Undergraduate Research

Size: px
Start display at page:

Download "Undergraduate Research"

Transcription

1 Undergrdute Reserch A Trigonometric Simpson s Rule By Ctherine Cusimno Kirby nd Sony Stnley Biogrphicl Sketch Ctherine Cusimno Kirby is the dughter of Donn nd Sm Cusimno. Originlly from Vestvi Hills, Albm, she is 1999 grdute of John Crroll Ctholic High School. She grduted with honors from Smford University in 003 with mjors in mthemtics nd Spnish. She credits Dr. Sony Stnley, who directed her reserch for this pper, with hving considerble influence on her mthemticl development. Ctherine now resides in Chttnoog, Tennessee. [15]

2 16 Albm Journl of Mthemtics Introduction There re some integrble functions f for which the definite integrl R b f (x) dx cnnot be clculted exctly. Becuse of this, numerous methods of pproximting definite integrls exist, including Simpson s rule nd the trpezoidl rule. These well-known numericl integrtion methods re bsed on polynomil interpoltion nd re well-suited for computer implementtion. In this pper, we develop similr methods using trigonometric polynomils nd trigonometric splines nd present comprisons with existing numericl integrtion methods. Simpson s Rule The scheme for pproximting n integrl using Simpson s rule isbsedonthefctthtifp (x) is ny polynomil of degree three or less, then R b b P (x) dx = 6 P ()+4P +b + P (b). Since there exists unique qudrtic polynomil Ax + Bx + C tht interpoltes the function f t the points, (, f()), +b,f +b, nd (b, f(b)), the integrl of this qudrtic polynomil serves s n pproximtion to R b f (x) dx. Inotherwords, Z b Z b f (x) dx Ax + Bx + C dx. Hence, Z b (Eq. 1) f (x) dx b + b f ()+4f + f (b). 6 The error term ssocited with Simpson s rule is 1 5 b f (4) (ξ), ξ (, b). 90 As motivting exmple, we will derive Simpson s rule using the method of undetermined coefficients. This method, illustrted here with =0ndb =1, yields the formul Z 1 1 f (x) dx A 0 f (0) + A 1 f + A f (1). 0 which is exct if f (x) is polynomil of degree less thn or equl to 3. To obtin formul tht clcultes integrls of qudrtic polynomils exctly, we simply force the integrls of the bsis functions,

3 Spring f 1 (x) =1,f (x) =x, nd f 3 (x) =x to be represented exctly. Doing this we obtin the following: 1= R 1 0 dx = A 0 + A 1 + A 1 = R 1 0 xdx = 1 A 1 + A 1 3 = R 1 0 x dx = 1 4 A 1 + A. The solution of the system is A 0 = 1 6,A 1 = 3,A = 1 6, thereby yielding Z 1 0 f (x) dx 1 6 f (0) + 3 f f (1). A more generl ppliction of the foregoing procedure on the intervl [, b] cn be used to obtin the form of Simpson s rule given in Eq. 1. Integrtion Using Trigonometric Polynomils. It is nturl to sk whether numericl integrtion formul bsed on trigonometric polynomils would be better suited to pproximte the integrl of trigonometric function thn n pproch bsed on qudrtic polynomils. In the cse of trigonometric polynomils, we hve developed n pproximtion for the integrl R b f (x) dx by imitting the method of undetermined coefficients described bove in the derivtion of Simpson s rule. In our cse we use the following bsis functions, first introduced in [1] f 1 (x) = sin(t t) sin(t t 1), f (x) = sin(t t)sin(t t1) (sin(t t 1 )), f 3 (x) = sin(t t1 ) sin(t t 1). If we let h = b, the formul tht results is: R b f (x) dx csc (h) 1 + h cot (h)+ 1 csc (h) h 1 4 sin (4h) f () + csc (h) 1 +cot(h)+csc(h) f +b + csc(h) 1 + h cot (h)+csc(h) h 1 4 sin (4h) f (b).

4 18 Albm Journl of Mthemtics This formul is exct for functions of the form f 1 (x)+bf (x)+ cf 3 (x). We demonstrte this in exmples in Tble 1. Also, even though this formul ws derived on the intervl [ h, h], it is vlid on ny intervl of length h. For exmple, if h =1ndb =, the result is R b f (x) dx f ()+1.981f +b f (b). Trigonometric-Spline-Bsed Integrtion Approximtion Method Now we construct n pproximtion method bsed on trigonometric splines. The first step in this process is to choose n pproprite representtion for the spline used in the construction. We define second-degree trigonometric spline in the following wy: Definition 1. Let t [t 1,t ], 0 <t t 1 < π nd let A 1, B 1,C 1,A,B, nd C be rel numbers. Then, the function p (t) given by p (t) = A 1 nd p (t) = A sin( t t) sin(t t) sin(t t) + B 1 + C 1 + B + C sin( t t) sin(t t 1 ) sin(t t) sin(t t) sin(t t) sin(t t 1 ), for t 1 t< t sin(t t) sin(t t) sin(t t), for t t t is second-degree trigonometric spline. It is our intention to use this trigonometric spline to develop numericl integrtion formul similr to Simpson s rule nd to compre the performnce of this new formul in pproximting integrls of severl fmilies of functions with the performnce of Simpson s rule. In prticulr, we will investigte whether our trigonometric version of Simpson s rule pproximtes trigonometric integrls better thn the polynomil-bsed Simpson s rule. Using the definition of spline in definition 1, we will develop trigonometric-spline-bsed integrtion method to pproximte R b f (x) dx. Thevlueofthesplinewillbeclcultedtt = h, t =0, nd t = h nd set equl to y 0 = f ( h),y 1 = f (0), nd y = f (h) respectively. We set the vlue of the left-hnd side of the spline equl to the vlue of the right-hnd side t t =0, nd we set

