diff --git a/src/08_Numerical_integration.jl b/src/08_Numerical_integration.jl index 40c4838..1d423c7 100644 --- a/src/08_Numerical_integration.jl +++ b/src/08_Numerical_integration.jl @@ -116,7 +116,7 @@ Recall that to construct a $p$-th degree polynomial approximation $\widetilde{f} # ╔═╡ c63fa1a3-d96e-4a09-a914-85773be9ad0d md""" ##### Composite quadrature -Here we first subdivide the interval $[a, b]$ into a set of $n$ subintervals $[τ_i, τ_{i+1}]$ with with $a = τ_0 < τ_1 < \cdots < τ_{n-1} < τ_n$. In general the $τ_i$ can be distributed arbitrarily in the interval $[a, b]$. However, for simplicity we will assume **intervals of equal size** using the definition +Here we first subdivide the interval $[a, b]$ into a set of $n$ subintervals $[τ_i, τ_{i+1}]$ with $a = τ_0 < τ_1 < \cdots < τ_{n-1} < τ_n$. In general the $τ_i$ can be distributed arbitrarily in the interval $[a, b]$. However, for simplicity we will assume **intervals of equal size** using the definition ```math \tag{1} τ_i = a + i \, h, \qquad h = \frac{b-a}{n} \qquad \text{where $i = 0, 1, \ldots, n$}. @@ -200,7 +200,7 @@ md""" !!! danger "Notational confusion N versus n versus h" In this class we will use the following notation: - $N$ **number of integration nodes** - - $n$ **number of subintervals** $[τ_{i-1} τ_i]$ + - $n$ **number of subintervals** $[τ_{i-1}, τ_i]$ - $h$ **width of the subintervals** $h = τ_{i} - τ_{i-1}$ In general $N > n$ and therefore the *distance between the nodes* is usually smaller than $h$. """ @@ -219,10 +219,10 @@ Following our discussion about composite quadrature rules a first idea is to per # ╔═╡ 9fb00e26-146a-4e82-861f-4345aa143c7a md""" -To fit such a linear polynomial $\widetilde{f}_{1,i}$ two nodal points are sufficient in the subinterval. Knowing $f$ on the interval boundaries, i.e. having access to the data points $(τ_{i-1}, f(τ_{i-1}))$ and $(τ_i, f(τ_i))$ is thus sufficient. We construct an interpolynomial using the based on the [Lagrange basis described previously](https://teaching.matmat.org/numerical-analysis/07_Interpolation.html#Lagrange-basis). Using aforementioned two datapoints we thus obtain +To fit such a linear polynomial $\widetilde{f}_{1,i}$ two nodal points are sufficient in the subinterval. Knowing $f$ on the interval boundaries, i.e. having access to the data points $(τ_{i-1}, f(τ_{i-1}))$ and $(τ_i, f(τ_i))$ is thus sufficient. We construct an interpolynomial using the based on the [Lagrange basis described previously](https://teaching.matmat.org/numerical-analysis/07_Interpolation.html#Lagrange-basis). Using the aforementioned two datapoints we thus obtain ```math -\widetilde{f}_{1,i}(x) = f(τ_{i-1}) \underbrace{\frac{x - τ_{i}}{τ_{i-1} - τ_{i}}}_{\text{Langrange function of $τ_{i-1}$}} -+ f(τ_i) \underbrace{\frac{x - τ_{i-1}}{τ_{i} - τ_{i-1}}}_{\text{Langrange function of $τ_{i}$}}. +\widetilde{f}_{1,i}(x) = f(τ_{i-1}) \underbrace{\frac{x - τ_{i}}{τ_{i-1} - τ_{i}}}_{\text{Lagrange function of $τ_{i-1}$}} ++ f(τ_i) \underbrace{\frac{x - τ_{i-1}}{τ_{i} - τ_{i-1}}}_{\text{Lagrange function of $τ_{i}$}}. ``` Recalling the definition of the subintervals (1), i.e. $τ_i = a + i \, h$, this is equal to ```math @@ -467,11 +467,11 @@ by evaluating $f$ on the interval boundaries $τ_{i-1}$, $τ_{i}$, but also the Again using a Lagrange basis we write ```math \widetilde{f}_{2,i}(x) = f(τ_{i-1}) \underbrace{\frac{x - m_{i}}{τ_{i-1} - m_{i}} -\frac{x - τ_{i}}{τ_{i-1} - τ_{i}}}_{\text{Langrange function of $τ_{i-1}$}} +\frac{x - τ_{i}}{τ_{i-1} - τ_{i}}}_{\text{Lagrange function of $τ_{i-1}$}} + f(m_i) \underbrace{\frac{x - τ_{i-1}}{m_{i} - τ_{i-1}} -\frac{x - τ_{i}}{m_{i} - τ_{i}}}_{\text{Langrange function of $m_{i}$}} +\frac{x - τ_{i}}{m_{i} - τ_{i}}}_{\text{Lagrange function of $m_{i}$}} + f(τ_i) \underbrace{\frac{x - τ_{i-1}}{τ_{i} - τ_{i-1}} -\frac{x - m_i}{τ_{i} - m_i}}_{\text{Langrange function of $τ_{i}$}}. +\frac{x - m_i}{τ_{i} - m_i}}_{\text{Lagrange function of $τ_{i}$}}. ``` Employing this approximation in construction (2) gives ```math @@ -506,13 +506,13 @@ t_{2n} &= τ_n = b. \end{aligned} ``` -Therefore $N = 2n$ in (3) leading to a **nodal. distance** of $\frac{b-a}{2n} = \frac{h}{2}$ while the **subinterval size** remains as $h = τ_{i+1} - τ_i = \frac{b-a}{n}$. +Therefore $N = 2n$ in (3) leading to a **nodal distance** of $\frac{b-a}{2n} = \frac{h}{2}$ while the **subinterval size** remains as $h = τ_{i+1} - τ_i = \frac{b-a}{n}$. """ # ╔═╡ abcafa59-e8a1-4438-9ff6-3e8fc9fbd28d md""" !!! exercise - Derive Simpson's rule, i.e. show that the missing step that + Complete the missing step in the derivation of Simpson's rule, i.e. prove that: ```math \int_{τ_{i-1}}^{τ_i} \widetilde{f}_{2,i}(x)\, dx = \frac{h}{6}\Big( f(τ_{i-1}) + 4f(m_{i-1}) + f(τ_i)