Topic: Lagrange Interpolation and Numerical Integration 1 1

(ii) x 3 dx ,
1. An approximation to the value I of a definite integral, obtained by the 0
trapezium rule using n strips of equal width, is denoted by T(n). It is giving answers to 5 decimal places. [4]
given that Calculate, by direct integration, the values of these integrals and hence
a b state the error (defined as estimated value - correct value) in each case,
I  T ( n)  2
 , giving your answers to 5 decimal places.
n n4
[3]
where a and b are constants. Show that
Explain these errors by consideration of the error term above. [4]
m 2 T ( m)  n 2 T ( n) b (N95/IV/11)
I 2 2
 ,
m n m n22
x0  h
where m and n are unequal positive integers. [4]  1 
1 3. Show that the integration formula  f ( x )dx  hf  x 0  2 h is
For the case I   sin( x 2 )dx , obtain T(4) correct to 6 decimals. x0
0 exact when f(x)=1 and when f(x)=x.
[2] [2]
It is given that T(6)=0.312785 correct to 6 decimal places. Use the When it is not exact the error term E1 is of the form k1 h3f”(x1), where k1
values of T(4) and T(6) to obtain an improved estimate of I. is a constant and x0 < x < x0+h. By substituting f(x)=x2, find the value
[3] of k1.
It is given that T(9) = 0.311383 correct to 6 decimal places. By [4]
eliminating b from two approximate relations, find a more accurate Find the corresponding error term E2 for the Trapezium Rule,
estimate of I. Find also an approximate value for b. [5] x0  h
(N96/IV/13) 1
 f ( x )dx  2 h[ f ( x 0 )  f ( x 0  h)],
x0
2. You are given the integration formula
1 given that it is of the form k2h3f”(x2), where k2 is a constant and
1 1 (4) x0<x2<x0+h. [2]
 f ( x )dx  [ f (0)  4 f ( )  f (1)]  kf ( )
0 6 2 E2
Show that when h is small,  2.
where k is a constant and 0 < x < 1. By substituting f(x)=x4, show that E1
1
k . [1]
2880 1.1
2
[3] Calculate estimates for the integral  tan( x ) dx using both
Use Simpson’s rule, with two strips, to estimate 1.0
1 1 formulae, giving your answers to 5 decimal places.
x
(i)  e 2 dx , [2]
0
 Using the relation E2 »-2E1, find an improved estimate for the integral.
(J95/IV/13) [3]

