CSIS

Computer Simulation in Science

Introduction to Computer Simulation

WS 23/24
Prof. Dr. F. Knechtli
M.Sc. T. Asmussen, Dr. J. A. Urrea-Niño

Homework 4
due 20.11.23 before 8 AM

Solutions must be delivered as specified by the instructions shown in Moodle.

Exercise 4.1:
Check with a paper-and-pencil calculation that the leading error of the Simpson
rule is indeed of O(h5 ). [Hint: use a Taylor expansion around the center of the
interval x = x1 .]
(5 points)

Exercise 4.2:
Write a MATLAB program which integrates a function f (x) over the interval [a, b]
with both the extended trapezoidal rule and the extended Simpson’s rule. The file
trapez.m is available for download in Moodle and can be used in the solution.

• Both procedures are able to integrate powers xk exactly for small enough k.
Check up to which value of k each algorithm can integrate exactly.

• Solve numerically the integrals

Z 1
1
dx = ln(2)
0 1+x
Z 1 √
1
x 1 − x2 dx =
0 3
Do a log-log plot of the relative precision as a function of the number of
sub-intervals N with the data from both algorithms. What do you observe?
Is it what you expected? How many function calls do the algorithms need in
order to obtain a relative precision of 10−8 ? Make all these tests with both
integrals above. Why does the second one behave in such a stubborn way?

(10 points)

1
Exercise 4.3:

• Write a Matlab function which integrates a function f (x) in the interval

[a, b] using the extended Simpson rule with a given precision tolerance δ
(Hint: It should increase the number of sub-intervals used until the relative
difference two successive results is smaller than δ).

• Consider the series

∞ n+1
e−x
X Z
n
(−1) dx
n=1 n x

Do a semi-logarithmic plot of the absolute value of the terms of the sum as

a function of n. Use the integrating function you wrote to solve the integrals
−15
PN tolerance of 10 P.N Calculate the largest number of terms
with a precision
N such that n=1 an + aN +1 ̸= n=1 an for Matlab.

(10 points)

Note: For each exercise we should be able to see, from what you handed in, what
you did and what came out of it. Print out/write down everything we need for
this. If you don’t manage to write a working program, then write down a kind of
pseudo code. That is, explain step by step, what your program should be doing.