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Math 375 - Practice Sheet 12-Revision Sheet

The document is a revision sheet for MATH 375 - Numerical Methods for Scientists and Engineers at the International University of Beirut for Spring 2023-2024. It contains exercises on quadrature rules, numerical integration techniques, and initial value problems, requiring students to approximate integrals and solve differential equations while calculating actual errors. Each exercise emphasizes the importance of accuracy and computational efforts in numerical methods.

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mouhanadkassem2
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9 views4 pages

Math 375 - Practice Sheet 12-Revision Sheet

The document is a revision sheet for MATH 375 - Numerical Methods for Scientists and Engineers at the International University of Beirut for Spring 2023-2024. It contains exercises on quadrature rules, numerical integration techniques, and initial value problems, requiring students to approximate integrals and solve differential equations while calculating actual errors. Each exercise emphasizes the importance of accuracy and computational efforts in numerical methods.

Uploaded by

mouhanadkassem2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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International University of Beirut - Spring 2023-2024

MATH 375 - Numerical Methods for Scientists and Engineers


Sheet 12 - Revision sheet

Exercise 1 .

Round o your answers to 6 digits.


Let f be a smooth function on [0, 3].
1. Consider a quadrature rule, Q[f ], dened by:
Z 3
7
I= f (x)dx ≈ Q[f ] = f (a) + f (1) + f ′ (b) + cf (3).
0 6

Find a, b, and c so that Q[f ] is exact for polynomials of highest possible degree.
Determine its degree of precision.
2. Consider the integral: Z 3
xe−x dx,
0
where the exact value of I to 6 digits is 0.800815.
(a) Use composite Trapezoidal's rule to approximate I with n = 5 subintervals.
Calculate the actual error of this approximation.
(b) Use composite Simpson's rule to approximate I with n = 4 subintervals. Cal-
culate the actual error of this approximation.
(c) Use Romberg integration to compute an O(h6 ) approximation of I , that is,
compute R33 . Calculate the actual error of this approximation.
(d) Use the quadrature formula Q[f ] obtained in part 1 to approximate I . Calcu-
late the actual error of this approximation.
Z 1
(e) Rewrite I as g(t)dt using an appropriate change of variable.
−1
(f) Use the two-point quadrature formula to approximate I . Calculate the actual
error of this approximation.
(g) Compare the approximations of I obtained in parts a, b, c, d, and f, in terms
of accuracy and computational eorts.
Exercise 2 .

Round o your answers to 6 digits.


Let f be a smooth function on [−1, 1].
1. Consider a quadrature rule, Q[f ], dened by:
Z 1    
11 3 11 3
f (x)dx ≈ Q[f ] = f − + af (b) + af (c) + f .
−1 12 5 12 5

Find a, b, and c so that Q[f ] is exact for polynomials of highest possible degree.
Determine its degree of precision.
2. Consider the integral: Z 3
I= ln(1 + x3 )dx,
2
where the exact value of I to 9 digits is 2.795504722.
(a) Use composite Trapezoidal's rule to approximate I with n = 5 subintervals.
Calculate the actual error of this approximation.
(b) Use composite Simpson's rule to approximate I with n = 4 subintervals. Cal-
culate the actual error of this approximation.
(c) Use Romberg integration to compute an O(h6 ) approximation of I , that is,
compute R33 . Calculate the actual error of this approximation.
Z 1
(d) Rewrite I as g(t)dt using an appropriate change of variable.
−1
(e) Use the quadrature formula Q[f ] obtained in part 1 to approximate I . Calcu-
late the actual error of this approximation.
(f) Use the two-point quadrature formula to approximate I . Calculate the actual
error of this approximation.
(g) Compare the approximations of I obtained in parts a, b, c, e, and f, in terms
of accuracy and computational eorts.
Exercise 3 .

Round o your answers to 4 digits.


Consider the following rst-order initial initial value problem:
y ln y
y′ = , 2 ⩽ t ⩽ 3, y(2) = e.
t

1. Knowing that y(t) = e c is the exact solution of the above initial-value problem,
t

show that c = 2.
2. Approximate y(3) by using Euler's method with
(a) h = 0.5.
(b) h = 0.25.
Calculate the actual errors of these approximations.
3. Use part 2 to estimate the numerical order of the global error of Euler's method.
4. Suppose that the truncation error of Euler's method has the form c1 h + c2 h2 + . . . .
Use an extrapolation process to improve the accuracy of the approximation obtained
in part 2. Calculate the actual error of this approximations.
5. Approximate y(3) by using modied Euler method with
(a) h = 0.5.
(b) h = 0.25.
Calculate the actual errors of these approximations.
6. Use part 5 to estimate the numerical order of the global error of the modied Euler
method.
7. Suppose that the truncation error of modied Euler method has the form c1 h2 +
c2 h4 + . . . . Use an extrapolation process to improve the accuracy of the approxima-
tion obtained in part 5. Calculate the actual error of this approximations.
Exercise 4 .

Round o your answers to 4 digits.


Consider the following third-order initial initial value problem:
(
y ′′′ − 2y ′′ + 3y ′ + y = 4 cos t + 6 sin t, 0 ⩽ t ⩽ 1,
(P )
y(0) = 0, y ′ (0) = 2, y ′′ (0) = 0.

The exact solution is y(t) = C sin t.

1. Find the value of C .


2. Write problem (P) as a system of rst-order IVP of the form:
U ′ = F (t, U ), U (0) = U0 ,

where U , F , and U0 are to be determined.


3. Approximate y(1), y ′ (1), and y ′′ (1) using Euler's method with h = 0.5. Calculate
the actual errors of the approximations of y(1) and y ′ (1).

Exercise 5 .

Round o your answers to 4 digits.


Consider the following fourth-order initial initial value problem:
(
ty (4) − y ′′′ − 4ty ′′ + 4y ′ = 96t2 , 1 ⩽ t ⩽ 2,
(P ′ )
y(1) = −5, y ′ (1) = −24, y ′′ (1) = −36, y ′′′ (1) = −48.

The exact solution is y(t) = 9 − 12t + 6t2 − 8t3 .

1. Write problem (P') as a system of rst-order IVP of the form:


U ′ = F (t, U ), U (1) = U0 ,

where U , F , and U0 are to be determined.


2. Approximate y(1.2), y ′ (1.2), y ′′ (1.2), and y ′′′ (1.2) using Euler's method with h = 0.1.
Calculate the actual error of the approximation of y(1.2).

Good Luck

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