Summary: Math 481a, Spring 2007
Project 3. Richardson Extrapolation
Due May 17, 2007
Problem 1: Analysis of performance of the Richardson extrapolation.
· Write a function implementing the Composite Trapezoidal Rule for calcu-
lating the integral
1-x2 dx. Keep your programming so that you can
change the number of nodes easily.
· Calculate approximations of the integral by the Composite Trapezoidal rule
with 101, 201, 1001, and 2001 equally spaced nodes (this corresponds to the
step sizes h = 0.0099, h/2, h/10, and h/20). Observe, that the error of
approximation decreases in complete agreement with the formula in Theo-
rem 4.5 on page 200. In particular, that the error drops down 100 times for
h/10 as expected.
· Approximate the integral by the third order Richardson approximation.
Namely, start from an assumption that the Composite Trapezoidal Rule
S(h) satisfies the following error expansion,