Numerical Analysis Assignment 7 — Numerical Integration  
Question #1
Using a previously-derived expression for the mid-point rule: $$ I_i=\Delta x_i f(x_m) + \frac{\Delta x_i^3}{24} f^" (x_m) + \frac{\Delta x_i^5}{1920} f^{""}(x_m)+ ... $$ Do the following:
(a)  Show that the trapezoidal rule can be written as: $$ I_i=\frac{\Delta x_i}{2} \left( f(x_i)+f(x_i+\Delta x_i)\right) -\frac{\Delta x_i^3}{12} f^{\prime\prime}(x_m) -\frac{\Delta x_i^5}{480} f^{\prime\prime\prime\prime}(x_m) + ... $$
(b)  Show that the global error associated with the trapezoidal rule is $O(\Delta x^2)$
09.28.16
Question #2
Using the trapezoidal rule: $$ I_i=\frac{\Delta x_i}{2} \left( f(x_i)+f(x_i+\Delta x_i)\right) + O(\Delta x_i^3) $$ Write a C code that finds the numerical solution of the integral $$ \int_{x=1}^{x=2} e^{x^2} dx $$ with the number of integration steps $N$ set to 50. The C code should start as follows:
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <assert.h>

double f(double x){
  double ret;
  ret=exp(x*x);
  return(ret);
}

int main(void){
Question #3
Making use of the Simpson rule: $$ I_i=\textrm{odd}(i) \frac{(\Delta x_i+\Delta x_{i+1})}{6} \left( f(x_i) + 4 f(x_{i+1}) +f(x_{i+2}) \right) + O(\Delta x_i^5) $$ Write a C code that finds the numerical solution of the integral $$ \int e^{x^2} dx $$ in the interval $1\le x \le 2$ with the number of integration steps $N$ set to 50. The C code should start as follows:
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <assert.h>

double f(double x){
  double ret;
  ret=exp(x*x);
  return(ret);
}

int main(void){
Note: the C code should give a high accuracy of the integral when $N$ is odd and when $N$ is even.
Question #4
Using the two C codes you developed for Questions #2 and #3, show the difference in accuracy between the Simpson rule and the Trapezoidal rule when integrating $e^{x^2}$ in the interval $1\le x \le 2$. For this purpose, tabulate the results in a table such as the following:
$N$Method$\sum_i I_i$$\left|\sum_i I_i-\int_1^2e^{x^2}dx\right|$
3Trapezoidal....
7Trapezoidal....
15Trapezoidal....
31Trapezoidal....
3Simpson....
7Simpson....
15Simpson....
31Simpson....
Does the error (the last column) go down as expected? Discuss.
Answers
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08.29.17
Due on Wednesday December 6th at 16:30. Do all questions.
11.29.17
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