2014级国际班课程材料_李备整理numerical analysis许香敏lecture 10 numerical integration.pptxVIP

Chapter 4 Numerical Differentiation  and Integration;4.1 Numerical Differentiation 4.2 Richardson’s Extrapolation 4.3 Elements of Numerical Integration 4.4 Composite Numerical Integration 4.5 Romberg Integration;4.6 Adaptive Quadrature Methods 4.7 Gaussian Quadrature 4.8 Multiple Integrals 4.9 Improper Integrals;Weighted sum of function values - quadrature;;Newton-Cotes Closed Formulae -- Use both end points Trapezoidal Rule Simpson’s 1/3-Rule Simpson’s 3/8-Rule Boole’s Rule ;Trapezoidal Rule: one interval on [a,b];;Theorem: Suppose are distinct numbers in the interval [a,b] and , then for each x in [a, b] , a number (generally unknown) in (a,b) exists with where is the nth Lagrange interpolating polynomial. ;;Derivation of Newton-Cotes Formulae;Derivation of the Trapezoidal Rule;Derivation of the Error Term;The Trapezoidal Rule;The Trapezoidal Rule;Integrate the second Lagrange Polynomial with nodes ;Derive Simpson’s rule in this manner, provides an error term involving;Derivation of the Simpson’s Rule;Simpson’s Rule;Definition: The degree of accuracy, or precision, of a quadrature formula is the largest positive integer n such that The formula is exact for , for each ;Closed Newton-Cotes Formulas;n=2: Simpson’s Rule;Open Newton-Cotes Formulas;n=1; A Newton–Cotes formula of any degree n can be constructed However, for large n, coefficients are difficult to obtain based on interpolating polynomials that use equally spaced nodes, a procedure that is inaccurate over large intervals because of the oscillatory nature of high-degree polynomials. can sometimes suffer from catastrophic Runge’s phenomenon where the error grows exponentially for large n generally unstable for use over large integrals ;Runge function: ?????????????????;Consider finding an approximation to ;To generalize this procedure, choose an even i