sm4 130127132642 Phpapp01

1
CHAPTER 4
4.1 (a) For this case xi = 0 and h = x. Thus,
+ + +
2
) 0 ( " ) 0 ( ' ) 0 ( ) (
2
x
f x f f x f
1 ) 0 ( " ) 0 ( ' ) 0 (
0
e f f f
+ + +
2
1 ) (
2
x
x x f
(b)
+ +

+
6 2
) (
3 2
1
h
e
h
e h e e x f
i i i i
x x x x
i
for xi = 0.2, xi+1 = 1 and h = 0.8. True vaue = e
!1
= 0.36"8"#.
$ero order%
818"31 . 0 ) 1 (
2 . 0

e f
& '' . 122 & 100
36"8"# . 0
818"31 . 0 36"8"# . 0

first order%
163"(6 . 0 ) 8 . 0 ( 818"31 . 0 818"31 . 0 ) 1 ( f
& (# . '' & 100
36"8"# . 0
163"(6 . 0 36"8"# . 0

second order%
(2'"( . 0
2
8 . 0
818"31 . 0 ) 8 . 0 ( 818"31 . 0 818"31 . 0 ) 1 (
2
+ f
& "3 . 1' & 100
36"8"# . 0
(2'"( . 0 36"8"# . 0

third order%
3''8"' . 0
6
8 . 0
818"31 . 0
2
8 . 0
818"31 . 0 ) 8 . 0 ( 818"31 . 0 818"31 . 0 ) 1 (
3 2
+ f
& 26 . 3 & 100
36"8"# . 0
3''8"' . 0 36"8"# . 0

PROPRIETARY MATERIAL. ) The *c+ra,-.i /o01anies, 2nc. 3 ri4hts reserved. 5o 1art of this *anua
0a6 7e dis1a6ed, re1roduced or distri7uted in an6 for0 or 76 an6 0eans, ,ithout the 1rior ,ritten 1er0ission of the
1u7isher, or used 7e6ond the i0ited distri7ution to teachers and educators 1er0itted 76 *c+ra,-.i for their
individua course 1re1aration. 2f 6ou are a student usin4 this *anua, 6ou are usin4 it ,ithout 1er0ission.
2
4.2 8se the sto11in4 criterion
& ' . 0 & 10 ' . 0
2 2

s
True vaue% cos(93) = 0.'

$ero order%
1
3
cos
,
_
& 100 & 100

0.'
1 0.'

first order%
( )
('168# . 0
2
3 9
1
3
cos
2

,
_

& 66 . #
t
& ( . 121 & 100
0.('168#
1 0.('168#

second order%
( )
'01"#6 . 0
2(
3 9
('168# . 0
3
cos
(
+
,
_

& 3'# . 0
t
& #86 . # & 100
'01"#6 . 0
('168# . 0 '01"#6 . 0

third order%
( )
(###6' . 0
"20
3 9
'01"#6 . 0
3
cos
6

,
_

& 00"0# . 0
t
& 366 . 0 & 100
(###6' . 0
'01"#6 . 0 (###6' . 0

:ince the a11ro;i0ate error is 7eo, 0.'&, the co01utation can 7e ter0inated.
4.3 8se the sto11in4 criterion% & ' . 0 & 10 ' . 0
2 2

s
True vaue% sin(93) = 0.86602'<

$ero order%
3
0("1#8 . 1
3 3
sin
,
_

& #2 . 20 & 100
0.86602'
0("1#8 . 1 0.86602'

first order%
( )
8''801 . 0
6
3 9
0("1#8 . 1
3
sin
3

,
_

& 18 . 1
t
& 36 . 22 & 100
8''801 . 0
0("1#8 . 1 8''801 . 0

second order%
( )
8662#' . 0
120
3 9
8''801 . 0
3
sin
'
+
,
_

& 031 . 0
t
& 211 . 1 & 100
8662#' . 0
8''801 . 0 8662#' . 0

third order%
( )
866021 . 0
'0(0
3 9
8662#' . 0
3
sin
"

