Numerical Analysis II

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Composite simpson's rule

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Numerical Analysis II

Definition

Composite Simpson's rule is a numerical integration technique that extends Simpson's rule by applying it over multiple subintervals to improve accuracy when estimating the definite integral of a function. This method combines the simplicity of Simpson's rule with a partitioning of the interval into smaller segments, allowing for better approximation of the area under a curve. By using a series of quadratic approximations for different parts of the function, it enhances accuracy compared to applying Simpson's rule to a single interval.

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5 Must Know Facts For Your Next Test

  1. Composite Simpson's rule requires an even number of subintervals to ensure proper pairing of endpoints for quadratic approximation.
  2. The accuracy of composite Simpson's rule improves as the number of subintervals increases, reducing the error in the estimation.
  3. This rule is particularly useful for functions that are smooth and continuous, as it effectively captures the curvature of such functions.
  4. The formula for composite Simpson's rule is given by $$I \approx \frac{h}{3} \left[ f(x_0) + 4\sum_{i=1, \text{ odd}}^{n-1} f(x_i) + 2\sum_{i=2, \text{ even}}^{n-2} f(x_i) + f(x_n) \right]$$, where $h$ is the width of each subinterval.
  5. Composite Simpson's rule has a global error term proportional to $$O(h^4)$$, making it more accurate than other basic methods like the trapezoidal rule, which has an error term proportional to $$O(h^2)$$.

Review Questions

  • How does composite Simpson's rule enhance the basic Simpson's rule in terms of numerical integration?
    • Composite Simpson's rule enhances basic Simpson's rule by applying the same quadratic approximation method over multiple subintervals instead of just one. This partitioning allows for a better representation of the function being integrated, especially if it has variations in curvature. By increasing the number of intervals, the method can achieve higher accuracy and minimize errors associated with approximating the area under a curve.
  • Discuss how the choice of the number of subintervals affects the accuracy of composite Simpson's rule.
    • The choice of the number of subintervals in composite Simpson's rule significantly impacts accuracy. Specifically, using an even number of subintervals ensures that endpoints are properly paired for quadratic approximation. As more subintervals are added, the width of each interval decreases, leading to finer approximations of the function and consequently reducing the overall error. This means that strategically selecting more intervals can yield much more precise results compared to fewer intervals.
  • Evaluate the advantages and potential limitations of using composite Simpson's rule compared to other numerical integration techniques.
    • Composite Simpson's rule offers several advantages over other numerical integration techniques, such as its improved accuracy for smooth functions due to its quadratic approximations. Its error term decreases more rapidly than methods like the trapezoidal rule. However, potential limitations include its requirement for an even number of subintervals and its sensitivity to discontinuities or sharp changes in function behavior, which can lead to significant errors if not handled correctly. Furthermore, it may require more computational effort when working with highly oscillatory functions compared to simpler methods.

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