5 Spring the slopevlue tt = 0 equl from both the left nd the right. Also, we let = t 1 = h nd b = t = h. Using this informtion, the following system of equtions is set up nd solved for A 1,B 1, C 1,A,B, nd C : p (t 1 ) = A sin( t1 ) sin( t1 ) sin(0) 1 sin( t +B1 1) sin( t 1) sin( t 1) + C 1 sin(0) sin( t 1) = A1 = y 0 p 0 (0) = csc(h) B 1 +cot(h) C 1 = s p (0) = A sin(0) sin(0) sin( t1) 1 sin( t 1 ) +B1 sin( t 1 ) sin( t 1 ) + C 1 sin( t1) sin( t 1 ) = C1 = y 1 p (0) = A sin(t) sin(t) sin(0) sin(t ) +B sin(t ) sin(t ) + C sin(0) sin(t ) = A = y 1 p 0 (0) = cot(h) A +csc(h) B = s p (t ) = A sin(0) sin(0) sin(t ) sin(t ) +B sin(t ) sin(t ) + C sin(t ) sin(t ) = C = y where y 0 = f ( h),y 1 = f (0),y = f (h), nd s = δ1δ δ 1 +δ with δ 1 = y 1 y 0 h nd δ = y y 1 h.this system cn be represented in mtrix form s follows: csc(h) cot(h) cot(h) csc(h) A 1 B 1 C 1 A B C = y 0 s y 1 y 1 s y

6 0 Albm Journl of Mthemtics From this it follows tht R h h f (x) dx = R 0 h "A 1 sin( t t) +B 1 sin( t t) sin(t t 1) + C 1 sin(t t 1 ) # dt + R h 0 "A sin(t t) sin(t t) +B sin(t t) sin(t t) sin(t t) sin(t t) + C sin(t t) sin(t t) # dt which results in Z b f (x) dx 1 4 csc (h)[ h (y 0 + y )+4hy 1 cos(h)+(y 0 y 1 + y )sin(h)]. Comprison of Simpson s Rule nd Trigonometric Integrtion Methods We now present comprison of exct integrl vlues with pproximtions clculted through the use of Simpson s Rule, the trigonometric polynomil-bsed method, nd the trigonometric spline-bsed method. These comprisons re shown for vrious functions on the sme intervl nd for severl functions on different intervls.

7 Spring Function Exct Simpson s Trigonometric Trigonometf (x) = Integrl Rule Polynomil- ric Spline- Vlue Approx- bsed Ap- bsed Apimtion proximtion proximtion x x x x x x x x (x +1) sin (x) cos (x) sin (x) cos (x) sin 3 (x) cos 3 (x) cos 3 (x) sin (x) Tble 1. Comprisons of exct nd pproximte integrl vlues for R 1 f (x) dx. 1 Integrl Exct Simpson s Trigonometric Integrl Rule Polynomil- Vlue Approx- bsed Apimtion proximtion R 1 1 x dx R 3 1 x dx R 4 x dx R 1 1 cos (x)+sin 3 (x) dx R 3 R1 6 cos (x)+sin 3 (x) dx cos (x)+sin 3 (x) dx Tble. Comprisons of exct nd pproximte integrl vlues over vrious intervls. From these exmples, it cn be seen tht there ws no observble difference in the trigonometric polynomil-bsed pproximtion method nd the trigonometric-spline pproximtion method. The reson for this hs not been investigted t this time. Also,

8 Albm Journl of Mthemtics it cn be seen in these exmples tht in both the liner nd constnt functions, the trigonometric pproximtions gree with the exct integrl vlues. Wheres the trigonometric bsed methods give exct integrl vlues for odd polynomil functions, they give only close pproximtions for the even polynomil functions. Also, in the cses of the trigonometric functions, the trigonometric-bsed methods often give closer integrl pproximtions thn Simpson s rule. References [1] Alfeld, P., Nemtu, M., nd Schumker, L., Circulr Bernstein-Bezier Polynomils, Mthemticl Methods in CAGD, M.Dehlen,T.Lyche,ndL.L.Schumker (eds), Vnderbilt University Press, (1995), [] Cusimno, C. nd Stnley, S., Circulr Berstein-Bezier Polynomil Splines with Knot Removl, Journl of Computtionl nd Applied Mthemtics, 155 / 1, (003), [3] Kincid, D. nd Cheney, W., Numericl Anlysis: Mthemtics of Scientific Computing.nd. ed. Pcific Grove, CA: Brooks/Cole, [4] Schumker, L. nd Stnley, S., Shpe-Preserving Knot Removl. Computer Aided Geometric Design. 13 (1996) [5] Schumker, L., On Shpe-Preserving Qudrtic Spline Interpoltion, SIAM Journl of Numericl Anlysis. 0 (1983), [6] Stewrt, J., Clculus: Concepts nd Contexts, Brooks/Cole, 001. Deprtment of Mthemtics & Computer Science Smford University 800 Lkeshore Drive Birminghm, AL 359 ssstnle@smford.edu (05) fx: (05)76-471

Numerical Analysis: Trapezoidal and Simpson s Rule

Numerical Analysis: Trapezoidal and Simpson s Rule nd Simpson s Mthemticl question we re interested in numericlly nswering How to we evlute I = f (x) dx? Clculus tells us tht if F(x) is the ntiderivtive of function f (x) on the intervl [, b], then I =

More information

Math& 152 Section Integration by Parts

Math& 152 Section Integration by Parts Mth& 5 Section 7. - Integrtion by Prts Integrtion by prts is rule tht trnsforms the integrl of the product of two functions into other (idelly simpler) integrls. Recll from Clculus I tht given two differentible

More information

Definite integral. Mathematics FRDIS MENDELU

Definite integral. Mathematics FRDIS MENDELU Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová Brno 1 Motivtion - re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function defined on [, b]. Wht is the re of the

More information

DOING PHYSICS WITH MATLAB MATHEMATICAL ROUTINES

DOING PHYSICS WITH MATLAB MATHEMATICAL ROUTINES DOIG PHYSICS WITH MATLAB MATHEMATICAL ROUTIES COMPUTATIO OF OE-DIMESIOAL ITEGRALS In Cooper School of Physics, University of Sydney in.cooper@sydney.edu.u DOWLOAD DIRECTORY FOR MATLAB SCRIPTS mth_integrtion_1d.m

More information

Definite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30

Definite integral. Mathematics FRDIS MENDELU. Simona Fišnarová (Mendel University) Definite integral MENDELU 1 / 30 Definite integrl Mthemtics FRDIS MENDELU Simon Fišnrová (Mendel University) Definite integrl MENDELU / Motivtion - re under curve Suppose, for simplicity, tht y = f(x) is nonnegtive nd continuous function

More information

NUMERICAL INTEGRATION. The inverse process to differentiation in calculus is integration. Mathematically, integration is represented by.