,
_

& 000("" . 0
t
& 0316 . 0 & 100
866021 . 0
8662#' . 0 866021 . 0

4.4 True vaue% f(3) = ''(.
$ero order%
62 ) 1 ( ) 3 ( f f
& 1#1 . 111 & 100
''(
62) ( ''(

first order%
"8 ) 2 ( "0 62 ) 1 3 )( 1 ( ' 62 ) 3 ( + + f f & #21 . 8'
t
(
second order%
3'( (
2
138
"8 ) 1 3 (
2
) 1 ( "
"8 ) 3 (
2
+ +
f
f
& 101 . 36
t
third order%
''( 8
6
1'0
3'( ) 1 3 (
6
) 1 (
3'( ) 3 (
3
) 3 (
+ +
f
f
& 0
t
Thus, the third-order resut is 1erfect 7ecause the ori4ina function is a third-order
1o6no0ia.
4.5 True vaue% f(2.') = n(2.') = 0.#162#1...
$ero order%
0 ) 1 ( ) ' . 2 ( f f
& 100 & 100
0.#162#1
0 0.#162#1

first order%
' . 1 ) ' . 1 ( 1 0 ) 1 ' . 2 )( 1 ( ' ) 1 ( ) ' . 2 ( + + f f f
& "0( . 63 & 100
0.#162#1
' . 1 0.#162#1

second order%
3"' . 0 ' . 1
2
1
' . 1 ) 1 ' . 2 (
2
) 1 ( "
' . 1 ) ' . 2 (
2 2
+ +
f
f
& 0"( . '# & 100
0.#162#1
3"' . 0 0.#162#1

third order%
' . 1 ' . 1
6
2
3"' . 0 ) 1 ' . 2 (
6
) 1 (
3"' . 0 ) ' . 2 (
3 3
) 3 (
+ +
f
f
'
& "0( . 63 & 100
0.#162#1
' . 1 0.#162#1

fourth order%
23(3"' . 0 ' . 1
2(
6
' . 1 ) 1 ' . 2 (
2(
) 1 (
' . 1 ) ' . 2 (
( (
) ( (
+ +
f
f
& (21 . "( & 100
0.#162#1
23(3"' . 0 0.#162#1

Thus, the 1rocess see0s to 7e diver4in4 su44estin4 that a s0aer ste1 ,oud 7e re=uired for
conver4ence.
4.6 True vaue%
283 " ) 2 ( 12 ) 2 ( "' ) 2 ( '
" 12 "' ) ( '
2
2
+
+
f
x x x f
function vaues%
xi!1 = 1.8 f(xi!1) = '0.#6
xi = 2 f(xi) = 102
xi+1 = 2.2 f(xi+1) = 16(.'6
for,ard%
8 . 312
2 . 0
102 '6 . 16(
) 2 ( '
f
& '3 . 10 & 100
283
312.8 283

7ac>,ard%
2 . 2''
2 . 0
#6 . '0 102
) 2 ( '
f
& 823 . # & 100
283
2''.2 283

centered%
28(
) 2 . 0 ( 2
#6 . '0 '6 . 16(
) 2 ( '
f
6
& 3'3 . 0 & 100
283
28( 283

?oth the for,ard and 7ac>,ard have errors that can 7e a11ro;i0ated 76 (reca @=. (.1'),
h
x f
E
i
t
2
) ( "
288 12 ) 2 ( 1'0 12 1'0 ) 2 ( " x f

8 . 28 2 . 0
2
288

t
E
This is ver6 cose to the actua error that occurred in the a11ro;i0ations
for,ard%
8 . 2# 8 . 312 283
t
E
7ac>,ard%
8 . 2" 2 . 2'' 283
t
E
The centered a11ro;i0ation has an error that can 7e a11ro;i0ated 76,
1 2 . 0
6
1'0
6
) (
2 2
) 3 (
h
x f
E
i
t
,hich is e;act% Et = 283 ! 28( = !1. This resut occurs 7ecause the ori4ina function is a cu7ic
e=uation ,hich has $ero fourth and hi4her derivatives.
4.7 True vaue%
288 12 ) 2 ( 1'0 ) 2 ( "
12 1'0 ) ( "

f
x x f
h = 0.2'%
288
2' . 0
8'#38 . 3# ) 102 ( 2 1(06 . 182
2' . 0
) "' . 1 ( ) 2 ( 2 ) 2' . 2 (
) 2 ( "
2 2

+
f f f
f
h = 0.12'%
288
12' . 0
8261" . 68 ) 102 ( 2 6"38 . 13#
12' . 0
) 8"' . 1 ( ) 2 ( 2 ) 12' . 2 (
) 2 ( "
2 2