4. The quadratic curve y=A(x-h)(x-2h) + Bx(x-2h) + Cx(x - h) passes

through the points (0, y0), (h, y1) and (2h, y2). Express A, B and C in
x
terms of y0, y1, y2 and h and hence show that a b
[5]
2h
1 The diagram shows part of the graph y=f(x). An estimate for the value
 ydx  3 h( y 0  4 y1  y 2 ). b
0 of  f ( x )dx is to be found by dividing the range of integration into
When this formula (Simpson’s Rule) is applied to y=f(x) the error can be a
1 5 (4) ba
shown to be h f ( ) , for some value of x in the interval (0, n equal intervals of width h = , and evaluating
90 n
2h). Show that this formula is exact when f(x) is a cubic polynomial. n 1
[1] I 1  h  f (a  ih) . Show by means of a diagram that, for the
Explain why Simpson’s Rule cannot be used to evaluate the integral i 0
1 u function illustrated, this method will underestimate the value of the
e
 du , and show that a suitable substitution will transform 2
4
0 2 1 u integral. Use this method, with n=5, to estimate  x dx .
1 1
x 2 1
the integral to e dx . [4]
0 b
[3] Another estimate for  f ( x )dx can be obtained from
Obtain an estimate for the integral using Simpson’s Rule with h=0.5, a
giving your answer to 5 decimals. [2] n 1 1
Obtain another estimate, also to 5 decimal places, using Simpson’s rule I 2  h  f ( a  ih  h) . By illustrating this sum on a diagram,
with h=0.25. [2] i 0 2
1 show that it should give a considerably improved estimate for the
Assuming that the error in the second estimate is approximately of integral. Use this method, with n=5, to obtain a second estimate for
16
2
the error in the first estimate, and that both these estimates are 4
overestimates, obtain a more accurate estimate than either of the  x dx . [3]
1
previous two. [1]
(N94/IV/13) Compare the errors in the two estimates by evaluating the integral
exactly.
5. [3]
y
 2 h
1
Find the estimate for  x 4 dx given by using I2 with n=2. Assuming  f ( x )dx  2 h{ f (0)  f (h)}
1 0
2 is exact when f is a linear function, and obtain the numerical value of k
4
that the error in using I2 for  x dx is kh2, where k is a constant, find in the error term, assuming this term to be of the form kh3f”(a) for
1 some aÎ[0,h].
an improved estimate for the integral using the two values of I2 found. [4]
[4] State the corresponding error for the trapezium rule using n equal
(N93/IV/12) intervals, each of width h. [2]
The error in applying the trapezium rule with n equal intervals to the
6. The curve with equation y=px2+qx+r passes through the points (-h,y0), 1
3
2 4
(0, y1) and (h,y2). Obtain Simpson’s Rule, given by [4] integral  ( 3x  2 x )dx is E. Show that |E | < .
h
1 0 2n 2
 ydx  3 h( y 0  4 y1  y 2 ) . [3]
h Find the value of this integral given by the trapezium rule when n=5 and
If this rule is used to estimate the value of the integral when y=f(x) is not evaluate the integral exactly. [3]
a quadratic, the error term E is of the form kh5f(4)(x), for some xÎ(-h, h). Explain, with reference to a sketch graph, why the true error is much
Show that E=0 when f(x)=x3 and, by considering f(x)=x4, find the value less than the error bound obtained above.
of the constant k. [3] [2]
b (N92/IV/13)
When the rule is generalised to evaluate  f ( x )dx , using n strips
a 8. Verify that the quadratic curve
each of width h (n even), the error term can be shown to be 1 1 1
1 y 2
( x  h)( x  2h) y 0  2
x ( x  2h) y 1  x ( x  h) y 2
 (b  a )h 4 f (4)
( ) , for some xÎ(a,b). Use the generalised 2h h 2h 2
180 passes through the points with coordinates (0, y0), (h, y1) and (2h, y2),
4 h
1 h
rule, with n=8, to estimate  dx. and show that  ydx  12 (5 y 0  8 y1  y 2 ).
0 4 x 0
[4] [4]
Use the error term for the generalised rule, given above, to find an upper The approximate integration formula
bound to the absolute error in your estimate. [3] x0  h
(J93/IV/13)
h
 f ( x)dx  12 {5 f ( x0 )  8 f (x0  h)  f ( x0  2h)}
x0
7. Show that the approximate integration formula
 is to be used in cases when f is not a quadratic function. Assuming that Use the formula to obtain T 1,0, T1,1 and T2,0 and hence give the value of
the error term in this formula is of the form kh4f(3)(c) for some cÎ(0,2h), the integral to as many decimal places as you can justify, giving your
find the numerical value of k. [3] reasons. [7]
0.2 (D91/IV/15)
Use the above formula to obtain an estimate for  g ( x ) dx where
0 10. Show that in the integration formulae defined by
g(x)=ln(1+ex), giving 6 decimal places in your answer. [2] h h
1 1
Assuming that  f ( x )dx  hf ( h)  E 1 and  f ( x )dx  2 h{ f (0)  f (h)}  E 2
g" ' ( x ) 
e
0
x
(1 2 
0 x
e x

3
)
(1  e )