NUMERICAL INTEGRATION. The inverse process to differentiation in calculus is integration. Mathematically, integration is represented by. NUMERICAL INTEGRATION 1 Introduction The inverse process to differentition in clculus is integrtion. Mthemticlly, integrtion is represented by f(x) dx which stnds for the integrl of the function f(x) with

More information

New Expansion and Infinite Series

New Expansion and Infinite Series Interntionl Mthemticl Forum, Vol. 9, 204, no. 22, 06-073 HIKARI Ltd, www.m-hikri.com http://dx.doi.org/0.2988/imf.204.4502 New Expnsion nd Infinite Series Diyun Zhng College of Computer Nnjing University

More information

Arithmetic Mean Derivative Based Midpoint Rule

Arithmetic Mean Derivative Based Midpoint Rule Applied Mthemticl Sciences, Vol. 1, 018, no. 13, 65-633 HIKARI Ltd www.m-hikri.com https://doi.org/10.1988/ms.018.858 Arithmetic Men Derivtive Bsed Midpoint Rule Rike Mrjulis 1, M. Imrn, Symsudhuh Numericl

More information

B.Sc. in Mathematics (Ordinary)

B.Sc. in Mathematics (Ordinary) R48/0 DUBLIN INSTITUTE OF TECHNOLOGY KEVIN STREET, DUBLIN 8 B.Sc. in Mthemtics (Ordinry) SUPPLEMENTAL EXAMINATIONS 01 Numericl Methods Dr. D. Mckey Dr. C. Hills Dr. E.A. Cox Full mrks for complete nswers

More information

CMDA 4604: Intermediate Topics in Mathematical Modeling Lecture 19: Interpolation and Quadrature

CMDA 4604: Intermediate Topics in Mathematical Modeling Lecture 19: Interpolation and Quadrature CMDA 4604: Intermedite Topics in Mthemticl Modeling Lecture 19: Interpoltion nd Qudrture In this lecture we mke brief diversion into the res of interpoltion nd qudrture. Given function f C[, b], we sy

More information

NUMERICAL INTEGRATION

NUMERICAL INTEGRATION NUMERICAL INTEGRATION How do we evlute I = f (x) dx By the fundmentl theorem of clculus, if F (x) is n ntiderivtive of f (x), then I = f (x) dx = F (x) b = F (b) F () However, in prctice most integrls

More information

1 The Lagrange interpolation formula

1 The Lagrange interpolation formula Notes on Qudrture 1 The Lgrnge interpoltion formul We briefly recll the Lgrnge interpoltion formul. The strting point is collection of N + 1 rel points (x 0, y 0 ), (x 1, y 1 ),..., (x N, y N ), with x

More information

Lecture 14: Quadrature

Lecture 14: Quadrature Lecture 14: Qudrture This lecture is concerned with the evlution of integrls fx)dx 1) over finite intervl [, b] The integrnd fx) is ssumed to be rel-vlues nd smooth The pproximtion of n integrl by numericl

More information

63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1

63. Representation of functions as power series Consider a power series. ( 1) n x 2n for all 1 < x < 1 3 9. SEQUENCES AND SERIES 63. Representtion of functions s power series Consider power series x 2 + x 4 x 6 + x 8 + = ( ) n x 2n It is geometric series with q = x 2 nd therefore it converges for ll q =

More information

Lecture 20: Numerical Integration III

Lecture 20: Numerical Integration III cs4: introduction to numericl nlysis /8/0 Lecture 0: Numericl Integrtion III Instructor: Professor Amos Ron Scribes: Mrk Cowlishw, Yunpeng Li, Nthnel Fillmore For the lst few lectures we hve discussed

More information

Best Approximation. Chapter The General Case

Best Approximation. Chapter The General Case Chpter 4 Best Approximtion 4.1 The Generl Cse In the previous chpter, we hve seen how n interpolting polynomil cn be used s n pproximtion to given function. We now wnt to find the best pproximtion to given

More information

The Regulated and Riemann Integrals

The Regulated and Riemann Integrals Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue

More information

The Riemann Integral

The Riemann Integral Deprtment of Mthemtics King Sud University 2017-2018 Tble of contents 1 Anti-derivtive Function nd Indefinite Integrls 2 3 4 5 Indefinite Integrls & Anti-derivtive Function Definition Let f : I R be function

More information

Discrete Least-squares Approximations

Discrete Least-squares Approximations Discrete Lest-squres Approximtions Given set of dt points (x, y ), (x, y ),, (x m, y m ), norml nd useful prctice in mny pplictions in sttistics, engineering nd other pplied sciences is to construct curve

More information

p(x) = 3x 3 + x n 3 k=0 so the right hand side of the equality we have to show is obtained for r = b 0, s = b 1 and 2n 3 b k x k, q 2n 3 (x) =

p(x) = 3x 3 + x n 3 k=0 so the right hand side of the equality we have to show is obtained for r = b 0, s = b 1 and 2n 3 b k x k, q 2n 3 (x) = Norwegin University of Science nd Technology Deprtment of Mthemticl Sciences Pge 1 of 5 Contct during the exm: Elen Celledoni, tlf. 73593541, cell phone 48238584 PLESE NOTE: this solution is for the students

More information

Section 4.8. D v(t j 1 ) t. (4.8.1) j=1

Section 4.8. D v(t j 1 ) t. (4.8.1) j=1 Difference Equtions to Differentil Equtions Section.8 Distnce, Position, nd the Length of Curves Although we motivted the definition of the definite integrl with the notion of re, there re mny pplictions

More information

Orthogonal Polynomials

Orthogonal Polynomials Mth 4401 Gussin Qudrture Pge 1 Orthogonl Polynomils Orthogonl polynomils rise from series solutions to differentil equtions, lthough they cn be rrived t in vriety of different mnners. Orthogonl polynomils

More information

Review of Calculus, cont d

Review of Calculus, cont d Jim Lmbers MAT 460 Fll Semester 2009-10 Lecture 3 Notes These notes correspond to Section 1.1 in the text. Review of Clculus, cont d Riemnn Sums nd the Definite Integrl There re mny cses in which some

More information

Sections 5.2: The Definite Integral

Sections 5.2: The Definite Integral Sections 5.2: The Definite Integrl In this section we shll formlize the ides from the lst section to functions in generl. We strt with forml definition.. The Definite Integrl Definition.. Suppose f(x)

More information

Z b. f(x)dx. Yet in the above two cases we know what f(x) is. Sometimes, engineers want to calculate an area by computing I, but...