+
f f f
f
?oth resuts are e;act 7ecause the errors are a function of (
th
and hi4her derivatives ,hich are
$ero for a 3
rd
-order 1o6no0ia.
4.8
"
( )
38666 . 1
1
2
) 9 ( ) 9 (

c
e gm cgte
c
v
t m c t m c
0"##8# . 2 ) ' . 1 ( 38666 . 1
A
)
A
(
c
c
v
c v
( ) ('33 . 30 1
' . 12
) '0 ( 8 . #
) ' . 12 (
'0 9 ) 6 ( ' . 12

e v
0"##8# . 2 ('33 . 30 t v
Thus, the 7ounds co01uted ,ith the first-order ana6sis ran4e fro0 28.3"33 to 32.'333. This
resut can 7e verified 76 co01utin4 the e;act vaues as
( ) 6('8 . 32 1
11
) '0 ( 8 . #
) (
6 ) '0 9 11 (

e c c v
( ) ("6# . 28 1
1(
) '0 ( 8 . #
) (
6 ) '0 9 1( (
+

e c c v
Thus, the ran4e of t2.08(( is cose to the first-order esti0ate.
4.9
( ) ('33 . 30 1
' . 12
) '0 ( 8 . #
) ' . 12 (
'0 9 ) 6 ( ' . 12

e v
m
m
v
c
c
v
m c v
A A
)
A
,
A
(

( )
38666 . 1
1
2
) 9 ( ) 9 (

c
e gm cgte
c
v
t m c t m c
( ) 8"1(6" . 0 1
) 9 ( ) 9 (
+
t m c t m c
e
c
g
e
m
gt
m
v
822#23 . 3 "(2#3( . 1 0"##8# . 2 ) 2 ( 8"1(6" . 0 ) ' . 1 ( 38666 . 1 )
A
,
A
( + + m c v
822#23 . 3 ('33 . 30 t v
4.10 For T
A
=20,
T
T
H
T H
A
)
A
(

8
(08 . 8 6'0 ) 10 6" . ' ( # . 0 ) 1' . 0 ( ( (
3 8 3

T Ae
T
H
16# . 168 ) 20 ( (08 . 8 )

A
( T H
@;act error%
3286 . 168
2
81 . 120' (68 . 1'(2
2
) 630 ( ) 6"0 (
true

H H
H
Thus, the first-order a11ro;i0ation is cose to the e;act resut.
For T
A
=(0,
338" . 336 ) (0 ( (08 . 8 )
A
( T H
@;act error%
612( . 33"
2
83 . 10'# 0'' . 1"3'
2
) 610 ( ) 6#0 (
true

H H
H
34ain, the first-order a11ro;i0ation is cose to the e;act resut. The resuts are 4ood 7ecause
H(T) is near6 inear over the ran4es ,e are e;a0inin4. This is iustrated 76 the foo,in4
1ot.
800
1200
1600
2000
550 600 650 700 750
4.11 For a s1here, A = (r
2
. Therefore,
( 2
( T e r H
3t the 0ean vaues of the 1ara0eters,
288 . 1320 ) ''0 )( 10 6" . ' ( #0 . 0 ) 1' . 0 ( ( ) ''0 , # . 0 , 1' . 0 (
( 8 2

H
T
T
H
e
e
H
r
r
H
H
A
A A

#
8( . 603 , 1" 8
(

T re
r
H

#8" . 1(66 (
( 2

T r
e
H

6021 . # 16
3 2

T e r
T
H

(2#" . ((1 ) 20 ( 6021 . # ) 0' . 0 ( #8" . 1(66 ) 01 . 0 ( 8( . 1"603 + + H
To chec> this resut, ,e can co01ute
63"2 . #36 ) '30 )( 10 6" . ' ( 8' . 0 ) 1( . 0 ( ( ) '30 , 8' . 0 , 1( . 0 (
( 8 2

H
1"8 . 182# ) '"0 )( 10 6" . ' ( #' . 0 ) 16 . 0 ( ( ) '"0 , #' . 0 , 16 . 0 (
( 8 2

H
2"03 . ((6
2
63"2 . #36 1"8 . 182#
true

H
4.12 The condition nu07er is co01uted as
)
A
(
)
A
( '
A
x f
x f x
CN
(a)
61" . 1'"
003162 . 1
) 113# . 1'8 ( 00001 . 1
1 1 00001 . 1
1 00001 . 1 2
1
00001 . 1

