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Fall 2013

Homework 6

due : Tuesday, Dec. 10

1. page 351, problem 9 Note: This problem asks you to derive an error bound for linear polynomial interpolation, 1 max |f (x)| h2 , where h = x1 − x0 . |f (x) − p1 (x)| ≤ x 8 0 ≤x≤x1 You may prove this result by applying the theorem on the error in polynomial interpolation which was stated in class. The theorem says that given a function f (x) and n + 1 distinct points a = x0 < x1 < · · · < b = xn , then f (x) = pn (x) + 1 f (n+1) (ζ )(x − x0 ) · · · (x − xn ), where pn (x) is a polynomial of degree n that (n+1)! interpolates f (x) at the points xi and ζ is some point in the interval [a, b]. 2. Write a Matlab program to perform natural cubic spline interpolation at the uniform points on the interval −1 ≤ x ≤ 1 for f (x) = |x|. In Matlab use f (x) = abs(x). You may use the backslash command to solve the linear system for the spline coeﬃcients. Let sn (x) denote the spline based on n intervals and investigate the convergence of sn (x) to f (x) by running the program for diﬀerent values of n. In your writeup, include your code and plots of sn (x) and the function f (x) for n = 2, 4, 6. Answer the following questions: (a) Does sn (x) converge pointwise to f (x) on [-1,1]? (b) Does sn (x) converge uniformly to f (x) on [-1,1]? notes: pointwise convergence means that lim sn (x) = f (x) for all x ∈ [−1, 1]

n→∞

**uniform convergence means that lim max |sn (x) − f (x)| = 0
**

n→∞ −1≤x≤1

Uniform convergence implies convergence, but the converse is false. numerical integration 3. Let f (x) = e−|x| and consider the three points x0 = −1, x1 = 0, x2 = 1. (a) Find Newton’s form of the interpolating polynomial p2 (x). (b) Plot f (x) and p2 (x) on the same graph and label each curve. (c) Compute

1 −1

f (x) dx and

1 −1

1 −1

p2 (x) dx

(d) Approximate

f (x) dx using three-point Gaussian quadrature

(e) Compare the error in the integral of p2 and Gaussian quadrature to the exact 1 value of −1 f (x) dx.

025 ∆t = 0.001 0 0 0 0 6.0 t 0 0.2 0. and 0.001 y (t) 0 1 1 1 1 1 0. Fill in the following tables solutions approx approx approx approx exact t ∆t = 0.5 1.initial value problems 4.4 0. 0.05 ∆t = 0. Prove that for all x ≥ −1 and m > 0.025. 0.0 1.05 ∆t = 0. 1 3 (a) Show that the solution is y (t) = 4 t − 16 + 19 e4t .5 2.2 0. Plot your results and the exact solution on the same set of axes in the t-y plane.025 ∆t = 0.0 error ∆t = 0. 16 (b) Use Matlab to approximate this solution for 0 ≤ t ≤ 2 using Euler’s method with ∆t = 0.4 solutions ∆t = 0.1 0.05 ∆t = 0. Consider the ODE y (t) = 1 − t + 4y with initial condition y (0) = 1.3 0.3 0.025 -1 -1 Plot your solutions for 0 ≤ t ≤ 1 using ∆t = 0. Note that this result was used to prove the convergence of one-step methods (like Euler’s method) to the exact solution of linear and nonlinear ﬁrst-order ODEs.5 2. 0.1 0. The previous problem had an exact solution. .05.5 1. 5. 0 ≤ (1 + x)m ≤ emx .025.05.0 1.01. Now apply the same program to an ODE whose exact solution cannot be represented analytically: y (t) = (t2 − y 2 ) sin y. which you hopefully used to make sure that your Euler’s method program is working properly.01 ∆t = 0. and ﬁll in the table. y (0) = −1 t 0 0.001.01 ∆t = 0.

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