== third problem: $|E_([1,2])^n [e^x/x]| <= 10^(-3)$ +*third problem:* $|E_([1,2])^n [e^x/x]| <= 10^(-3)$ for $f(x) = e^x/x$, using the quotient rule: $f''(x) = (e^x (x^2 - 2x + 2))/x^3$ @@ -363,6 +361,94 @@ needed, making it more efficient than uniform refinement. + + += problem 2 + +== a) + +to transform the quadrature rule from $[-1,1]$ to $(-3,3)$ we use +$ + x = (b - a)/2 t + (b + a)/2 = 3 t +$ +where $t in [-1,1]$, so $d x = 3 d t$. then + +$ + integral_(-3)^3 e^x d x = integral_(-1)^1 e^(3t) dot 3 d t = 3 integral_(-1)^1 e^(3t) d t +$ + +the gauß-legendre approximation is given by +$ + G_h = 3 sum_(i=0)^3 w_i e^(3 x_i) +$ + +so + +#[ + #let x0 = -1 / 35 * calc.sqrt(525 + 70 * calc.sqrt(30)) + #let x1 = -1 / 35 * calc.sqrt(525 - 70 * calc.sqrt(30)) + #let x2 = 1 / 35 * calc.sqrt(525 - 70 * calc.sqrt(30)) + #let x3 = 1 / 35 * calc.sqrt(525 + 70 * calc.sqrt(30)) + + #let w0 = 1 / 36 * (18 - calc.sqrt(30)) + #let w1 = 1 / 36 * (18 + calc.sqrt(30)) + #let w2 = 1 / 36 * (18 + calc.sqrt(30)) + #let w3 = 1 / 36 * (18 - calc.sqrt(30)) + + $ + G_h & = 3(w_0 e^(3 x_0) + w_1 e^(3 x_1) + w_2 e^(3 x_2) + w_3 e^(3 x_3)) \ + & = 3(#(w0 * calc.exp(3 * x0) + w1 * calc.exp(3 * x1) + w2 * calc.exp(3 * x2) + w3 * calc.exp(3 * x3))) \ + & = #(3 * (w0 * calc.exp(3 * x0) + w1 * calc.exp(3 * x1) + w2 * calc.exp(3 * x2) + w3 * calc.exp(3 * x3))) + $ + + wheras the exact value is $e^3 - e^(-3) = #(calc.exp(3) - calc.exp(-3))$. +] + + + +== b) + +from the given error formula, each subinterval of length $h = (b-a)/m$ contributes error + +$ + E_i prop h^(2n+1) = ((b-a)/m)^(2n+1) +$ + +total error from m subintervals +$ + E_m prop m dot ((b-a)/m)^(2n+1) = (b-a)^(2n+1)/m^(2n) +$ + +we expect error to decrease when we subdivide the interval. more subintervals +means more precision. + + + +== c) + +let $f(x) = x^8/8!$ + +we can see that $f^((2n))(x) = x^(8-2n)/(8-2n)!$ for $n > 0$ and $<= 8$ so +$ + E_1 = (6^(2n+1) (n!)^4)/((2n+1)[(2n)!]^3) dot xi^(8-2n)/((8-2n)!) +$ + +then sum the left and right errors to obtain +$ + E_2 = (3^(2n+1) (n!)^4)/((2n+1)[(2n)!]^3) dot (xi_1^(8-2n) + xi_2^(8-2n))/((8-2n)!) +$ + +which yields +$ + E_2/E_1 = (xi_1^(8-2n) + xi_2^(8-2n))/(2^(2n+1) xi^(8-2n)) +$ + +we can see that increasing n makes it more accurate very fast, as the numerator +grows smaller exponentially and the denominator bigger. + + + + = problem 3 == a) @@ -417,6 +503,7 @@ $ $ + == c) let @@ -431,11 +518,72 @@ where $n - 1 = 2$ since $k = 0, 1, 2$. computing the cardinal polynomials, we obtain $ - ell_0(x) & = (x - x_1) / (x_0 - x_1) dot (x - x_2) / (x_0 - x_2) - // = (x^2 - x_1 x - x_2 x + x_1 x_2) / (x_0^2 - x_1 x_0 - x_2 x_0 + x_1 x_2) - = (1 - 2 x) / sqrt(3/5) dot (x - 1/2 + 1/2 sqrt(3/5)) / sqrt(3/5) \ - & = (5 (x - 1/2 + 1/2 sqrt(3/5) - 2x^2 - x + x sqrt(3/5)))/3 \ - & = 5 / 3 (-2 x^2 + sqrt(3/5) x + 1/2 sqrt(3/5) - 1/2) \ - ell_1(x) & = (x - x_0) / (x_1 - x_0) dot (x - x_2) / (x_1 - x_2) - = (2 x - 1 + sqrt(3/5))/(sqrt(3/5)) dot (2 x - 1 + sqrt(3/5)) / sqrt(3/5) \ + ell_0(x) & = (x - x_1) / (x_0 - x_1) dot (x - x_2) / (x_0 - x_2) \ + & = (x - 1/2) / (-1/2 sqrt(3/5)) dot (x - 1/2 - 1/2 sqrt(3/5)) / (-sqrt(3/5)) \ + & = 5/3 (-2x^2 + sqrt(3/5) x + 1/2 sqrt(3/5) - 1/2) \ + ell_1(x) & = (x - x_0) / (x_1 - x_0) dot (x - x_2) / (x_1 - x_2) \ + & = (x - 1/2 + 1/2 sqrt(3/5)) / (1/2 sqrt(3/5)) dot (x - 1/2 - 1/2 sqrt(3/5)) / (1/2 sqrt(3/5)) \ + & = 4/3 (x^2 - x + 1/10) \ + ell_2(x) & = (x - x_0) / (x_2 - x_0) dot (x - x_1) / (x_2 - x_1) \ + & = 5/3 (-2x^2 - sqrt(3/5) x + 1/2 sqrt(3/5) + 1/2) $ + +integrating to find the weights +$ + w_0 & = integral_0^1 ell_0(x) dd(x) = 5/18 \ + w_1 & = integral_0^1 ell_1(x) dd(x) = 4/9 \ + w_2 & = integral_0^1 ell_2(x) dd(x) = 5/18 +$ + +by symmetry we have $w_0 = w_2$. + + +== d) + +the 3-point gauß-legendre quadrature rule for $[0,1]$ is +$ + integral_0^1 f(x) dd(x) approx 5/18 f(x_0) + 4/9 f(1/2) + 5/18 f(x_2) +$ +where $x_0 = 1/2 - 1/2 sqrt(3/5)$ and $x_2 = 1/2 + 1/2 sqrt(3/5)$. + +to verify that the 3-point rule integrates $x^5$ exactly, we compute +$ + integral_0^1 x^5 dd(x) = x^6/6 |_0^1 = 1/6 +$ +and using the symmetry property and binomial expansion for $x_0^5 + x_2^5$ where +$x_0 = 1/2 - 1/2 sqrt(3/5)$ and $x_2 = 1/2 + 1/2 sqrt(3/5)$, we obtain + +$ + 5/18 (x_0^5 + x_2^5) + 4/9 dot 1/32 = 1/6 +$ + +#h(1fr) $qed$ + + +== e) + +to show equivalence with the standard table, we transform from the reference interval $[-1, 1]$ to $[0, 1]$ using: +$ + x = (t + 1)/2 quad "where" t in [-1, 1] "and" x in [0, 1] +$ + +so +$ + x_0 & = (-sqrt(15)/5 + 1)/2 = 1/2 - sqrt(15)/10 \ + x_1 & = (0 + 1)/2 = 1/2 \ + x_2 & = (sqrt(15)/5 + 1)/2 = 1/2 + sqrt(15)/10 +$ + +using the change of variables $x = (t+1)/2$, we have $dd(x) = 1/2 dd(t)$. +so +$ + w_0 & = 5/9 dot 1/2 = 5/18 \ + w_1 & = 8/9 dot 1/2 = 4/9 \ + w_2 & = 5/9 dot 1/2 = 5/18 +$ + +note that $sqrt(15)/10 = 1/2 sqrt(3/5)$ so the transformed rule matches exactly +our derived 3-point gauß-legendre quadrature for $[0, 1]$, confirming that both +approaches yield the same integration rule. + +