+
1
]
1
CN
The resut is i-conditioned 7ecause the derivative is ar4e near x = 1.
(b) 10
10 '( . (
) 10 '( . ( ( 10 ) ( 10
'
'
10
10

e
e
CN
The resut is i-conditioned 7ecause x is ar4e.
(c)
#####((( . 0
001666" . 0
) 10 '''''6 . ' ( 300
300 1 300
1
1 300
300
300
6
2
2

+
1
1
]
1
CN
The resut is ,e-conditioned.
10
(d)
000' . 0
###' . 0
) (##66" . 0 ( 001 . 0
1
1
2

,
_

x
e
x
e xe
x
CN
x
x x
The resut is ,e-conditioned.
(e) 001 , 10
2 . 6366
) 23" , 26( , 20 ( 1(1#0" . 3
cos 1
sin
) cos 1 (
) (sin sin cos ) cos 1 (
2

+
+
+ +
x
x
x
x x x x
x
CN
The resut is i-conditioned 7ecause, as in the foo,in4 1ot, the function has a sin4uarit6 at
x = .
-2000
-1000
0
1000
2000
3.08 3.1 3.12 3.14 3.16 3.18 3.2
4.13 3ddition and su7traction%
v u v u f + ) , (
v
v
f
u
u
f
f
A A

1 1
v
f
u
f
v u v u f
A A
)
A
,
A
( +
*uti1ication%
v u v u f ) , (
u
v
f
v
u
f

v u u v v u f
A A A A
)
A
,
A
( +
11
Bivision%
v u v u f 9 ) , (
2

1
v
u
v
f
v u
f
v
v
u
u
v
v u f
A A
1
)
A
,
A
(
2
+
2
A A
)
A
,
A
(
v
v u u v
v u f
+
4.14
a x f
b ax x f
c bx ax x f
2 ) ( "
2 ) ( '
) (
2
+
+ +
:u7stitute these reationshi1s into @=. ((.(),
) 2 (
C 2
2
) )( 2 (
2
1
2
1 1
2
1
2
1 i i i i i i i i i i i
x x x x
a
x x b ax c bx ax c bx ax + + + + + + + +
+ + + + +
/oect ter0s
c x x b bx x x x x a x x ax ax c bx ax
i i i i i i i i i i i i i
+ + + + + + + +
+ + + + + +
) ( ) 2 ( ) ( 2
1
2
1
2
1 1
2
1
2
1
c bx bx bx ax x ax ax ax x ax ax c bx ax
+ + + + + + + +
+ + + + + + 1
2
1
2
1
2
1
2
1
2
1
2 2 2
c bx bx bx x ax x ax ax ax ax ax c bx ax
+ + + + + + + +
+ + + + + + 1 1 1
2
1
2 2 2
1
2
1
) ( ) 2 2 ( ) 2 (
c bx ax c bx ax
i i i i
+ + + +
+ + + + 1
2
1 1
2
1
4.15 The first-order error ana6sis can 7e ,ritten as
S
S
Q
n
n
Q
Q

"( . '0
) 2 (
) ( 1
' . 0
3 9 2
3 9 '
2

+

S
H B
BH
n n
Q
# . 2'36
2
1
) 2 (
) ( 1
' . 0 3 9 2
3 9 '
S H B
BH
n S
Q
12
228 . 0 0"6 . 0 1'2 . 0 00003 . 0 # . 2'36 003 . 0 "( . '0 + + Q
The error fro0 the rou4hness is a7out 2 ti0es the error caused 76 the uncertaint6 in the so1e.
Thus, i01rovin4 the 1recision of the rou4hness 0easure0ent ,oud 7e the 7est strate46.
4.16 8se the sto11in4 criterion
& ' . 0 & 10 ' . 0
2 2

s
True vaue% 19(1 ! 0.1) = 1.111111<.

$ero order%
1
1
1
x
& 10 & 100
1.11111
1 1.11111

first order%
1 . 1 1 . 0 1
1
1
+
x
& 1
t
& 0#0# . # & 100
1.1
1 1 . 1

second order%
11 . 1 01 . 0 1 . 0 1
1
1
+ +
x
& 1 . 0
t
& #00#00# . 0 & 100
1.11
1 . 1 11 . 1

third order%
111 . 1 001 . 0 01 . 0 1 . 0 1
1
1
+ + +
x
& 01 . 0
t
& 0#000# . 0 & 100
1.111
11 . 1 111 . 1