Z b. f(x)dx. Yet in the above two cases we know what f(x) is. Sometimes, engineers want to calculate an area by computing I, but... Chpter 7 Numericl Methods 7. Introduction In mny cses the integrl f(x)dx cn be found by finding function F (x) such tht F 0 (x) =f(x), nd using f(x)dx = F (b) F () which is known s the nlyticl (exct) solution.

More information

Tangent Line and Tangent Plane Approximations of Definite Integral

Tangent Line and Tangent Plane Approximations of Definite Integral Rose-Hulmn Undergrdute Mthemtics Journl Volume 16 Issue 2 Article 8 Tngent Line nd Tngent Plne Approximtions of Definite Integrl Meghn Peer Sginw Vlley Stte University Follow this nd dditionl works t:

More information

6.5 Numerical Approximations of Definite Integrals

6.5 Numerical Approximations of Definite Integrals Arknss Tech University MATH 94: Clculus II Dr. Mrcel B. Finn 6.5 Numericl Approximtions of Definite Integrls Sometimes the integrl of function cnnot be expressed with elementry functions, i.e., polynomil,

More information

INTRODUCTION TO INTEGRATION

INTRODUCTION TO INTEGRATION INTRODUCTION TO INTEGRATION 5.1 Ares nd Distnces Assume f(x) 0 on the intervl [, b]. Let A be the re under the grph of f(x). b We will obtin n pproximtion of A in the following three steps. STEP 1: Divide

More information

Lab 11 Approximate Integration

Lab 11 Approximate Integration Nme Student ID # Instructor L Period Dte Due L 11 Approximte Integrtion Ojectives 1. To ecome fmilir with the right endpoint rule, the trpezoidl rule, nd Simpson's rule. 2. To compre nd contrst the properties

More information

QUADRATURE is an old-fashioned word that refers to

QUADRATURE is an old-fashioned word that refers to World Acdemy of Science Engineering nd Technology Interntionl Journl of Mthemticl nd Computtionl Sciences Vol:5 No:7 011 A New Qudrture Rule Derived from Spline Interpoltion with Error Anlysis Hdi Tghvfrd

More information

4.4 Areas, Integrals and Antiderivatives

4.4 Areas, Integrals and Antiderivatives . res, integrls nd ntiderivtives 333. Ares, Integrls nd Antiderivtives This section explores properties of functions defined s res nd exmines some connections mong res, integrls nd ntiderivtives. In order

More information

Numerical Integration

Numerical Integration Chpter 5 Numericl Integrtion Numericl integrtion is the study of how the numericl vlue of n integrl cn be found. Methods of function pproximtion discussed in Chpter??, i.e., function pproximtion vi the

More information

Harmonic Mean Derivative - Based Closed Newton Cotes Quadrature

Harmonic Mean Derivative - Based Closed Newton Cotes Quadrature IOSR Journl of Mthemtics (IOSR-JM) e-issn: - p-issn: 9-X. Volume Issue Ver. IV (My. - Jun. 0) PP - www.iosrjournls.org Hrmonic Men Derivtive - Bsed Closed Newton Cotes Qudrture T. Rmchndrn D.Udykumr nd

More information

AN INTEGRAL INEQUALITY FOR CONVEX FUNCTIONS AND APPLICATIONS IN NUMERICAL INTEGRATION

AN INTEGRAL INEQUALITY FOR CONVEX FUNCTIONS AND APPLICATIONS IN NUMERICAL INTEGRATION Applied Mthemtics E-Notes, 5(005), 53-60 c ISSN 1607-510 Avilble free t mirror sites of http://www.mth.nthu.edu.tw/ men/ AN INTEGRAL INEQUALITY FOR CONVEX FUNCTIONS AND APPLICATIONS IN NUMERICAL INTEGRATION

More information

Theoretical foundations of Gaussian quadrature

Theoretical foundations of Gaussian quadrature Theoreticl foundtions of Gussin qudrture 1 Inner product vector spce Definition 1. A vector spce (or liner spce) is set V = {u, v, w,...} in which the following two opertions re defined: (A) Addition of

More information

Construction of Gauss Quadrature Rules

Construction of Gauss Quadrature Rules Jim Lmbers MAT 772 Fll Semester 2010-11 Lecture 15 Notes These notes correspond to Sections 10.2 nd 10.3 in the text. Construction of Guss Qudrture Rules Previously, we lerned tht Newton-Cotes qudrture

More information

Advanced Computational Fluid Dynamics AA215A Lecture 3 Polynomial Interpolation: Numerical Differentiation and Integration.

