Numerical Integration Assignment
Due Tuesday, April 20, 2004 by 5pm
The file Integrate.java contains a
program to do some numerical integration. Currently the program
implements the composite Trapezoid rule and Simpson's rule
and has built in 6 functions that
are in Computer Exercises 8.1, 8.3 on page 378 of the text plus
two other functions. The correct
values for each of the 6 integrals are also built in (for the specific
limits of integration given in the problems) so that
actual errors in the approximations can be studied.
(NOTE: The program also has the Romberg method in it - we probably
don't have time to talk about Romberg but you can try it out.)
Copy the file
to your directory then do the following:
Hand in: A printout of your final program and your answers to
the questions. Email a copy of the program to email@example.com.
- Implement the composite Midpoint Rule. The stub for the method is
already in the program.
Replace the "return 0" statement with the code.
- Use the program to do exercise 8.1(a). Basically the exercise is
asking you to analyze the error -- to compare the error in the
three methods, to relate the error for each method to h (the step
size which is (b - a)/n), to determine when decreasing h (increasing n)
does no good. In answering these questions also think about the
theoretical results for error (for example, the error in midpoint and
trapezoid have a nice theoretical relationship) and see if these
results hold true in practice. Get output from the program to
support your answers (don't waste paper -- decide what output shows
what you want then print just that). (Be sure to actually write some
answers -- I don't want just output with no analysis!)
- In class (and the book), we derived a way of using the midpoint
rule and the trapezoid rule to estimate the error in the midpoint
rule (and hence also in trapezoid since the two are related). Add
code to the integrate method to compute and print this error estimate.
(Print it after the table showing the results of the three composite
how well it works for various values of n.
- Use the program to evaluate the integrals in problem 8.3 using
several values of n (to get different mesh sizes as suggested in the
problem). Answer the same questions about error and accuracy of
the methods that
you answered in 8.1(a) -- explain any unexpected results.
- Implement the Adaptive Simpson method. To do this you need to
implement the recursive AdaptSimpson method and add a call to that
method in the integrateAdapt method.
- Use the Adaptive Simpson method to do 8.1(c). The AdaptSimpson
method prints out the points sampled so you can use that to plot
the graph requested.
- Use the Adaptive Simpson method on the integral in the picture
handed out (this is function 6 in the program). The limits of
integration (endpoints) are 1 and 3. Compare your results to those
in the picture.
- Implement the Monte Carlo method of integration.
- Use the Monte Carlo method to do problem 8.1(d). Of particular
interest is the relationship between the number of points and the
error AND a comparison of the amount of work for this method compared
to the others.
- Function 2 in the program is f(x) = e^(sin(x) + x^2)/ln(x).
Try the different methods on the interval [3.2, 5.9]. And compare
the results (note that the actual answer is approximately 4.09e^13
so the actual errors will often be huge even when the relative error
is not too bad. Hence, you should use relative error - either have the
program print out relative error or compute it yourself from the absolute
error -- in discussing the merits of the algorithms).
In particular, explain what happens when you
use the adaptive simpson method (your program may very well produce
a segmentation fault) and Monte Carlo.