4.17
13
( )

d
d
0
0
sin
sin
+
+
+ +
1
1
) 1 )( 1 ( 2
sin
0
d
d
,here = (ve9v0)
2
= ( and = 0.2' to 4ive,
130' . 3
2' . 0 1
) ( ( 2' . 0
1
)) ( ( 2' . 0 2' . 0 1 )( 2' . 0 1 ( 2
( sin
0

+
+
+ +
d
d
( ) 130' . 3 sin
0
For = 0.2'(0.02) = 0.00',
( ) 01'6'2 . 0 ) 00' . 0 ( 130' . 3 sin
0

''#01" . 0 (
2' . 0 1
2' . 0
1 ) 2' . 0 1 ( sin
0

+
+
Therefore,
'"(66# . 0 01'6'2 . 0 ''#01" . 0 sin 0a;
0
+
'(336' . 0 01'6'2 . 0 ''#01" . 0 sin 0in
0

0"6 . 3'
180
) '"(66# . 0 arcsin( 0a;
0
#13 . 32
180
) '(336' . 0 arcsin( 0in
0
4.18 The derivatives can 7e co01uted as

x x x f sin ' . 0 1 ) (
x x f cos ' . 0 1 ) ( '
x x f sin ' . 0 ) ( "
x x f cos ' . 0 ) (
) 3 (
1(
x x f sin ' . 0 ) (
) ( (

The first throu4h fourth-order Ta6or series e;1ansions can 7e co01uted 7ased on @=. (.' as
First-order%
) )( ( ' ) ( ) (
1
a x a f a f x f +
' . 1
2 2
cos ' . 0 1
2
sin ' . 0 1
2
) (
1

,
_
1
]
1
+ x x x f

:econd-order%
2
1 2
) (
2
) ( "
) ( ) ( a x
a f
x f x f +
2
2
) 2 9 )( 2 9 sin( 2' . 0 ' . 1 ) ( + x x x f
Third-order%
3
) 3 (
2 3
) (
6
) (
) ( ) ( a x
a f
x f x f +
3 2
3
) (
6
) 2 9 cos( ' . 0
) 2 9 )( 2 9 sin( 2' . 0 ' . 1 ) ( a x x x x f + +

2
3
) 2 9 )( 2 9 sin( 2' . 0 ' . 1 ) ( + x x x f
Fourth-order%
(
) ( (
3 (
) (
2(
) (
) ( ) ( a x
a f
x f x f +
( 2
(
) 2 9 (
2(
) 2 9 sin( ' . 0
) 2 9 )( 2 9 sin( 2' . 0 ' . 1 ) (
+ x x x x f
( 2
(
) 2 9 (
(8
1
) 2 9 )( 2 9 sin( 2' . 0 ' . 1 ) ( + x x x x f
5ote the 2
nd
and 3
rd
Drder Ta6or :eries functions are the sa0e. The foo,in4 *3TE3?
scri1t fie ,hich i01e0ents and 1ots each of the functions indicates that the (
th
-order
e;1ansion satisfies the 1ro7e0 re=uire0ents.
x=0:0.001:3.2;
1'
f=x-1-0.5*sin(x);
subplot(2,2,1);
plot(x,f);grid;title('f(x)=x-1-0.5*sin(x)');hold on
f1=x-1.5;
e1=!bs(f-f1); "#!l$ul!tes the !bsolute %!lue of the
differen$e&error
subplot(2,2,2);
plot(x,e1);grid;title('1st 'rder (!)lor *eries +rror');
f2=x-1.5,0.25.*((x-0.5*pi).-2);
e2=!bs(f-f2);
subplot(2,2,3);
plot(x,e2);grid;title('2nd&3rd 'rder (!)lor *eries +rror');
f.=x-1.5,0.25.*((x-0.5*pi).-2)-(1&./)*((x-0.5*pi).-.);
e.=!bs(f.-f);
subplot(2,2,.);
plot(x,e.);grid;title('.th 'rder (!)lor *eries +rror');hold off
4.19 .ere are @;ce ,or>sheets and charts that have 7een set u1 to sove this 1ro7e0%
16
-4
0
4
8
12
-2 0 2
exact
backward
centered
frward
1"
-4
0
4
8
12
-2 0 2
exact
backward
centered
frward

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1

True vaue% cos(93) = 0.'

& 100 & 100

True vaue% sin(93) = 0.86602'<

288 12 ) 2 ( 1'0 12 1'0 ) 2 ( " x f

16# . 168 ) 20 ( (08 . 8 )

True vaue% 19(1 ! 0.1) = 1.111111<.

4.18 The derivatives can 7e co01uted as

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