Advanced Computational Fluid Dynamics AA215A Lecture 3 Polynomial Interpolation: Numerical Differentiation and Integration. Advnced Computtionl Fluid Dynmics AA215A Lecture 3 Polynomil Interpoltion: Numericl Differentition nd Integrtion Antony Jmeson Winter Qurter, 2016, Stnford, CA Lst revised on Jnury 7, 2016 Contents 3 Polynomil

More information

THE HANKEL MATRIX METHOD FOR GAUSSIAN QUADRATURE IN 1 AND 2 DIMENSIONS

THE HANKEL MATRIX METHOD FOR GAUSSIAN QUADRATURE IN 1 AND 2 DIMENSIONS THE HANKEL MATRIX METHOD FOR GAUSSIAN QUADRATURE IN 1 AND 2 DIMENSIONS CARLOS SUERO, MAURICIO ALMANZAR CONTENTS 1 Introduction 1 2 Proof of Gussin Qudrture 6 3 Iterted 2-Dimensionl Gussin Qudrture 20 4

More information

Abstract inner product spaces

Abstract inner product spaces WEEK 4 Abstrct inner product spces Definition An inner product spce is vector spce V over the rel field R equipped with rule for multiplying vectors, such tht the product of two vectors is sclr, nd the

More information

Lecture 4: Piecewise Cubic Interpolation

Lecture 4: Piecewise Cubic Interpolation Lecture notes on Vritionl nd Approximte Methods in Applied Mthemtics - A Peirce UBC Lecture 4: Piecewise Cubic Interpoltion Compiled 5 September In this lecture we consider piecewise cubic interpoltion

More information

Lecture 6: Singular Integrals, Open Quadrature rules, and Gauss Quadrature

Lecture 6: Singular Integrals, Open Quadrature rules, and Gauss Quadrature Lecture notes on Vritionl nd Approximte Methods in Applied Mthemtics - A Peirce UBC Lecture 6: Singulr Integrls, Open Qudrture rules, nd Guss Qudrture (Compiled 6 August 7) In this lecture we discuss the

More information

Exact solutions for nonlinear partial fractional differential equations

Exact solutions for nonlinear partial fractional differential equations Chin. Phys. B Vol., No. (0) 004 Exct solutions for nonliner prtil frctionl differentil equtions Khled A. epreel )b) nd Sleh Omrn b)c) ) Mthemtics Deprtment, Fculty of Science, Zgzig University, Egypt b)

More information

Numerical quadrature based on interpolating functions: A MATLAB implementation

Numerical quadrature based on interpolating functions: A MATLAB implementation SEMINAR REPORT Numericl qudrture bsed on interpolting functions: A MATLAB implementtion by Venkt Ayylsomyjul A seminr report submitted in prtil fulfillment for the degree of Mster of Science (M.Sc) in

More information

Euler, Ioachimescu and the trapezium rule. G.J.O. Jameson (Math. Gazette 96 (2012), )

Euler, Ioachimescu and the trapezium rule. G.J.O. Jameson (Math. Gazette 96 (2012), ) Euler, Iochimescu nd the trpezium rule G.J.O. Jmeson (Mth. Gzette 96 (0), 36 4) The following results were estblished in recent Gzette rticle [, Theorems, 3, 4]. Given > 0 nd 0 < s

More information

Lecture 19: Continuous Least Squares Approximation

Lecture 19: Continuous Least Squares Approximation Lecture 19: Continuous Lest Squres Approximtion 33 Continuous lest squres pproximtion We begn 31 with the problem of pproximting some f C[, b] with polynomil p P n t the discrete points x, x 1,, x m for

More information

A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007

A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H. Thomas Shores Department of Mathematics University of Nebraska Spring 2007 A REVIEW OF CALCULUS CONCEPTS FOR JDEP 384H Thoms Shores Deprtment of Mthemtics University of Nebrsk Spring 2007 Contents Rtes of Chnge nd Derivtives 1 Dierentils 4 Are nd Integrls 5 Multivrite Clculus

More information

c n φ n (x), 0 < x < L, (1) n=1

c n φ n (x), 0 < x < L, (1) n=1 SECTION : Fourier Series. MATH4. In section 4, we will study method clled Seprtion of Vribles for finding exct solutions to certin clss of prtil differentil equtions (PDEs. To do this, it will be necessry

More information

Lecture 17. Integration: Gauss Quadrature. David Semeraro. University of Illinois at Urbana-Champaign. March 20, 2014

Lecture 17. Integration: Gauss Quadrature. David Semeraro. University of Illinois at Urbana-Champaign. March 20, 2014 Lecture 17 Integrtion: Guss Qudrture Dvid Semerro University of Illinois t Urbn-Chmpign Mrch 0, 014 Dvid Semerro (NCSA) CS 57 Mrch 0, 014 1 / 9 Tody: Objectives identify the most widely used qudrture method

More information

Chapter 6 Notes, Larson/Hostetler 3e

Chapter 6 Notes, Larson/Hostetler 3e Contents 6. Antiderivtives nd the Rules of Integrtion.......................... 6. Are nd the Definite Integrl.................................. 6.. Are............................................ 6. Reimnn

More information

Composite Mendeleev s Quadratures for Solving a Linear Fredholm Integral Equation of The Second Kind

Composite Mendeleev s Quadratures for Solving a Linear Fredholm Integral Equation of The Second Kind Globl Journl of Pure nd Applied Mthemtics. ISSN 0973-1768 Volume 12, Number (2016), pp. 393 398 Reserch Indi Publictions http://www.ripubliction.com/gjpm.htm Composite Mendeleev s Qudrtures for Solving

More information

Chapter 3 Polynomials

Chapter 3 Polynomials Dr M DRAIEF As described in the introduction of Chpter 1, pplictions of solving liner equtions rise in number of different settings In prticulr, we will in this chpter focus on the problem of modelling

More information

How can we approximate the area of a region in the plane? What is an interpretation of the area under the graph of a velocity function?