and that g”’(x) decreases as x increases in the interval [0, 0.4], find ,
bounds for the error term, giving two significant figures in your answer. the errors E1 and E2 are both zero when f(x)=1 and when f(x)=x. [4]
[3] On the assumption that E1 = k1f”(x1) and E2 = k2 f”(x2), for some
If the formula were used for each of the intervals [0, 0.1] and [0.1, 0.2], x1Î[0,h] and x2Î [0,h], show, by considering f(x)=x2, that k1 =
and the results added, state what effect this would have upon the error. 1 3
(J92/IV/12) [2]  h and find a similar expression for k2.
24
[4]
b
State, giving a reason, which of hf( ½h) and ½h {f(0)+f(h)} you would
9. Derive the Trapezium Rule for the integral  f ( x )dx in the form h
a
expect to give a more accurate estimate of  f ( x )dx .
1 0
h[ y 0  2( y1  y 2 ..... y n 1 )  y n ]
2 [1]
ba 0.1
where yr = f(a+rh) and h  . [1] sin x
n
Use either formula to estimate the value of e dx.
0
If the error in the formula is E when n=k, state the approximate error
[1]
when n=2k. [1]
Use the rule with n=1,2 and 4 to obtain approximate values for the If f(ix)=esin x, show that |f”(x)| < esin0.1 for xÎ[0, 0.1], and hence find an
0.8 upper bound for the absolute error in your estimate of the integral. [4]
x (J91/IV/14)
integral  (1  x ) dx .
0
11. (a) The table below gives values of x and y, where y is a quadratic
[5]
function of x.
The approximate value given by the Trapezium Rule with n=2m is
denoted by T0,m. The Romberg formula for Ti,m, i=1,2,...., is x -h 0 h
y a b c
4 i Ti 1,m 1  Ti 1,m
Ti ,m  . Express y in terms of a, b, c, h and x and hence prove that
4i  1
 h 4
1
 ydx  h( a  4b  c) . [7] (ii) A value for  ydx is to be found by applying Romberg
h 3 0
b b 1 integration to the values given in the following table
(b) Let I   f ( x ) dx   f ( x )dx , where a and b are integers x 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0
a a 1 y 0.0000 0.2423 0.4401 0.5579 0.5767 0.4971 0.3391 0.1374 -0.066
with b>a and b-a being even. Simpson’s rule with ordinates at unit
intervals is used to obtain a value for I. Show that this value may be Copy and complete the following table of results , working to five
written in the form decimal places
b 5 1
2  f ( n)  [ f ( a )  f (b)]  [ f ( a  1)  f (b  1)] . I0,0 -0.13200 I1,0 1.49387 I2,0 1.39524 I3,0 _________
na 3 3
I0,1 ________ I1,1 _______ I2,1 _______
[3] I0,2 ________ I1,2 _______
Given that this expression gives a good approximation to I in the case I0,3 1.37880
1
when f(x) is , a=10 and b=100, obtain an approximation, to four
x2 Hence state a value for the integral giving four decimal places in your
100
answer. [8]
 1 (J90/IV/13)
places of decimals, for the value of   2
.
n 10 n 
[4] 13. The table below gives values of x and y, where y is a function of x.
(D90/IV/13) x -1 0 3
y a b c
b Given that the Lagrange interpolating polynomial L(x) is of the form
12. (i) The integral  f ( x )dx is to be evaluated by Romberg x ( x  3)
a  b  c ,
a
( 1)( 4)
integration. I0,m is the value found by using the trapezium rule with
2m+1 ordinates, for m=0,1,2,.... Further values are found by using write down b and g in terms of x. [2]
3
4 i I i 1,m1  I i 1,m 2
I i ,m  , i  1,2, ....
Hence show that  L( x )dx  9 ( 3a  16b  5c) .
4i  1 1

a b [4]
Letting f0, f1, f2 denote f(a), f( ), f(b) respectively, obtain 3
2 Explain briefly why this can be used as an estimate of  ydx . [1]
expressions for I0,0, I0,1 and I1,0 in terms of a, b, f0, f1, f2, showing that the 1
expression for I1,0 is the same as that given by Simpson’s rule with three In an experiment a scientist records the magnitude P of a force at time t.
ordinates applied to the interval [a,b]. The results are:
 t 120 130 160 i
 1
P 100 110 80 Ti 1,m1    Ti 1,m
 4
1 1 Ti ,m  i
i=1,2,......
Using the substitution x ( t  130) and y ( P  100) ,  1
10 10 1  
3
 4
draw up a table of x and y and obtain an estimate of  ydx . Hence Show that T0,0 » 0.72530 and find T0,1 to the same degree of accuracy.
1 [3]
160 Given that T0,2 » 0.75579, T0,3» 0.75709 and T1,0» 0.75881, obtain the
obtain an estimate of  Pdt best estimate you can of the value of the integral.
120 [5]
[4] (J89/IV/14)
The scientist uses the formula P = ½ (335 - t) to give approximate
values for P. Show that this gives equal absolute errors when t=120, 15. (i) Using Simpson’s rule with three ordinates, obtain a value for
130 and 160, and use this formula to give a second estimate of x0  h
160  p( x )dx , where p(x)=kx4, and show that the value you obtain is
 Pdt . [3] x0  h
120 1 5 ( 4)
(D89/IV/14) in error by h p ( x ).
90
14. A numerical value is to be found for a definite integral I. An estimate, Deduce that, when Simpson’s rule with (2n+1) ordinates is applied to
b 4
I1, of this value is found from the trapezium rule with 2 ordinates. A
second estimate, I2, is found from the trapezium rule with 3 ordinates,  kx 4 dx , (so that b - a = 2nh), the error is (b  a )h p ( 4 ) ( x ).
a 180
i.e. by halving the interval. Given that the errors I1 and I2 are
approximately proportional to h2, where h is the distance between the [6]
b
4I 2  I1
ordinates in each case, show that I . (ii) When  f ( x )dx is evaluated by Simpson’s rule with (2n+1)
3 a
[4]
(b  a ) h 4 (4)
Show that this approximation is the same as that obtained by using ordinates, the error is known to be f () , where a £ x £
Simpson’s rule with 3 ordinates. [2] 180
0.8 b, and b - a = 2nh.
1
The value of  dx is to be estimated by Romberg 1