How can we approximate the area of a region in the plane? What is an interpretation of the area under the graph of a velocity function? Mth 125 Summry Here re some thoughts I ws hving while considering wht to put on the first midterm. The core of your studying should be the ssigned homework problems: mke sure you relly understnd those

More information

CLOSED EXPRESSIONS FOR COEFFICIENTS IN WEIGHTED NEWTON-COTES QUADRATURES

CLOSED EXPRESSIONS FOR COEFFICIENTS IN WEIGHTED NEWTON-COTES QUADRATURES Filomt 27:4 (2013) 649 658 DOI 10.2298/FIL1304649M Published by Fculty of Sciences nd Mthemtics University of Niš Serbi Avilble t: http://www.pmf.ni.c.rs/filomt CLOSED EXPRESSIONS FOR COEFFICIENTS IN WEIGHTED

More information

Midpoint Approximation

Midpoint Approximation Midpoint Approximtion Sometimes, we need to pproximte n integrl of the form R b f (x)dx nd we cnnot find n ntiderivtive in order to evlute the integrl. Also we my need to evlute R b f (x)dx where we do

More information

1 Part II: Numerical Integration

1 Part II: Numerical Integration Mth 4 Lb 1 Prt II: Numericl Integrtion This section includes severl techniques for getting pproimte numericl vlues for definite integrls without using ntiderivtives. Mthemticll, ect nswers re preferble

More information

7.2 The Definite Integral

7.2 The Definite Integral 7.2 The Definite Integrl the definite integrl In the previous section, it ws found tht if function f is continuous nd nonnegtive, then the re under the grph of f on [, b] is given by F (b) F (), where

More information

Section 7.1 Integration by Substitution

Section 7.1 Integration by Substitution Section 7. Integrtion by Substitution Evlute ech of the following integrls. Keep in mind tht using substitution my not work on some problems. For one of the definite integrls, it is not possible to find

More information

Unit #9 : Definite Integral Properties; Fundamental Theorem of Calculus

Unit #9 : Definite Integral Properties; Fundamental Theorem of Calculus Unit #9 : Definite Integrl Properties; Fundmentl Theorem of Clculus Gols: Identify properties of definite integrls Define odd nd even functions, nd reltionship to integrl vlues Introduce the Fundmentl

More information

Solutions to Assignment #8

Solutions to Assignment #8 Mth 1 Numericl Anlysis (Bueler) December 9, 29 Solutions to Assignment #8 Problems 64, exercise 14: The nswer turns out to be yes, which mens tht I hve to be orgnized in writing it up There re lot of fcts

More information

Chapter 2. Numerical Integration also called quadrature. 2.2 Trapezoidal Rule. 2.1 A basic principle Extending the Trapezoidal Rule DRAWINGS

Chapter 2. Numerical Integration also called quadrature. 2.2 Trapezoidal Rule. 2.1 A basic principle Extending the Trapezoidal Rule DRAWINGS S Cpter Numericl Integrtion lso clled qudrture Te gol of numericl integrtion is to pproximte numericlly. f(x)dx Tis is useful for difficult integrls like sin(x) ; sin(x ); x + x 4 Or worse still for multiple-dimensionl

More information

III. Lecture on Numerical Integration. File faclib/dattab/lecture-notes/numerical-inter03.tex /by EC, 3/14/2008 at 15:11, version 9

III. Lecture on Numerical Integration. File faclib/dattab/lecture-notes/numerical-inter03.tex /by EC, 3/14/2008 at 15:11, version 9 III Lecture on Numericl Integrtion File fclib/dttb/lecture-notes/numerical-inter03.tex /by EC, 3/14/008 t 15:11, version 9 1 Sttement of the Numericl Integrtion Problem In this lecture we consider the

More information

3.4 Numerical integration

3.4 Numerical integration 3.4. Numericl integrtion 63 3.4 Numericl integrtion In mny economic pplictions it is necessry to compute the definite integrl of relvlued function f with respect to "weight" function w over n intervl [,

More information

P 3 (x) = f(0) + f (0)x + f (0) 2. x 2 + f (0) . In the problem set, you are asked to show, in general, the n th order term is a n = f (n) (0)

P 3 (x) = f(0) + f (0)x + f (0) 2. x 2 + f (0) . In the problem set, you are asked to show, in general, the n th order term is a n = f (n) (0) 1 Tylor polynomils In Section 3.5, we discussed how to pproximte function f(x) round point in terms of its first derivtive f (x) evluted t, tht is using the liner pproximtion f() + f ()(x ). We clled this

More information

Orthogonal Polynomials and Least-Squares Approximations to Functions

Orthogonal Polynomials and Least-Squares Approximations to Functions Chpter Orthogonl Polynomils nd Lest-Squres Approximtions to Functions **4/5/3 ET. Discrete Lest-Squres Approximtions Given set of dt points (x,y ), (x,y ),..., (x m,y m ), norml nd useful prctice in mny

More information

Best Approximation in the 2-norm

Best Approximation in the 2-norm Jim Lmbers MAT 77 Fll Semester 1-11 Lecture 1 Notes These notes correspond to Sections 9. nd 9.3 in the text. Best Approximtion in the -norm Suppose tht we wish to obtin function f n (x) tht is liner combintion

More information

Some estimates on the Hermite-Hadamard inequality through quasi-convex functions

Some estimates on the Hermite-Hadamard inequality through quasi-convex functions Annls of University of Criov, Mth. Comp. Sci. Ser. Volume 3, 7, Pges 8 87 ISSN: 13-693 Some estimtes on the Hermite-Hdmrd inequlity through qusi-convex functions Dniel Alexndru Ion Abstrct. In this pper

More information

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60.

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60. Mth 104: finl informtion The finl exm will tke plce on Fridy My 11th from 8m 11m in Evns room 60. The exm will cover ll prts of the course with equl weighting. It will cover Chpters 1 5, 7 15, 17 21, 23

More information

Fundamental Theorem of Calculus and Computations on Some Special Henstock-Kurzweil Integrals

Fundamental Theorem of Calculus and Computations on Some Special Henstock-Kurzweil Integrals Fundmentl Theorem of Clculus nd Computtions on Some Specil Henstock-Kurzweil Integrls Wei-Chi YANG wyng@rdford.edu Deprtment of Mthemtics nd Sttistics Rdford University Rdford, VA 24142 USA DING, Xiofeng

More information

Numerical Analysis. 10th ed. R L Burden, J D Faires, and A M Burden

Numerical Analysis. 10th ed. R L Burden, J D Faires, and A M Burden Numericl Anlysis 10th ed R L Burden, J D Fires, nd A M Burden Bemer Presenttion Slides Prepred by Dr. Annette M. Burden Youngstown Stte University July 9, 2015 Chpter 4.1: Numericl Differentition 1 Three-Point