3
0 1 x A value for
2
is to be found using Simpson’s rule. Using
integration. T0,m is the estimate of the integral found by using the  sin xdx
0
trapezium rule with (2 m+1) ordinates, m=0,1,2,... and further estimates
can be obtained by using the above expression for the error, calculate a value for h that will
 ensure that the integral is found to within 0.00005 units, and deduce that x 0.6 0.7 0.8 0.9 1.0
Simpson’s rule with 7 ordinates should be used. f(x) 2.000 1.995 1.980 1.955 1.921
[5] 1.0
Perform the integration in this way and verify that the required accuracy
is obtained. [3]
Estimate the value of  f ( x )dx using the trapezium rule with
0.6
(J88/IV/12) (i) two intervals, each of length 0.2,
(ii) four intervals, each of length 0.1
16. Prove that Assuming that the error in the estimate obtained in (ii) is one quarter of
h
1 the error of the estimate obtained in (i), obtain an improved estimate of
 f ( x )dx  3 h( y 1  4 y 0  y1 ) the value of the integral.
h
[6]
where y=f(x) is the quadratic curve passing through the points (-h, y-1), (J87/IV/13)
(0, y0), (h, y1). [6]
Use Simpson’s rule with 5 ordinates to find an approximation to 18. The function f is a quadratic polynomial for which f(0)=a, f(1) = b and
1
4 3 2 f(3) = c. Verify that
 ( x  7 x  3x  6 x  4)dx. ( x  1)( x  3) x ( x  3) x ( x  1)
3 f ( x)  a b c .
Evaluate another approximation to the same integral using the trapezium ( 1)( 3) 1(1  3) 3(3  1)
rule with 5 ordinates. [6] 3
State which of these two approximations you would expect to be the Deduce that  f ( x ) dx may be written in the form lb + mc, where l
more accurate, giving a brief reason for your answer. 0
[2] and m are numerical quantities that are to be determined.
(D87/IV/13) [7]
(D86/IV/12(b))
b
17. (a) Let I denote the value of  f ( x ) dx , and let T denote the 2
e t
a 19. The value of  2.5  t dt is to be estimated by Romberg
estimate of I obtained by applying the trapezium rule with one strip. In 1
the case when f(x) is the quadratic polynomial px2+qx+r , obtain T. integration. T0,m is the estimate of the integral found by using the
Show that the error, E, where E = T - I, can be expressed in the form trapezium rule with (2m+1) ordinates, for m=0,1,2,... Show that T0,0 »
kp(b-a)3, where k is a constant whose numerical value is to be given. 0.25796, and find T0,1 and T0,2 to the same degree of accuracy.
Deduce that, if the interval [a, b] is divided into N equal subintervals [7]
each of length h (so that Nh = b - a) and the trapezium rule is applied to Further estimates of the integral can be obtained by using
each interval, then the error of this estimate is proportional to h2, and
give the constant of proportionality in terms of a,b and p.
[8]
(b) A certain function f gives the values tabulated below.
 i
 1
Ti 1,m1    Ti 1,m
 4
Ti ,m  i
, i  1,2, ....
 1
1  
 4
Use this formula to evaluate in succession T1,0, T1,1 and T2,0. Assuming
that these values are successively closer estimates of the value of
2
e t
 2.5  t dt ,
1
obtain an estimate of the value of the integral to 4 decimal places. [7]
(J86/IV/13)