More information

x = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b

x = b a n x 2 e x dx. cdx = c(b a), where c is any constant. a b CHAPTER 5. INTEGRALS 61 where nd x = b n x i = 1 (x i 1 + x i ) = midpoint of [x i 1, x i ]. Problem 168 (Exercise 1, pge 377). Use the Midpoint Rule with the n = 4 to pproximte 5 1 x e x dx. Some quick

More information

If u = g(x) is a differentiable function whose range is an interval I and f is continuous on I, then f(g(x))g (x) dx = f(u) du

If u = g(x) is a differentiable function whose range is an interval I and f is continuous on I, then f(g(x))g (x) dx = f(u) du Integrtion by Substitution: The Fundmentl Theorem of Clculus demonstrted the importnce of being ble to find nti-derivtives. We now introduce some methods for finding ntiderivtives: If u = g(x) is differentible

More information

Keywords : Generalized Ostrowski s inequality, generalized midpoint inequality, Taylor s formula.

Keywords : Generalized Ostrowski s inequality, generalized midpoint inequality, Taylor s formula. Generliztions of the Ostrowski s inequlity K. S. Anstsiou Aristides I. Kechriniotis B. A. Kotsos Technologicl Eductionl Institute T.E.I.) of Lmi 3rd Km. O.N.R. Lmi-Athens Lmi 3500 Greece Abstrct Using

More information

We know that if f is a continuous nonnegative function on the interval [a, b], then b

We know that if f is a continuous nonnegative function on the interval [a, b], then b 1 Ares Between Curves c 22 Donld Kreider nd Dwight Lhr We know tht if f is continuous nonnegtive function on the intervl [, b], then f(x) dx is the re under the grph of f nd bove the intervl. We re going

More information

MA 124 January 18, Derivatives are. Integrals are.

MA 124 January 18, Derivatives are. Integrals are. MA 124 Jnury 18, 2018 Prof PB s one-minute introduction to clculus Derivtives re. Integrls re. In Clculus 1, we lern limits, derivtives, some pplictions of derivtives, indefinite integrls, definite integrls,

More information

On the Decomposition Method for System of Linear Fredholm Integral Equations of the Second Kind

On the Decomposition Method for System of Linear Fredholm Integral Equations of the Second Kind Applied Mthemticl Sciences, Vol. 2, 28, no. 2, 57-62 On the Decomposition Method for System of Liner Fredholm Integrl Equtions of the Second Kind A. R. Vhidi 1 nd M. Mokhtri Deprtment of Mthemtics, Shhr-e-Rey

More information

Math 1B, lecture 4: Error bounds for numerical methods

Math 1B, lecture 4: Error bounds for numerical methods Mth B, lecture 4: Error bounds for numericl methods Nthn Pflueger 4 September 0 Introduction The five numericl methods descried in the previous lecture ll operte by the sme principle: they pproximte the

More information

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions Physics 6C Solution of inhomogeneous ordinry differentil equtions using Green s functions Peter Young November 5, 29 Homogeneous Equtions We hve studied, especilly in long HW problem, second order liner

More information

Numerical integration

Numerical integration 2 Numericl integrtion This is pge i Printer: Opque this 2. Introduction Numericl integrtion is problem tht is prt of mny problems in the economics nd econometrics literture. The orgniztion of this chpter

More information

Math 113 Exam 2 Practice

Math 113 Exam 2 Practice Mth Em Prctice Februry, 8 Em will cover sections 6.5, 7.-7.5 nd 7.8. This sheet hs three sections. The first section will remind you bout techniques nd formuls tht you should know. The second gives number

More information

APPROXIMATE INTEGRATION

APPROXIMATE INTEGRATION APPROXIMATE INTEGRATION. Introduction We hve seen tht there re functions whose nti-derivtives cnnot be expressed in closed form. For these resons ny definite integrl involving these integrnds cnnot be

More information

1.2. Linear Variable Coefficient Equations. y + b "! = a y + b " Remark: The case b = 0 and a non-constant can be solved with the same idea as above.

1.2. Linear Variable Coefficient Equations. y + b ! = a y + b  Remark: The case b = 0 and a non-constant can be solved with the same idea as above. 1 12 Liner Vrible Coefficient Equtions Section Objective(s): Review: Constnt Coefficient Equtions Solving Vrible Coefficient Equtions The Integrting Fctor Method The Bernoulli Eqution 121 Review: Constnt

More information

An optimal 3-point quadrature formula of closed type and error bounds

An optimal 3-point quadrature formula of closed type and error bounds Revist Colombin de Mtemátics Volumen 8), págins 9- An optiml 3-point qudrture formul of closed type nd error bounds Un fórmul de cudrtur óptim de 3 puntos de tipo cerrdo y error de fronter Nend Ujević,

More information

A unified generalization of perturbed mid-point and trapezoid inequalities and asymptotic expressions for its error term

A unified generalization of perturbed mid-point and trapezoid inequalities and asymptotic expressions for its error term An. Ştiinţ. Univ. Al. I. Cuz Işi. Mt. (N.S. Tomul LXIII, 07, f. A unified generliztion of perturbed mid-point nd trpezoid inequlities nd symptotic expressions for its error term Wenjun Liu Received: 7.XI.0

More information

Improper Integrals. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics

Improper Integrals. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics Improper Integrls MATH 2, Clculus II J. Robert Buchnn Deprtment of Mthemtics Spring 28 Definite Integrls Theorem (Fundmentl Theorem of Clculus (Prt I)) If f is continuous on [, b] then b f (x) dx = [F(x)]

More information

Jim Lambers MAT 169 Fall Semester Lecture 4 Notes

Jim Lambers MAT 169 Fall Semester Lecture 4 Notes Jim Lmbers MAT 169 Fll Semester 2009-10 Lecture 4 Notes These notes correspond to Section 8.2 in the text. Series Wht is Series? An infinte series, usully referred to simply s series, is n sum of ll of

More information

1 The Riemann Integral

1 The Riemann Integral The Riemnn Integrl. An exmple leding to the notion of integrl (res) We know how to find (i.e. define) the re of rectngle (bse height), tringle ( (sum of res of tringles). But how do we find/define n re

More information

Chapter 1. Basic Concepts

Chapter 1. Basic Concepts Socrtes Dilecticl Process: The Þrst step is the seprtion of subject into its elements. After this, by deþning nd discovering more bout its prts, one better comprehends the entire subject Socrtes (469-399)

More information

Integration Techniques

Integration Techniques Integrtion Techniques. Integrtion of Trigonometric Functions Exmple. Evlute cos x. Recll tht cos x = cos x. Hence, cos x Exmple. Evlute = ( + cos x) = (x + sin x) + C = x + 4 sin x + C. cos 3 x. Let u

More information

OPEN NEWTON - COTES QUADRATURE WITH MIDPOINT DERIVATIVE FOR INTEGRATION OF ALGEBRAIC FUNCTIONS

OPEN NEWTON - COTES QUADRATURE WITH MIDPOINT DERIVATIVE FOR INTEGRATION OF ALGEBRAIC FUNCTIONS IJRET: Interntionl Journl of Reserch in Engineering nd Technology eissn: 9-6 pissn: -78 OPEN NEWTON - COTES QUADRATURE WITH MIDPOINT DERIVATIVE FOR INTEGRATION OF ALGEBRAIC FUNCTIONS T. Rmchndrn R.Priml

More information

Lecture 23: Interpolatory Quadrature

Lecture 23: Interpolatory Quadrature Lecture 3: Interpoltory Qudrture. Qudrture. The computtion of continuous lest squres pproximtions to f C[, b] required evlutions of the inner product f, φ j = fxφ jx dx, where φ j is polynomil bsis function

More information

Integrals - Motivation

Integrals - Motivation Integrls - Motivtion When we looked t function s rte of chnge If f(x) is liner, the nswer is esy slope If f(x) is non-liner, we hd to work hrd limits derivtive A relted question is the re under f(x) (but

More information

THE EXISTENCE-UNIQUENESS THEOREM FOR FIRST-ORDER DIFFERENTIAL EQUATIONS.

THE EXISTENCE-UNIQUENESS THEOREM FOR FIRST-ORDER DIFFERENTIAL EQUATIONS. THE EXISTENCE-UNIQUENESS THEOREM FOR FIRST-ORDER DIFFERENTIAL EQUATIONS RADON ROSBOROUGH https://intuitiveexplntionscom/picrd-lindelof-theorem/ This document is proof of the existence-uniqueness theorem

More information

A Modified ADM for Solving Systems of Linear Fredholm Integral Equations of the Second Kind

A Modified ADM for Solving Systems of Linear Fredholm Integral Equations of the Second Kind Applied Mthemticl Sciences, Vol. 6, 2012, no. 26, 1267-1273 A Modified ADM for Solving Systems of Liner Fredholm Integrl Equtions of the Second Kind A. R. Vhidi nd T. Dmercheli Deprtment of Mthemtics,

More information

Chapter 7 Notes, Stewart 8e. 7.1 Integration by Parts Trigonometric Integrals Evaluating sin m x cos n (x) dx...

Chapter 7 Notes, Stewart 8e. 7.1 Integration by Parts Trigonometric Integrals Evaluating sin m x cos n (x) dx... Contents 7.1 Integrtion by Prts................................... 2 7.2 Trigonometric Integrls.................................. 8 7.2.1 Evluting sin m x cos n (x)......................... 8 7.2.2 Evluting

More information

SOLUTIONS FOR ADMISSIONS TEST IN MATHEMATICS, COMPUTER SCIENCE AND JOINT SCHOOLS WEDNESDAY 5 NOVEMBER 2014

SOLUTIONS FOR ADMISSIONS TEST IN MATHEMATICS, COMPUTER SCIENCE AND JOINT SCHOOLS WEDNESDAY 5 NOVEMBER 2014 SOLUTIONS FOR ADMISSIONS TEST IN MATHEMATICS, COMPUTER SCIENCE AND JOINT SCHOOLS WEDNESDAY 5 NOVEMBER 014 Mrk Scheme: Ech prt of Question 1 is worth four mrks which re wrded solely for the correct nswer.

More information

Czechoslovak Mathematical Journal, 55 (130) (2005), , Abbotsford. 1. Introduction

Czechoslovak Mathematical Journal, 55 (130) (2005), , Abbotsford. 1. Introduction Czechoslovk Mthemticl Journl, 55 (130) (2005), 933 940 ESTIMATES OF THE REMAINDER IN TAYLOR S THEOREM USING THE HENSTOCK-KURZWEIL INTEGRAL, Abbotsford (Received Jnury 22, 2003) Abstrct. When rel-vlued

More information

Polynomial Approximations for the Natural Logarithm and Arctangent Functions. Math 230

Polynomial Approximations for the Natural Logarithm and Arctangent Functions. Math 230 Polynomil Approimtions for the Nturl Logrithm nd Arctngent Functions Mth 23 You recll from first semester clculus how one cn use the derivtive to find n eqution for the tngent line to function t given

More information

A Convergence Theorem for the Improper Riemann Integral of Banach Space-valued Functions

A Convergence Theorem for the Improper Riemann Integral of Banach Space-valued Functions Interntionl Journl of Mthemticl Anlysis Vol. 8, 2014, no. 50, 2451-2460 HIKARI Ltd, www.m-hikri.com http://dx.doi.org/10.12988/ijm.2014.49294 A Convergence Theorem for the Improper Riemnn Integrl of Bnch

More information

Math 100 Review Sheet

Math 100 Review Sheet Mth 100 Review Sheet Joseph H. Silvermn December 2010 This outline of Mth 100 is summry of the mteril covered in the course. It is designed to be study id, but it is only n outline nd should be used s

More information

Review on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones.

Review on Integration (Secs ) Review: Sec Origins of Calculus. Riemann Sums. New functions from old ones. Mth 20B Integrl Clculus Lecture Review on Integrtion (Secs. 5. - 5.3) Remrks on the course. Slide Review: Sec. 5.-5.3 Origins of Clculus. Riemnn Sums. New functions from old ones. A mthemticl description

More information